PortfoliosLab logoPortfoliosLab logo
USRD vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USRD vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Themes US R&D Champions ETF (USRD) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USRD achieves a 12.31% return, which is significantly higher than BTC-USD's -27.34% return.


USRD

1D
1.76%
1M
4.18%
YTD
12.31%
6M
9.99%
1Y
21.33%
3Y*
5Y*
10Y*

BTC-USD

1D
3.47%
1M
-21.00%
YTD
-27.34%
6M
-31.30%
1Y
-41.49%
3Y*
34.89%
5Y*
12.33%
10Y*
56.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USRD vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023
USRD
Themes US R&D Champions ETF
12.31%12.44%15.53%5.32%
BTC-USD
Bitcoin
-27.34%-6.27%120.76%1.95%

Correlation

The correlation between USRD and BTC-USD is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2023

0.30

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

USRD vs. BTC-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USRD
USRD Risk / Return Rank: 3737
Overall Rank
USRD Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
USRD Sortino Ratio Rank: 3737
Sortino Ratio Rank
USRD Omega Ratio Rank: 3737
Omega Ratio Rank
USRD Calmar Ratio Rank: 3737
Calmar Ratio Rank
USRD Martin Ratio Rank: 3636
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3535
Overall Rank
BTC-USD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 4141
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3838
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USRD vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) 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.


USRDBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.18

Sortino ratioReturn per unit of downside risk

+3.10

Omega ratioGain probability vs. loss probability

1.22

0.86

+0.36

Calmar ratioReturn relative to maximum drawdown

1.59

-0.81

+2.40

Martin ratioReturn relative to average drawdown

4.81

-1.42

+6.23

USRD vs. BTC-USD - Sharpe Ratio Comparison

The current USRD Sharpe Ratio is 1.21, which is higher than the BTC-USD Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of USRD and BTC-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

USRD vs. BTC-USD - Drawdown Comparison

The maximum USRD drawdown since its inception was -23.79%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for USRD and BTC-USD.


Loading charts...

Drawdown Indicators


USRDBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-23.79%

-85.30%

+61.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.49%

-51.21%

+37.72%

Max Drawdown (3Y)

Largest decline over 3 years

-51.21%

Max Drawdown (5Y)

Largest decline over 5 years

-76.67%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-7.42%

-49.02%

+41.60%

Average Drawdown

Average peak-to-trough decline

-3.71%

-42.34%

+38.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.45%

34.89%

-30.44%

Volatility

USRD vs. BTC-USD - Volatility Comparison

The current volatility for Themes US R&D Champions ETF (USRD) is 8.08%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that USRD 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


USRDBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.08%

12.11%

-4.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.50%

34.67%

-20.17%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

35.64%

-17.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.49%

44.75%

-25.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.49%

56.63%

-37.14%

Frequently Asked Questions


USRD and BTC-USD have a correlation of 0.38, 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 (12.11%) compared to USRD (8.08%). In terms of maximum drawdown, USRD dropped -23.79% vs BTC-USD's -85.30%.

USRD currently has the higher Sharpe Ratio (1.21 vs -0.97), 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.

Portfolio Optimizer

Find the right allocation for USRD 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