URTH vs. BTC-USD
URTH (iShares MSCI World ETF) is Global Equities fund tracking the MSCI World Index (Net), while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, URTH returned 13.38%/yr vs 57.23%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
URTH vs. BTC-USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, URTH achieves a 8.91% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, URTH has underperformed BTC-USD with an annualized return of 13.38%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
URTH
- 1D
- 0.39%
- 1M
- -0.21%
- YTD
- 8.91%
- 6M
- 9.60%
- 1Y
- 24.56%
- 3Y*
- 19.60%
- 5Y*
- 11.45%
- 10Y*
- 13.38%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
URTH vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 8.91% | 21.36% | 18.66% | 23.95% | -17.97% | 22.27% | 15.78% | 28.15% | -8.56% | 22.95% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between URTH and BTC-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.13 |
Over the past year, URTH and BTC-USD have become more correlated (0.39) than their long-term average of 0.13, meaning their price movements have been converging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
URTH vs. BTC-USD — Risk / Return Rank
URTH
BTC-USD
URTH vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World ETF (URTH) and Bitcoin (BTC-USD). 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.
| URTH | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 0.87 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 2.56 | -0.77 | +3.33 |
| Martin ratioReturn relative to average drawdown | 11.37 | -1.33 | +12.70 |
Loading charts...
Drawdowns
URTH vs. BTC-USD - Drawdown Comparison
The maximum URTH drawdown since its inception was -34.01%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for URTH and BTC-USD.
Loading charts...
Drawdown Indicators
| URTH | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.01% | -85.30% | +51.29% |
Max Drawdown (1Y)Largest decline over 1 year | -9.06% | -51.21% | +42.15% |
Max Drawdown (3Y)Largest decline over 3 years | -16.94% | -51.21% | +34.27% |
Max Drawdown (5Y)Largest decline over 5 years | -26.05% | -76.67% | +50.62% |
Max Drawdown (10Y)Largest decline over 10 years | -34.01% | -83.80% | +49.79% |
Current DrawdownCurrent decline from peak | -1.87% | -48.27% | +46.40% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -42.36% | +37.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.04% | 35.16% | -33.12% |
Volatility
URTH vs. BTC-USD - Volatility Comparison
The current volatility for iShares MSCI World ETF (URTH) is 4.55%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that URTH experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| URTH | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 11.97% | -7.42% |
Volatility (6M)Calculated over the trailing 6-month period | 10.11% | 34.64% | -24.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 35.59% | -23.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.26% | 44.57% | -28.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 56.61% | -39.32% |
Frequently Asked Questions
URTH and BTC-USD have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to URTH (4.55%). In terms of maximum drawdown, URTH dropped -34.01% vs BTC-USD's -85.30%.
URTH currently has the higher Sharpe Ratio (1.85 vs -0.92), 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.
Find the right allocation for URTH and BTC-USD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer