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VTIP vs. BTGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VTIP vs. BTGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and STKD Bitcoin & Gold ETF (BTGD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VTIP achieves a 1.76% return, which is significantly higher than BTGD's -32.80% return.


VTIP

1D
0.00%
1M
-0.18%
YTD
1.76%
6M
1.89%
1Y
4.64%
3Y*
5.17%
5Y*
3.37%
10Y*
3.08%

BTGD

1D
5.44%
1M
-28.40%
YTD
-32.80%
6M
-33.78%
1Y
-31.91%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VTIP vs. BTGD - Yearly Performance Comparison


2026 (YTD)20252024
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.76%6.07%0.04%
BTGD
STKD Bitcoin & Gold ETF
-32.80%34.62%29.81%

Correlation

The correlation between VTIP and BTGD 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 (All Time)
Calculated using the full available price history since Oct 17, 2024

0.08

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Return for Risk

VTIP vs. BTGD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTIP
VTIP Risk / Return Rank: 9595
Overall Rank
VTIP Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VTIP Sortino Ratio Rank: 9696
Sortino Ratio Rank
VTIP Omega Ratio Rank: 9595
Omega Ratio Rank
VTIP Calmar Ratio Rank: 9494
Calmar Ratio Rank
VTIP Martin Ratio Rank: 9494
Martin Ratio Rank

BTGD
BTGD Risk / Return Rank: 44
Overall Rank
BTGD Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BTGD Sortino Ratio Rank: 55
Sortino Ratio Rank
BTGD Omega Ratio Rank: 55
Omega Ratio Rank
BTGD Calmar Ratio Rank: 44
Calmar Ratio Rank
BTGD Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTIP vs. BTGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) and STKD Bitcoin & Gold ETF (BTGD). 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.


VTIPBTGDDifference
Sharpe ratioReturn per unit of total volatility

+3.69

Sortino ratioReturn per unit of downside risk

+5.87

Omega ratioGain probability vs. loss probability

1.66

0.93

+0.73

Calmar ratioReturn relative to maximum drawdown

6.66

-0.60

+7.26

Martin ratioReturn relative to average drawdown

26.11

-1.29

+27.40

VTIP vs. BTGD - Sharpe Ratio Comparison

The current VTIP Sharpe Ratio is 3.12, which is higher than the BTGD Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of VTIP and BTGD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VTIPBTGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.12

-0.57

+3.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

0.19

+0.70

Drawdowns

VTIP vs. BTGD - Drawdown Comparison

The maximum VTIP drawdown since its inception was -6.27%, smaller than the maximum BTGD drawdown of -53.31%. Use the drawdown chart below to compare losses from any high point for VTIP and BTGD.


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Drawdown Indicators


VTIPBTGDDifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-53.31%

+47.04%

Max Drawdown (1Y)

Largest decline over 1 year

-0.70%

-53.31%

+52.61%

Max Drawdown (3Y)

Largest decline over 3 years

-0.98%

Max Drawdown (5Y)

Largest decline over 5 years

-5.50%

Max Drawdown (10Y)

Largest decline over 10 years

-6.27%

Current Drawdown

Current decline from peak

-0.30%

-50.77%

+50.47%

Average Drawdown

Average peak-to-trough decline

-1.04%

-14.85%

+13.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.18%

24.72%

-24.54%

Volatility

VTIP vs. BTGD - Volatility Comparison

The current volatility for Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) is 0.45%, while STKD Bitcoin & Gold ETF (BTGD) has a volatility of 14.85%. This indicates that VTIP experiences smaller price fluctuations and is considered to be less risky than BTGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VTIPBTGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.45%

14.85%

-14.40%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

46.45%

-45.40%

Volatility (1Y)

Calculated over the trailing 1-year period

1.50%

56.04%

-54.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.78%

55.94%

-53.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.74%

55.94%

-53.20%

VTIP vs. BTGD - Expense Ratio Comparison

VTIP has a 0.03% expense ratio, which is lower than BTGD's 1.00% expense ratio.


Dividends

VTIP vs. BTGD - Dividend Comparison

VTIP's dividend yield for the trailing twelve months is around 3.59%, less than BTGD's 5.00% yield.


PositionTTM2025202420232022202120202019201820172016
BTGD
STKD Bitcoin & Gold ETF
5.00%3.36%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
3.59%3.81%2.70%2.86%6.84%4.68%1.20%1.95%2.45%1.52%0.76%

Frequently Asked Questions


VTIP and BTGD 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.

BTGD has higher volatility (14.85%) compared to VTIP (0.45%). In terms of maximum drawdown, VTIP dropped -6.27% vs BTGD's -53.31%.

On 1-year performance, VTIP leads with 4.64% vs -31.91% for BTGD. On fees, VTIP is cheaper at 0.03% per year. On volatility, VTIP has been the lower-risk option at 0.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, VTIP has performed better with a 4.64% return vs -31.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VTIP is cheaper with a 0.03% expense ratio, compared with 1.00% for BTGD.

BTGD has the higher dividend yield at 5.00%, compared with 3.59% for VTIP.

VTIP is categorized as Inflation-Protected Bonds, while BTGD is Cryptocurrency. They also come from different issuers: Vanguard and Quantify Funds. Their fees differ too: 0.03% for VTIP and 1.00% for BTGD.

VTIP currently has the higher Sharpe Ratio (3.12 vs -0.57), 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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