VT vs. ETH-USD
VT (Vanguard Total World Stock ETF) is Global Equities fund tracking the FTSE Global All Cap Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VT returned 12.25%/yr vs 62.58%/yr for ETH-USD. At a 0.19 correlation, their price movements are largely independent.
Performance
VT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VT achieves a 10.03% return, which is significantly higher than ETH-USD's -35.51% return. Over the past 10 years, VT has underperformed ETH-USD with an annualized return of 12.25%, while ETH-USD has yielded a comparatively higher 62.58% annualized return.
VT
- 1D
- -0.32%
- 1M
- -2.14%
- 6M
- 7.09%
- YTD
- 10.03%
- 1Y
- 20.89%
- 3Y*
- 18.12%
- 5Y*
- 10.45%
- 10Y*
- 12.25%
- ALL TIME*
- 8.76%
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
VT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 10.03% | 22.43% | 16.49% | 22.02% | -18.00% | 18.27% | 16.59% | 26.81% | -9.76% | 24.50% |
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VT and ETH-USD is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.19 |
Over the past year, VT and ETH-USD have become more correlated (0.39) than their long-term average of 0.19, meaning their price movements have been converging.
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Return for Risk
VT vs. ETH-USD — Risk / Return Rank
VT
ETH-USD
VT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total World Stock ETF (VT) 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.
| VT | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.28 | ||
| Sortino ratioReturn per unit of downside risk | +3.13 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.90 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | -0.73 | +2.90 |
| Martin ratioReturn relative to average drawdown | 9.18 | -1.11 | +10.29 |
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Drawdowns
VT vs. ETH-USD - Drawdown Comparison
The maximum VT drawdown since its inception was -50.27%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VT and ETH-USD.
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Drawdown Indicators
| VT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.27% | -94.01% | +43.74% |
Max Drawdown (1Y)Largest decline over 1 year | -9.67% | -67.60% | +57.93% |
Max Drawdown (3Y)Largest decline over 3 years | -16.51% | -67.60% | +51.09% |
Max Drawdown (5Y)Largest decline over 5 years | -26.38% | -79.35% | +52.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.24% | -94.01% | +59.77% |
Current DrawdownCurrent decline from peak | -2.83% | -60.40% | +57.57% |
Average DrawdownAverage peak-to-trough decline | -6.98% | -51.01% | +44.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.28% | 34.69% | -32.41% |
Volatility
VT vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard Total World Stock ETF (VT) is 3.89%, while Ethereum (ETH-USD) has a volatility of 13.43%. This indicates that VT 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
| VT | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 13.43% | -9.54% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 46.67% | -35.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.73% | 54.96% | -41.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.18% | 58.71% | -42.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.16% | 76.77% | -59.61% |
Frequently Asked Questions
VT and ETH-USD have a correlation of 0.39, 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 (13.43%) compared to VT (3.89%). In terms of maximum drawdown, VT dropped -50.27% vs ETH-USD's -94.01%.
VT currently has the higher Sharpe Ratio (1.53 vs -0.74), 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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