VIS vs. BTC-USD
VIS (Vanguard Industrials ETF) is Industrials Equities fund tracking the MSCI US Investable Market Industrials 25/50 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VIS returned 13.91%/yr vs 59.68%/yr for BTC-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
VIS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VIS achieves a 13.89% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VIS has underperformed BTC-USD with an annualized return of 13.91%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VIS
- 1D
- -0.31%
- 1M
- 0.03%
- YTD
- 13.89%
- 6M
- 14.16%
- 1Y
- 24.77%
- 3Y*
- 21.62%
- 5Y*
- 12.72%
- 10Y*
- 13.91%
BTC-USD
- 1D
- -1.22%
- 1M
- -22.47%
- YTD
- -28.54%
- 6M
- -31.02%
- 1Y
- -40.89%
- 3Y*
- 33.16%
- 5Y*
- 10.82%
- 10Y*
- 59.68%
VIS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VIS Vanguard Industrials ETF | 13.89% | 18.57% | 16.85% | 22.50% | -8.57% | 20.80% | 12.34% | 30.09% | -14.01% | 21.47% |
BTC-USD Bitcoin | -28.54% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VIS and BTC-USD is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.10 |
Over the past year, VIS and BTC-USD have become more correlated (0.31) than their long-term average of 0.10, meaning their price movements have been converging.
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Return for Risk
VIS vs. BTC-USD — Risk / Return Rank
VIS
BTC-USD
VIS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Industrials ETF (VIS) 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.
| VIS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.55 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.86 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.80 | +2.82 |
| Martin ratioReturn relative to average drawdown | 8.39 | -1.42 | +9.81 |
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
| VIS | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | -0.95 | +2.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | 0.20 | +0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.87 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 1.13 | -0.61 |
Drawdowns
VIS vs. BTC-USD - Drawdown Comparison
The maximum VIS drawdown since its inception was -63.51%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VIS and BTC-USD.
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Drawdown Indicators
| VIS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.51% | -85.30% | +21.79% |
Max Drawdown (1Y)Largest decline over 1 year | -12.29% | -51.21% | +38.92% |
Max Drawdown (3Y)Largest decline over 3 years | -20.80% | -51.21% | +30.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.96% | -76.67% | +53.71% |
Max Drawdown (10Y)Largest decline over 10 years | -42.42% | -83.80% | +41.38% |
Current DrawdownCurrent decline from peak | -1.85% | -49.86% | +48.01% |
Average DrawdownAverage peak-to-trough decline | -8.37% | -42.32% | +33.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.96% | 34.46% | -31.50% |
Volatility
VIS vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Industrials ETF (VIS) is 4.56%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VIS 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
| VIS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 11.59% | -7.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.57% | 34.53% | -20.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.52% | 35.67% | -19.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.37% | 44.95% | -26.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.44% | 56.71% | -36.27% |
Frequently Asked Questions
VIS and BTC-USD have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.59%) compared to VIS (4.56%). In terms of maximum drawdown, VIS dropped -63.51% vs BTC-USD's -85.30%.
VIS currently has the higher Sharpe Ratio (1.51 vs -0.95), 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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