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VGIT vs. BTGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGIT vs. BTGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Treasury ETF (VGIT) and STKD Bitcoin & Gold ETF (BTGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGIT achieves a -0.78% return, which is significantly higher than BTGD's -32.80% return.


VGIT

1D
-0.05%
1M
-0.87%
YTD
-0.78%
6M
-0.42%
1Y
3.55%
3Y*
3.40%
5Y*
-0.07%
10Y*
1.16%

BTGD

1D
5.44%
1M
-28.40%
YTD
-32.80%
6M
-33.78%
1Y
-31.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGIT vs. BTGD - Yearly Performance Comparison


2026 (YTD)20252024
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.78%7.34%-1.70%
BTGD
STKD Bitcoin & Gold ETF
-32.80%34.62%29.81%

Correlation

The correlation between VGIT and BTGD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2024

0.09

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Return for Risk

VGIT vs. BTGD — Risk / Return Rank

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

VGIT
VGIT Risk / Return Rank: 3131
Overall Rank
VGIT Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VGIT Sortino Ratio Rank: 3434
Sortino Ratio Rank
VGIT Omega Ratio Rank: 3030
Omega Ratio Rank
VGIT Calmar Ratio Rank: 2828
Calmar Ratio Rank
VGIT Martin Ratio Rank: 2828
Martin Ratio Rank

BTGD
BTGD Risk / Return Rank: 44
Overall Rank
BTGD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BTGD Sortino Ratio Rank: 55
Sortino Ratio Rank
BTGD Omega Ratio Rank: 55
Omega Ratio Rank
BTGD Calmar Ratio Rank: 44
Calmar Ratio Rank
BTGD Martin Ratio Rank: 33
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.

VGIT vs. BTGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Treasury ETF (VGIT) and STKD Bitcoin & Gold ETF (BTGD). 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.


VGITBTGDDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+2.19

Omega ratioGain probability vs. loss probability

1.19

0.93

+0.25

Calmar ratioReturn relative to maximum drawdown

1.26

-0.60

+1.86

Martin ratioReturn relative to average drawdown

3.66

-1.29

+4.96

VGIT vs. BTGD - Sharpe Ratio Comparison

The current VGIT Sharpe Ratio is 1.08, which is higher than the BTGD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of VGIT and BTGD, 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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Sharpe Ratios by Period


VGITBTGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

-0.57

+1.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.19

+0.30

Drawdowns

VGIT vs. BTGD - Drawdown Comparison

The maximum VGIT drawdown since its inception was -16.05%, smaller than the maximum BTGD drawdown of -53.31%. Use the drawdown chart below to compare losses from any high point for VGIT and BTGD.


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Drawdown Indicators


VGITBTGDDifference

Max Drawdown

Largest peak-to-trough decline

-16.05%

-53.31%

+37.26%

Max Drawdown (1Y)

Largest decline over 1 year

-2.83%

-53.31%

+50.48%

Max Drawdown (3Y)

Largest decline over 3 years

-4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-16.05%

Current Drawdown

Current decline from peak

-2.71%

-50.77%

+48.06%

Average Drawdown

Average peak-to-trough decline

-3.52%

-14.85%

+11.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

24.72%

-23.75%

Volatility

VGIT vs. BTGD - Volatility Comparison

The current volatility for Vanguard Intermediate-Term Treasury ETF (VGIT) is 1.05%, while STKD Bitcoin & Gold ETF (BTGD) has a volatility of 14.85%. This indicates that VGIT experiences smaller price fluctuations and is considered to be less risky than BTGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGITBTGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

14.85%

-13.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.36%

46.45%

-44.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.32%

56.04%

-52.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

55.94%

-50.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

55.94%

-51.44%

VGIT vs. BTGD - Expense Ratio Comparison

VGIT has a 0.03% expense ratio, which is lower than BTGD's 1.00% expense ratio.


Dividends

VGIT vs. BTGD - Dividend Comparison

VGIT's dividend yield for the trailing twelve months is around 3.88%, less than BTGD's 5.00% yield.


PositionTTM20252024202320222021202020192018201720162015
BTGD
STKD Bitcoin & Gold ETF
5.00%3.36%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.88%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

Frequently Asked Questions


VGIT and BTGD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTGD has higher volatility (14.85%) compared to VGIT (1.05%). In terms of maximum drawdown, VGIT dropped -16.05% vs BTGD's -53.31%.

On 1-year performance, VGIT leads with 3.55% vs -31.91% for BTGD. On fees, VGIT is cheaper at 0.03% per year. On volatility, VGIT has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VGIT has performed better with a 3.55% return vs -31.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGIT is cheaper with a 0.03% expense ratio, compared with 1.00% for BTGD.

BTGD has the higher dividend yield at 5.00%, compared with 3.88% for VGIT.

VGIT is categorized as Government Bonds, while BTGD is Cryptocurrency. They also come from different issuers: Vanguard and Quantify Funds. Their fees differ too: 0.03% for VGIT and 1.00% for BTGD.

VGIT currently has the higher Sharpe Ratio (1.08 vs -0.57), 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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