VT vs. BTC-USD
VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VT returned 12.61%/yr vs 59.68%/yr for BTC-USD. At a 0.13 correlation, their price movements are largely independent.
Performance
VT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 9.77% return, which is significantly higher than BTC-USD's -28.54% return. Over the past 10 years, VT has underperformed BTC-USD with an annualized return of 12.61%, while BTC-USD has yielded a comparatively higher 59.68% annualized return.
VT
- 1D
- 0.52%
- 1M
- -0.45%
- YTD
- 9.77%
- 6M
- 10.59%
- 1Y
- 25.47%
- 3Y*
- 19.82%
- 5Y*
- 10.54%
- 10Y*
- 12.61%
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%
VT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 9.77% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
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 VT and BTC-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
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 Sep 24, 2012 | 0.13 |
Over the past year, VT and BTC-USD have become more correlated (0.40) than their long-term average of 0.13, meaning their price movements have been converging.
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Return for Risk
VT vs. BTC-USD — Risk / Return Rank
VT
BTC-USD
VT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.91 | ||
| Sortino ratioReturn per unit of downside risk | +4.03 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 0.86 | +0.49 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | -0.80 | +3.44 |
| Martin ratioReturn relative to average drawdown | 11.68 | -1.42 | +13.10 |
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
| VT | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.96 | -0.95 | +2.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.66 | 0.20 | +0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | 0.87 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 1.13 | -0.70 |
Drawdowns
VT vs. BTC-USD - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VT and BTC-USD.
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Drawdown Indicators
| VT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -85.30% | +35.03% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -51.21% | +41.54% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -51.21% | +34.70% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -76.67% | +50.29% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -83.80% | +49.56% |
Current DrawdownCurrent decline from peak | -3.06% | -49.86% | +46.80% |
Average DrawdownAverage peak-to-trough decline | -7.02% | -42.32% | +35.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.19% | 34.46% | -32.27% |
Volatility
VT vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Total World Stock ETF (VT) is 4.55%, while Bitcoin (BTC-USD) has a volatility of 11.59%. This indicates that VT 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
| VT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 11.59% | -7.04% |
Volatility (6M)Calculated over the trailing 6-month period | 10.67% | 34.53% | -23.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.10% | 35.67% | -22.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.10% | 44.95% | -28.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.26% | 56.71% | -39.45% |
Frequently Asked Questions
VT and BTC-USD have a correlation of 0.40, 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 VT (4.55%). In terms of maximum drawdown, VT dropped -50.27% vs BTC-USD's -85.30%.
VT currently has the higher Sharpe Ratio (1.96 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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