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USTY.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

USTY.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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USTY.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USTY.L
SPDR Bloomberg US Treasury Bond UCITS ETF
2.27%0.10%3.36%-1.37%-1.66%-0.86%4.57%4.20%7.22%-6.43%
BTC-USD
Bitcoin
-22.28%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%
Different Trading Currencies

USTY.L is traded in GBP, while BTC-USD is traded in USD. To make them comparable, the BTC-USD values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, USTY.L achieves a 2.27% return, which is significantly higher than BTC-USD's -20.87% return. Over the past 10 years, USTY.L has underperformed BTC-USD with an annualized return of 2.34%, while BTC-USD has yielded a comparatively higher 67.59% annualized return.


USTY.L

1D
0.62%
1M
-0.44%
YTD
2.27%
6M
2.78%
1Y
2.44%
3Y*
1.18%
5Y*
1.37%
10Y*
2.34%

BTC-USD

1D
0.00%
1M
0.44%
YTD
-20.87%
6M
-42.75%
1Y
-19.02%
3Y*
31.89%
5Y*
3.80%
10Y*
67.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

USTY.L vs. BTC-USD — Risk / Return Rank

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

USTY.L
USTY.L Risk / Return Rank: 1818
Overall Rank
USTY.L Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
USTY.L Sortino Ratio Rank: 1818
Sortino Ratio Rank
USTY.L Omega Ratio Rank: 1717
Omega Ratio Rank
USTY.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
USTY.L Martin Ratio Rank: 1515
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3939
Overall Rank
BTC-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 6060
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 5959
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 1212
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 00
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.

USTY.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) 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.


USTY.LBTC-USDDifference

Sharpe ratio

Return per unit of total volatility

0.33

-0.44

+0.77

Sortino ratio

Return per unit of downside risk

0.53

-0.37

+0.90

Omega ratio

Gain probability vs. loss probability

1.06

0.96

+0.11

Calmar ratio

Return relative to maximum drawdown

0.38

-1.08

+1.46

Martin ratio

Return relative to average drawdown

0.69

-1.97

+2.66

USTY.L vs. BTC-USD - Sharpe Ratio Comparison

The current USTY.L Sharpe Ratio is 0.33, which is higher than the BTC-USD Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of USTY.L and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USTY.LBTC-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

-0.44

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.16

0.07

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.23

1.00

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

1.21

-0.87

Correlation

The correlation between USTY.L and BTC-USD is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Drawdowns

USTY.L vs. BTC-USD - Drawdown Comparison

The maximum USTY.L drawdown since its inception was -23.02%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for USTY.L and BTC-USD.


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Drawdown Indicators


USTY.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-23.02%

-85.30%

+62.28%

Max Drawdown (1Y)

Largest decline over 1 year

-7.42%

-49.65%

+42.23%

Max Drawdown (5Y)

Largest decline over 5 years

-16.04%

-76.67%

+60.63%

Max Drawdown (10Y)

Largest decline over 10 years

-23.02%

-83.80%

+60.78%

Current Drawdown

Current decline from peak

-14.23%

-46.47%

+32.24%

Average Drawdown

Average peak-to-trough decline

-11.98%

-42.00%

+30.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.10%

27.75%

-23.65%

Volatility

USTY.L vs. BTC-USD - Volatility Comparison

The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) is 2.15%, while Bitcoin (BTC-USD) has a volatility of 13.30%. This indicates that USTY.L 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.


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Volatility by Period


USTY.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.15%

13.30%

-11.15%

Volatility (6M)

Calculated over the trailing 6-month period

4.57%

34.98%

-30.41%

Volatility (1Y)

Calculated over the trailing 1-year period

7.26%

36.08%

-28.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.79%

46.46%

-37.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.05%

56.09%

-46.04%