VDC vs. BTC-USD

Last updated Jun 6, 2026

VDC (Vanguard Consumer Staples ETF) is Consumer Staples Equities fund tracking the MSCI US Investable Market Consumer Staples 25/50 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VDC returned 7.76%/yr vs 59.37%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.

Performance

VDC vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Consumer Staples ETF (VDC) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VDC achieves a 7.46% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, VDC has underperformed BTC-USD with an annualized return of 7.76%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.

VDC

• 1D: 1.73%
• 1M: -2.10%
• YTD: 7.46%
• 6M: 6.75%
• 1Y: 4.71%
• 3Y*: 8.27%
• 5Y*: 6.40%
• 10Y*: 7.76%

BTC-USD

• 1D: -3.97%
• 1M: -24.76%
• YTD: -29.97%
• 6M: -31.42%
• 1Y: -39.67%
• 3Y*: 31.02%
• 5Y*: 11.35%
• 10Y*: 59.37%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VDC vs. BTC-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VDC Vanguard Consumer Staples ETF	7.46%	2.17%	13.30%	2.38%	-1.79%	17.64%	10.86%	26.11%	-7.79%	11.85%
BTC-USD Bitcoin	-29.97%	-6.27%	120.76%	155.82%	-64.23%	59.40%	304.57%	94.10%	-73.37%	1,324.24%

Correlation

The correlation between VDC and BTC-USD is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.12
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Sep 21, 2012	0.04

The correlation between VDC and BTC-USD shifts across timeframes, from 0.01 (1 year) to 0.12 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VDC vs. BTC-USD — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 15
VDC Sharpe Ratio Rank: 15
VDC Sortino Ratio Rank: 15
VDC Omega Ratio Rank: 14
VDC Calmar Ratio Rank: 16
VDC Martin Ratio Rank: 14

BTC-USD

BTC-USD Risk / Return Rank: 30
BTC-USD Sharpe Ratio Rank: 15
BTC-USD Sortino Ratio Rank: 33
BTC-USD Omega Ratio Rank: 33
BTC-USD Calmar Ratio Rank: 48
BTC-USD Martin Ratio Rank: 22

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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard Consumer Staples ETF (VDC) 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.

	VDC	BTC-USD	Difference
Sharpe ratio: Return per unit of total volatility	0.38	-0.93	+1.31
Sortino ratio: Return per unit of downside risk	0.64	-1.30	+1.93
Omega ratio: Gain probability vs. loss probability	1.07	0.87	+0.21
Calmar ratio: Return relative to maximum drawdown	0.51	-0.78	+1.29
Martin ratio: Return relative to average drawdown	1.05	-1.39	+2.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VDC vs. BTC-USD - Sharpe Ratio Comparison

The current VDC Sharpe Ratio is 0.38, which is higher than the BTC-USD Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of VDC 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.

Sharpe Ratios by Period

	VDC	BTC-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.38	-0.93	+1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	0.21	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.87	-0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.67	1.13	-0.46

Drawdowns

VDC vs. BTC-USD - Drawdown Comparison

The maximum VDC drawdown since its inception was -34.24%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VDC and BTC-USD.

Drawdown Indicators

	VDC	BTC-USD	Difference
Max Drawdown Largest peak-to-trough decline	-34.24%	-85.30%	+51.06%
Max Drawdown (1Y) Largest decline over 1 year	-9.28%	-50.87%	+41.59%
Max Drawdown (3Y) Largest decline over 3 years	-11.78%	-50.87%	+39.09%
Max Drawdown (5Y) Largest decline over 5 years	-16.55%	-76.67%	+60.12%
Max Drawdown (10Y) Largest decline over 10 years	-25.31%	-83.80%	+58.49%
Current Drawdown Current decline from peak	-7.04%	-50.87%	+43.83%
Average Drawdown Average peak-to-trough decline	-3.73%	-42.29%	+38.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.50%	34.02%	-29.52%

Volatility

VDC vs. BTC-USD - Volatility Comparison

The current volatility for Vanguard Consumer Staples ETF (VDC) is 4.47%, while Bitcoin (BTC-USD) has a volatility of 10.54%. This indicates that VDC 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.

Volatility by Period

	VDC	BTC-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.47%	10.54%	-6.07%
Volatility (6M) Calculated over the trailing 6-month period	9.89%	34.26%	-24.37%
Volatility (1Y) Calculated over the trailing 1-year period	12.47%	35.65%	-23.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.15%	44.98%	-31.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.65%	56.70%	-42.05%

Frequently Asked Questions

Can I hold both VDC and BTC-USD in my portfolio?

VDC and BTC-USD have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VDC or BTC-USD?

BTC-USD has higher volatility (10.54%) compared to VDC (4.47%). In terms of maximum drawdown, VDC dropped -34.24% vs BTC-USD's -85.30%.

Which has better risk-adjusted returns?

VDC currently has the higher Sharpe Ratio (0.38 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.