VGT vs. ETH-USD
VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VGT returned 25.19%/yr vs 57.05%/yr for ETH-USD. At a 0.18 correlation, their price movements are largely independent.
Performance
VGT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VGT achieves a 24.03% return, which is significantly higher than ETH-USD's -43.34% return. Over the past 10 years, VGT has underperformed ETH-USD with an annualized return of 25.19%, while ETH-USD has yielded a comparatively higher 57.05% annualized return.
VGT
- 1D
- 0.58%
- 1M
- 1.35%
- YTD
- 24.03%
- 6M
- 24.13%
- 1Y
- 50.48%
- 3Y*
- 29.84%
- 5Y*
- 20.35%
- 10Y*
- 25.19%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
VGT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 24.03% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VGT and ETH-USD is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.18 |
Over the past year, VGT and ETH-USD have become more correlated (0.41) than their long-term average of 0.18, meaning their price movements have been converging.
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Return for Risk
VGT vs. ETH-USD — Risk / Return Rank
VGT
ETH-USD
VGT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Information Technology ETF (VGT) 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.
| VGT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.71 | ||
| Sortino ratioReturn per unit of downside risk | +3.17 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.96 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | -0.52 | +3.46 |
| Martin ratioReturn relative to average drawdown | 9.11 | -0.89 | +10.00 |
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Drawdowns
VGT vs. ETH-USD - Drawdown Comparison
The maximum VGT drawdown since its inception was -54.63%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VGT and ETH-USD.
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Drawdown Indicators
| VGT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.63% | -94.01% | +39.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.40% | -67.53% | +51.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.23% | -67.53% | +40.30% |
Max Drawdown (5Y)Largest decline over 5 years | -35.07% | -79.35% | +44.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.07% | -94.01% | +58.94% |
Current DrawdownCurrent decline from peak | -7.18% | -65.20% | +58.02% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -50.89% | +42.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.28% | 45.49% | -40.21% |
Volatility
VGT vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Information Technology ETF (VGT) is 10.00%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that VGT 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
| VGT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 17.20% | -7.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 46.29% | -28.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.00% | 56.08% | -34.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.40% | 59.55% | -34.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.72% | 77.88% | -53.16% |
Frequently Asked Questions
VGT and ETH-USD have a correlation of 0.41, 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 (17.20%) compared to VGT (10.00%). In terms of maximum drawdown, VGT dropped -54.63% vs ETH-USD's -94.01%.
VGT currently has the higher Sharpe Ratio (2.19 vs -0.52), 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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