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

Performance

VETY.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VETY.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, VETY.L achieves a -0.07% return, which is significantly higher than BTC-USD's -28.74% return. Over the past 10 years, VETY.L has underperformed BTC-USD with an annualized return of 0.03%, while BTC-USD has yielded a comparatively higher 57.35% annualized return.


VETY.L

1D
-0.05%
1M
0.54%
YTD
-0.07%
6M
0.09%
1Y
2.22%
3Y*
2.64%
5Y*
-1.89%
10Y*
0.03%

BTC-USD

1D
0.00%
1M
-17.93%
YTD
-28.74%
6M
-28.21%
1Y
-41.14%
3Y*
24.79%
5Y*
15.24%
10Y*
57.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
VETY.L
Vanguard EUR Eurozone Government Bond UCITS ETF Distributing
-0.07%5.77%-2.94%4.81%-13.61%-9.79%10.62%1.55%1.79%3.47%
BTC-USD
Bitcoin
-30.49%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between VETY.L and BTC-USD is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Feb 24, 2016

0.04

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Return for Risk

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

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

VETY.L
VETY.L Risk / Return Rank: 1414
Overall Rank
VETY.L Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
VETY.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
VETY.L Omega Ratio Rank: 1313
Omega Ratio Rank
VETY.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
VETY.L Martin Ratio Rank: 1414
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2828
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2626
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 77
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.

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

This table presents a comparison of risk-adjusted performance metrics for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.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.

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.


VETY.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.02

Omega ratioGain probability vs. loss probability

1.07

0.85

+0.22

Calmar ratioReturn relative to maximum drawdown

0.47

-0.81

+1.29

Martin ratioReturn relative to average drawdown

1.01

-1.35

+2.36

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

The current VETY.L Sharpe Ratio is 0.41, which is higher than the BTC-USD Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of VETY.L 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.


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Drawdowns

VETY.L vs. BTC-USD - Drawdown Comparison

The maximum VETY.L drawdown since its inception was -26.62%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for VETY.L and BTC-USD.


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Drawdown Indicators


VETY.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-26.62%

-84.19%

+57.57%

Max Drawdown (1Y)

Largest decline over 1 year

-4.67%

-50.55%

+45.88%

Max Drawdown (3Y)

Largest decline over 3 years

-6.32%

-50.55%

+44.23%

Max Drawdown (5Y)

Largest decline over 5 years

-20.73%

-73.24%

+52.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.62%

-82.15%

+55.53%

Current Drawdown

Current decline from peak

-18.13%

-49.98%

+31.85%

Average Drawdown

Average peak-to-trough decline

-12.09%

-40.40%

+28.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

31.98%

-29.78%

Volatility

VETY.L vs. BTC-USD - Volatility Comparison

The current volatility for Vanguard EUR Eurozone Government Bond UCITS ETF Distributing (VETY.L) is 1.46%, while Bitcoin (BTC-USD) has a volatility of 11.69%. This indicates that VETY.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


VETY.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.46%

11.69%

-10.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.27%

33.94%

-29.67%

Volatility (1Y)

Calculated over the trailing 1-year period

5.41%

34.63%

-29.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.52%

43.95%

-36.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.23%

55.40%

-47.17%

Frequently Asked Questions


VETY.L and BTC-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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