USTY.L vs. BTC-USD
Compare and contrast key facts about SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) and Bitcoin (BTC-USD).
USTY.L is a passively managed fund by State Street that tracks the performance of the Bloomberg US Government TR USD. It was launched on Jun 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USTY.L or BTC-USD.
Key characteristics
| USTY.L | BTC-USD | |
|---|---|---|
| YTD Return | -0.98% | 109.87% |
| 1Y Return | -0.42% | 139.38% |
| 3Y Return (Ann) | -1.48% | 11.40% |
| 5Y Return (Ann) | -0.56% | 58.71% |
| Sharpe Ratio | 0.05 | 0.84 |
| Sortino Ratio | 0.12 | 1.51 |
| Omega Ratio | 1.01 | 1.15 |
| Calmar Ratio | 0.01 | 0.66 |
| Martin Ratio | 0.16 | 3.48 |
| Ulcer Index | 1.98% | 13.18% |
| Daily Std Dev | 6.52% | 44.51% |
| Max Drawdown | -23.03% | -93.07% |
| Current Drawdown | -19.75% | 0.00% |
Correlation
The correlation between USTY.L and BTC-USD is 0.05, 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.
Performance
USTY.L vs. BTC-USD - Performance Comparison
In the year-to-date period, USTY.L achieves a -0.98% return, which is significantly lower than BTC-USD's 109.87% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
USTY.L vs. BTC-USD - Risk-Adjusted Performance 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.
Drawdowns
USTY.L vs. BTC-USD - Drawdown Comparison
The maximum USTY.L drawdown since its inception was -23.03%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for USTY.L and BTC-USD. For additional features, visit the drawdowns tool.
Volatility
USTY.L vs. BTC-USD - Volatility Comparison
The current volatility for SPDR Bloomberg US Treasury Bond UCITS ETF (USTY.L) is 1.83%, while Bitcoin (BTC-USD) has a volatility of 16.04%. 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.