VGLT vs. ETH-USD
VGLT (Vanguard Long-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Long Treasury Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VGLT returned -1.21%/yr vs 56.61%/yr for ETH-USD. At a 0.00 correlation, their price movements are largely independent.
Performance
VGLT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VGLT achieves a 0.03% return, which is significantly higher than ETH-USD's -43.80% return. Over the past 10 years, VGLT has underperformed ETH-USD with an annualized return of -1.21%, while ETH-USD has yielded a comparatively higher 56.61% annualized return.
VGLT
- 1D
- -0.27%
- 1M
- 1.30%
- YTD
- 0.03%
- 6M
- 0.49%
- 1Y
- 3.29%
- 3Y*
- -0.30%
- 5Y*
- -5.52%
- 10Y*
- -1.21%
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
VGLT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGLT Vanguard Long-Term Treasury ETF | 0.03% | 5.35% | -6.28% | 3.27% | -29.34% | -4.98% | 17.57% | 14.30% | -1.54% | 8.64% |
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VGLT and ETH-USD is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.00 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.00 |
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Return for Risk
VGLT vs. ETH-USD — Risk / Return Rank
VGLT
ETH-USD
VGLT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) 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.
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.
| VGLT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.95 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | -0.55 | +1.02 |
| Martin ratioReturn relative to average drawdown | 1.19 | -0.94 | +2.14 |
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Drawdowns
VGLT vs. ETH-USD - Drawdown Comparison
The maximum VGLT drawdown since its inception was -46.18%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VGLT and ETH-USD.
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Drawdown Indicators
| VGLT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.18% | -94.01% | +47.83% |
Max Drawdown (1Y)Largest decline over 1 year | -7.01% | -67.53% | +60.52% |
Max Drawdown (3Y)Largest decline over 3 years | -17.68% | -67.53% | +49.85% |
Max Drawdown (5Y)Largest decline over 5 years | -40.98% | -79.35% | +38.37% |
Max Drawdown (10Y)Largest decline over 10 years | -46.18% | -94.01% | +47.83% |
Current DrawdownCurrent decline from peak | -36.55% | -65.49% | +28.94% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -50.89% | +35.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.78% | 45.31% | -42.53% |
Volatility
VGLT vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Long-Term Treasury ETF (VGLT) is 2.69%, while Ethereum (ETH-USD) has a volatility of 17.22%. This indicates that VGLT 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
| VGLT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.69% | 17.22% | -14.53% |
Volatility (6M)Calculated over the trailing 6-month period | 6.09% | 46.29% | -40.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.78% | 56.20% | -47.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.57% | 59.59% | -45.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.82% | 77.89% | -64.07% |
Frequently Asked Questions
VGLT and ETH-USD have a correlation of 0.06, 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 (17.22%) compared to VGLT (2.69%). In terms of maximum drawdown, VGLT dropped -46.18% vs ETH-USD's -94.01%.
VGLT currently has the higher Sharpe Ratio (0.38 vs -0.55), 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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