VPU vs. BTC-USD
VPU (Vanguard Utilities ETF) is Utilities Equities fund tracking the MSCI US Investable Market Utilities 25/50 Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VPU returned 8.85%/yr vs 59.68%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
VPU vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VPU achieves a 2.68% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VPU has underperformed BTC-USD with an annualized return of 8.85%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VPU
- 1D
- -1.87%
- 1M
- -2.65%
- YTD
- 2.68%
- 6M
- 3.11%
- 1Y
- 10.68%
- 3Y*
- 12.74%
- 5Y*
- 8.91%
- 10Y*
- 8.85%
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%
VPU vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VPU Vanguard Utilities ETF | 2.68% | 16.46% | 23.04% | -7.45% | 1.06% | 17.40% | -0.74% | 24.89% | 4.38% | 12.44% |
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 VPU and BTC-USD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2012 | 0.04 |
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Return for Risk
VPU vs. BTC-USD — Risk / Return Rank
VPU
BTC-USD
VPU vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Utilities ETF (VPU) 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.
| VPU | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.70 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 0.86 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | -0.80 | +2.00 |
| Martin ratioReturn relative to average drawdown | 2.66 | -1.42 | +4.08 |
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
| VPU | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.75 | -0.95 | +1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.20 | +0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.87 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 1.13 | -0.60 |
Drawdowns
VPU vs. BTC-USD - Drawdown Comparison
The maximum VPU drawdown since its inception was -46.31%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VPU and BTC-USD.
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Drawdown Indicators
| VPU | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -46.31% | -85.30% | +38.99% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -51.21% | +42.31% |
Max Drawdown (3Y)Largest decline over 3 years | -17.34% | -51.21% | +33.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.15% | -76.67% | +51.52% |
Max Drawdown (10Y)Largest decline over 10 years | -36.42% | -83.80% | +47.38% |
Current DrawdownCurrent decline from peak | -7.71% | -49.86% | +42.15% |
Average DrawdownAverage peak-to-trough decline | -7.78% | -42.32% | +34.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 34.46% | -30.44% |
Volatility
VPU vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Utilities ETF (VPU) is 5.56%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VPU 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
| VPU | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 11.59% | -6.03% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 34.53% | -23.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.38% | 35.67% | -21.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 44.95% | -27.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.14% | 56.71% | -37.57% |
Frequently Asked Questions
VPU and BTC-USD have a correlation of 0.13, 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 VPU (5.56%). In terms of maximum drawdown, VPU dropped -46.31% vs BTC-USD's -85.30%.
VPU currently has the higher Sharpe Ratio (0.75 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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