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 -47.54% vs 21.84% for VTI. Their 0.50 correlation means they have sometimes moved together and sometimes differently. 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 -30.93% return, which is significantly lower than VTI's 10.49% return.
NCIQ
- 1D
- -2.97%
- 1M
- 2.55%
- 6M
- -27.72%
- YTD
- -30.93%
- 1Y
- -47.54%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -29.83%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $824.22K | $653.88K | $906.08K | |
| $1.06B | $1.16B | $1.24B |
NCIQ vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
NCIQ Hashdex Nasdaq Crypto Index US ETF | -30.93% | -13.57% |
VTI Vanguard Total Stock Market ETF | 10.49% | 12.42% |
Correlation
The correlation between NCIQ and VTI is 0.51, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2025 | 0.50 |
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 | -2.55 | ||
| Sortino ratioReturn per unit of downside risk | -3.70 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.27 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 2.23 | -3.10 |
| Martin ratioReturn relative to average drawdown | -1.31 | 9.62 | -10.93 |
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Drawdowns
NCIQ vs. VTI - Drawdown Comparison
The maximum NCIQ drawdown since its inception was -57.05%, 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 | -57.05% | -55.45% | -1.60% |
Max Drawdown (1Y)Largest decline over 1 year | -57.05% | -8.92% | -48.13% |
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 | -53.81% | -1.36% | -52.45% |
Average DrawdownAverage peak-to-trough decline | -25.65% | -7.99% | -17.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.63% | 2.07% | +35.56% |
Volatility
NCIQ vs. VTI - Volatility Comparison
Hashdex Nasdaq Crypto Index US ETF (NCIQ) has a higher volatility of 9.72% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. 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 | 9.72% | 3.46% | +6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 35.82% | 10.24% | +25.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.13% | 13.10% | +35.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.22% | 17.51% | +29.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 47.22% | 18.30% | +28.92% |
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 1.06%.
| 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 | 1.06% | 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 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NCIQ has higher volatility (9.72%) compared to VTI (3.46%). In terms of maximum drawdown, NCIQ dropped -57.05% vs VTI's -55.45%.
On 1-year performance, VTI leads with 21.84% vs -47.54% for NCIQ. On fees, VTI is cheaper at 0.03% per year. On volatility, VTI has been the lower-risk option at 3.46%. 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 21.84% return vs -47.54%. 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 1.06%, 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 (1.52 vs -1.03), 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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