VBR vs. BTC-USD
VBR (Vanguard Small-Cap Value ETF) is Small Cap Value Equities fund tracking the CRSP US Small Cap Value Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VBR returned 10.99%/yr vs 57.32%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
VBR vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VBR achieves a 14.60% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, VBR has underperformed BTC-USD with an annualized return of 10.99%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
VBR
- 1D
- 0.87%
- 1M
- 4.91%
- YTD
- 14.60%
- 6M
- 12.92%
- 1Y
- 27.94%
- 3Y*
- 16.09%
- 5Y*
- 8.36%
- 10Y*
- 10.99%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
VBR vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 14.60% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VBR and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Sep 27, 2012 | 0.12 |
Over the past year, VBR and BTC-USD have become more correlated (0.32) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
VBR vs. BTC-USD — Risk / Return Rank
VBR
BTC-USD
VBR vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Small-Cap Value ETF (VBR) 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.
| VBR | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.76 | ||
| Sortino ratioReturn per unit of downside risk | +3.98 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.87 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | -0.78 | +3.95 |
| Martin ratioReturn relative to average drawdown | 11.22 | -1.36 | +12.58 |
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Drawdowns
VBR vs. BTC-USD - Drawdown Comparison
The maximum VBR drawdown since its inception was -61.98%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VBR and BTC-USD.
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Drawdown Indicators
| VBR | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.98% | -85.30% | +23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -8.85% | -51.21% | +42.36% |
Max Drawdown (3Y)Largest decline over 3 years | -24.19% | -51.21% | +27.02% |
Max Drawdown (5Y)Largest decline over 5 years | -24.19% | -76.67% | +52.48% |
Max Drawdown (10Y)Largest decline over 10 years | -45.28% | -83.80% | +38.52% |
Current DrawdownCurrent decline from peak | 0.00% | -49.01% | +49.01% |
Average DrawdownAverage peak-to-trough decline | -8.26% | -42.35% | +34.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 35.02% | -32.52% |
Volatility
VBR vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Small-Cap Value ETF (VBR) is 4.43%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that VBR 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
| VBR | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.43% | 12.11% | -7.68% |
Volatility (6M)Calculated over the trailing 6-month period | 10.65% | 34.59% | -23.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.36% | 35.62% | -20.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 44.71% | -24.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.74% | 56.62% | -34.88% |
Frequently Asked Questions
VBR and BTC-USD have a correlation of 0.32, 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 VBR (4.43%). In terms of maximum drawdown, VBR dropped -61.98% vs BTC-USD's -85.30%.
VBR currently has the higher Sharpe Ratio (1.83 vs -0.93), 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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