VWO vs. ETH-USD
VWO (Vanguard FTSE Emerging Markets ETF) is Emerging Markets Equities fund tracking the FTSE Emerging Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VWO returned 8.60%/yr vs 61.34%/yr for ETH-USD. At a 0.16 correlation, their price movements are largely independent.
Performance
VWO vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VWO achieves a 8.50% return, which is significantly higher than ETH-USD's -43.98% return. Over the past 10 years, VWO has underperformed ETH-USD with an annualized return of 8.60%, while ETH-USD has yielded a comparatively higher 61.34% annualized return.
VWO
- 1D
- 0.52%
- 1M
- -3.65%
- YTD
- 8.50%
- 6M
- 9.73%
- 1Y
- 24.29%
- 3Y*
- 16.22%
- 5Y*
- 4.65%
- 10Y*
- 8.60%
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
VWO vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 8.50% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VWO and ETH-USD is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.16 |
Over the past year, VWO and ETH-USD have become more correlated (0.36) than their long-term average of 0.16, meaning their price movements have been converging.
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Return for Risk
VWO vs. ETH-USD — Risk / Return Rank
VWO
ETH-USD
VWO vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Emerging Markets ETF (VWO) 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.
| VWO | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.96 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.18 | -0.50 | +2.69 |
| Martin ratioReturn relative to average drawdown | 7.79 | -0.88 | +8.67 |
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
| VWO | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | -0.50 | +1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | -0.12 | +0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.65 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.75 | -0.49 |
Drawdowns
VWO vs. ETH-USD - Drawdown Comparison
The maximum VWO drawdown since its inception was -67.68%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VWO and ETH-USD.
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Drawdown Indicators
| VWO | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -94.01% | +26.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.17% | -67.53% | +56.36% |
Max Drawdown (3Y)Largest decline over 3 years | -17.37% | -67.53% | +50.16% |
Max Drawdown (5Y)Largest decline over 5 years | -32.60% | -79.35% | +46.75% |
Max Drawdown (10Y)Largest decline over 10 years | -36.39% | -94.01% | +57.62% |
Current DrawdownCurrent decline from peak | -4.67% | -65.60% | +60.93% |
Average DrawdownAverage peak-to-trough decline | -15.81% | -50.89% | +35.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.12% | 44.58% | -41.46% |
Volatility
VWO vs. ETH-USD - Volatility Comparison
The current volatility for Vanguard FTSE Emerging Markets ETF (VWO) is 6.29%, while Ethereum (ETH-USD) has a volatility of 16.88%. This indicates that VWO 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
| VWO | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.29% | 16.88% | -10.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.80% | 46.80% | -33.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 56.55% | -40.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.45% | 59.65% | -42.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.23% | 78.04% | -58.81% |
Frequently Asked Questions
VWO and ETH-USD have a correlation of 0.36, 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 (16.88%) compared to VWO (6.29%). In terms of maximum drawdown, VWO dropped -67.68% vs ETH-USD's -94.01%.
VWO currently has the higher Sharpe Ratio (1.49 vs -0.50), 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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