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VUAA.DE vs. BITC.AS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VUAA.DE vs. BITC.AS - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and CoinShares Physical Bitcoin (BTC) ETP (BITC.AS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VUAA.DE achieves a 9.96% return, which is significantly higher than BITC.AS's -27.10% return.


VUAA.DE

1D
1.54%
1M
0.58%
YTD
9.96%
6M
10.78%
1Y
24.90%
3Y*
18.05%
5Y*
14.30%
10Y*

BITC.AS

1D
-3.60%
1M
-19.17%
YTD
-27.10%
6M
-28.56%
1Y
-39.92%
3Y*
29.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VUAA.DE vs. BITC.AS - Yearly Performance Comparison


2026 (YTD)202520242023
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
9.96%4.69%32.69%20.82%
BITC.AS
CoinShares Physical Bitcoin (BTC) ETP
-27.10%-17.17%136.40%82.20%

Correlation

The correlation between VUAA.DE and BITC.AS is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2023

0.33

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Return for Risk

VUAA.DE vs. BITC.AS — Risk / Return Rank

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

VUAA.DE
VUAA.DE Risk / Return Rank: 7676
Overall Rank
VUAA.DE Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
VUAA.DE Sortino Ratio Rank: 7474
Sortino Ratio Rank
VUAA.DE Omega Ratio Rank: 7676
Omega Ratio Rank
VUAA.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
VUAA.DE Martin Ratio Rank: 7676
Martin Ratio Rank

BITC.AS
BITC.AS Risk / Return Rank: 22
Overall Rank
BITC.AS Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BITC.AS Sortino Ratio Rank: 22
Sortino Ratio Rank
BITC.AS Omega Ratio Rank: 22
Omega Ratio Rank
BITC.AS Calmar Ratio Rank: 22
Calmar Ratio Rank
BITC.AS Martin Ratio Rank: 22
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.

VUAA.DE vs. BITC.AS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) and CoinShares Physical Bitcoin (BTC) ETP (BITC.AS). 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.


VUAA.DEBITC.ASDifference
Sharpe ratioReturn per unit of total volatility

+3.11

Sortino ratioReturn per unit of downside risk

+4.34

Omega ratioGain probability vs. loss probability

1.39

0.84

+0.55

Calmar ratioReturn relative to maximum drawdown

3.48

-0.81

+4.30

Martin ratioReturn relative to average drawdown

12.44

-1.43

+13.87

VUAA.DE vs. BITC.AS - Sharpe Ratio Comparison

The current VUAA.DE Sharpe Ratio is 2.09, which is higher than the BITC.AS Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of VUAA.DE and BITC.AS, 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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Drawdowns

VUAA.DE vs. BITC.AS - Drawdown Comparison

The maximum VUAA.DE drawdown since its inception was -33.67%, smaller than the maximum BITC.AS drawdown of -49.38%. Use the drawdown chart below to compare losses from any high point for VUAA.DE and BITC.AS.


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Drawdown Indicators


VUAA.DEBITC.ASDifference

Max Drawdown

Largest peak-to-trough decline

-33.67%

-49.38%

+15.71%

Max Drawdown (1Y)

Largest decline over 1 year

-7.00%

-49.38%

+42.38%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-49.38%

+26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-23.33%

Current Drawdown

Current decline from peak

-1.74%

-48.60%

+46.86%

Average Drawdown

Average peak-to-trough decline

-4.88%

-13.07%

+8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

28.31%

-26.35%

Volatility

VUAA.DE vs. BITC.AS - Volatility Comparison

The current volatility for Vanguard S&P 500 UCITS USD Acc ETF (VUAA.DE) is 3.07%, while CoinShares Physical Bitcoin (BTC) ETP (BITC.AS) has a volatility of 9.70%. This indicates that VUAA.DE experiences smaller price fluctuations and is considered to be less risky than BITC.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VUAA.DEBITC.ASDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

9.70%

-6.63%

Volatility (6M)

Calculated over the trailing 6-month period

7.81%

29.08%

-21.27%

Volatility (1Y)

Calculated over the trailing 1-year period

11.73%

39.42%

-27.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.14%

45.62%

-30.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.61%

45.62%

-28.01%

VUAA.DE vs. BITC.AS - Expense Ratio Comparison

VUAA.DE has a 0.07% expense ratio, which is lower than BITC.AS's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

VUAA.DE vs. BITC.AS - Dividend Comparison

Neither VUAA.DE nor BITC.AS has paid dividends to shareholders.


PositionTTM202520242023202220212020
BITC.AS
CoinShares Physical Bitcoin (BTC) ETP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUAA.DE
Vanguard S&P 500 UCITS USD Acc ETF
0.00%0.00%0.27%0.00%0.00%0.00%1.09%

Frequently Asked Questions


VUAA.DE and BITC.AS have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VUAA.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VUAA.DE is cheaper with a 0.07% expense ratio, compared with 0.25% for BITC.AS.

VUAA.DE is categorized as S&P 500, while BITC.AS is Cryptocurrency. They also come from different issuers: Vanguard and CoinShares. Their fees differ too: 0.07% for VUAA.DE and 0.25% for BITC.AS.

Portfolio Optimizer

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