VDE vs. ETH-USD
VDE (Vanguard Energy ETF) is Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VDE returned 9.47%/yr vs 61.34%/yr for ETH-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
VDE vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VDE achieves a 31.33% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, VDE has underperformed ETH-USD with an annualized return of 9.47%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
VDE
- 1D
- 1.27%
- 1M
- 3.82%
- YTD
- 31.33%
- 6M
- 29.93%
- 1Y
- 44.64%
- 3Y*
- 16.98%
- 5Y*
- 20.26%
- 10Y*
- 9.47%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VDE vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VDE Vanguard Energy ETF | 31.33% | 7.11% | 6.75% | 0.03% | 62.89% | 56.31% | -33.02% | 9.28% | -19.95% | -2.50% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VDE and ETH-USD is -0.02, 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 | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.07 |
The correlation between VDE and ETH-USD shifts across timeframes, from -0.02 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VDE vs. ETH-USD — Risk / Return Rank
VDE
ETH-USD
VDE vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) and Ethereum (ETH-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.
| VDE | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.70 | ||
| Sortino ratioReturn per unit of downside risk | +3.21 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.96 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 3.80 | -0.50 | +4.30 |
| Martin ratioReturn relative to average drawdown | 10.98 | -0.88 | +11.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VDE | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.21 | -0.50 | +2.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | -0.12 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.65 | -0.34 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.75 | -0.47 |
Drawdowns
VDE vs. ETH-USD - Drawdown Comparison
The maximum VDE drawdown since its inception was -74.20%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VDE and ETH-USD.
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Drawdown Indicators
| VDE | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.20% | -94.01% | +19.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | -67.53% | +55.73% |
Max Drawdown (3Y)Largest decline over 3 years | -21.41% | -67.53% | +46.12% |
Max Drawdown (5Y)Largest decline over 5 years | -26.58% | -79.35% | +52.77% |
Max Drawdown (10Y)Largest decline over 10 years | -69.29% | -94.01% | +24.72% |
Current DrawdownCurrent decline from peak | -7.08% | -65.60% | +58.52% |
Average DrawdownAverage peak-to-trough decline | -19.96% | -50.89% | +30.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 44.58% | -40.50% |
Volatility
VDE vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Energy ETF (VDE) is 6.96%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VDE experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VDE | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.96% | 16.88% | -9.92% |
Volatility (6M)Calculated over the trailing 6-month period | 16.37% | 46.80% | -30.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.36% | 56.55% | -36.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.42% | 59.65% | -33.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.93% | 78.04% | -48.11% |
Frequently Asked Questions
VDE and ETH-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to VDE (6.96%). In terms of maximum drawdown, VDE dropped -74.20% vs ETH-USD's -94.01%.
VDE currently has the higher Sharpe Ratio (2.21 vs -0.50), 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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