NCIQ vs. VTI
NCIQ (Hashdex Nasdaq Crypto Index US ETF) and VTI (Vanguard Total Stock Market ETF) are both exchange-traded funds - NCIQ is a Cryptocurrency fund tracking the Nasdaq Crypto US Settlement Price™ Index, while VTI is a Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Both are passively managed. Over the past year, NCIQ returned -41.13% vs 24.22% for VTI. A 0.51 correlation means they provide meaningful diversification when combined. NCIQ charges 0.25%/yr vs 0.03%/yr for VTI.
Performance
NCIQ vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, NCIQ achieves a -32.34% return, which is significantly lower than VTI's 8.82% return.
NCIQ
- 1D
- -3.39%
- 1M
- -18.06%
- YTD
- -32.34%
- 6M
- -32.72%
- 1Y
- -41.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VTI
- 1D
- -1.39%
- 1M
- -0.84%
- YTD
- 8.82%
- 6M
- 7.71%
- 1Y
- 24.22%
- 3Y*
- 20.62%
- 5Y*
- 11.90%
- 10Y*
- 15.14%
NCIQ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NCIQ Hashdex Nasdaq Crypto Index US ETF | -32.34% | -13.57% |
VTI Vanguard Total Stock Market ETF | 8.82% | 12.42% |
Correlation
The correlation between NCIQ and VTI is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.51 |
The correlation between NCIQ and VTI has been stable across timeframes, ranging from 0.50 to 0.51 - a consistent structural relationship.
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Return for Risk
NCIQ vs. VTI — Risk / Return Rank
NCIQ
VTI
NCIQ vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hashdex Nasdaq Crypto Index US ETF (NCIQ) and Vanguard Total Stock Market ETF (VTI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NCIQ | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.76 | ||
| Sortino ratioReturn per unit of downside risk | -3.77 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.34 | -0.47 |
| Calmar ratioReturn relative to maximum drawdown | -0.73 | 2.73 | -3.46 |
| Martin ratioReturn relative to average drawdown | -1.24 | 12.14 | -13.38 |
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Drawdowns
NCIQ vs. VTI - Drawdown Comparison
The maximum NCIQ drawdown since its inception was -56.19%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for NCIQ and VTI.
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Drawdown Indicators
| NCIQ | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.19% | -55.45% | -0.74% |
Max Drawdown (1Y)Largest decline over 1 year | -56.19% | -8.92% | -47.27% |
Max Drawdown (3Y)Largest decline over 3 years | — | -19.30% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.36% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.00% | — |
Current DrawdownCurrent decline from peak | -54.75% | -2.85% | -51.90% |
Average DrawdownAverage peak-to-trough decline | -23.41% | -8.01% | -15.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.25% | 2.00% | +31.25% |
Volatility
NCIQ vs. VTI - Volatility Comparison
Hashdex Nasdaq Crypto Index US ETF (NCIQ) has a higher volatility of 14.16% compared to Vanguard Total Stock Market ETF (VTI) at 4.95%. This indicates that NCIQ's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NCIQ | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.16% | 4.95% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 36.86% | 10.05% | +26.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.02% | 12.83% | +35.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.11% | 17.51% | +30.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.11% | 18.32% | +29.79% |
NCIQ vs. VTI - Expense Ratio Comparison
NCIQ has a 0.25% expense ratio, which is higher than VTI's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
NCIQ vs. VTI - Dividend Comparison
NCIQ has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.04%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NCIQ Hashdex Nasdaq Crypto Index US ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
NCIQ and VTI have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NCIQ has higher volatility (14.16%) compared to VTI (4.95%). In terms of maximum drawdown, NCIQ dropped -56.19% vs VTI's -55.45%.
On 1-year performance, VTI leads with 24.22% vs -41.13% for NCIQ. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VTI has performed better with a 24.22% return vs -41.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VTI is cheaper with a 0.03% expense ratio, compared with 0.25% for NCIQ.
VTI has the higher dividend yield at 1.04%, compared with 0.00% for NCIQ.
NCIQ is categorized as Cryptocurrency, while VTI is Large Cap Blend Equities. NCIQ tracks Nasdaq Crypto US Settlement Price™ Index, while VTI tracks CRSP US Total Market Index. They also come from different issuers: Hashdex and Vanguard. Their fees differ too: 0.25% for NCIQ and 0.03% for VTI.
VTI currently has the higher Sharpe Ratio (1.90 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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