VXUS vs. BTC-USD
VXUS (Vanguard Total International Stock ETF) is Global Equities fund tracking the FTSE Global All Cap ex US Index, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VXUS returned 9.32%/yr vs 58.50%/yr for BTC-USD. At a 0.12 correlation, their price movements are largely independent.
Performance
VXUS vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VXUS achieves a 10.72% return, which is significantly higher than BTC-USD's -25.13% return. Over the past 10 years, VXUS has underperformed BTC-USD with an annualized return of 9.32%, while BTC-USD has yielded a comparatively higher 58.50% annualized return.
VXUS
- 1D
- -0.36%
- 1M
- -4.26%
- 6M
- 6.22%
- YTD
- 10.72%
- 1Y
- 23.69%
- 3Y*
- 16.64%
- 5Y*
- 8.40%
- 10Y*
- 9.32%
- ALL TIME*
- 6.44%
BTC-USD
- 1D
- 1.28%
- 1M
- 2.00%
- 6M
- -29.23%
- YTD
- -25.13%
- 1Y
- -44.16%
- 3Y*
- 29.87%
- 5Y*
- 15.31%
- 10Y*
- 58.50%
- ALL TIME*
- 89.00%
VXUS vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 10.72% | 32.35% | 5.08% | 15.86% | -16.08% | 8.98% | 10.66% | 21.75% | -14.43% | 27.46% |
BTC-USD Bitcoin | -25.13% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VXUS and BTC-USD is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.24 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2012 | 0.12 |
Over the past year, VXUS and BTC-USD have become more correlated (0.35) than their long-term average of 0.12, meaning their price movements have been converging.
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Return for Risk
VXUS vs. BTC-USD — Risk / Return Rank
VXUS
BTC-USD
VXUS vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Total International Stock ETF (VXUS) 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.
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.
| VXUS | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.51 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.85 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 2.11 | -0.83 | +2.94 |
| Martin ratioReturn relative to average drawdown | 7.84 | -1.32 | +9.17 |
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Drawdowns
VXUS vs. BTC-USD - Drawdown Comparison
The maximum VXUS drawdown since its inception was -35.97%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VXUS and BTC-USD.
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Drawdown Indicators
| VXUS | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.97% | -85.30% | +49.33% |
Max Drawdown (1Y)Largest decline over 1 year | -11.27% | -53.08% | +41.81% |
Max Drawdown (3Y)Largest decline over 3 years | -13.58% | -53.08% | +39.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.44% | -76.67% | +47.23% |
Max Drawdown (10Y)Largest decline over 10 years | -35.97% | -83.80% | +47.83% |
Current DrawdownCurrent decline from peak | -4.58% | -47.48% | +42.90% |
Average DrawdownAverage peak-to-trough decline | -8.17% | -42.61% | +34.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | 27.88% | -24.85% |
Volatility
VXUS vs. BTC-USD - Volatility Comparison
The current volatility for Vanguard Total International Stock ETF (VXUS) is 5.31%, while Bitcoin (BTC-USD) has a volatility of 9.37%. This indicates that VXUS 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
| VXUS | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 9.37% | -4.06% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 34.93% | -20.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.68% | 35.76% | -19.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 43.93% | -27.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.00% | 56.33% | -39.33% |
Frequently Asked Questions
VXUS and BTC-USD have a correlation of 0.35, 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 (9.37%) compared to VXUS (5.31%). In terms of maximum drawdown, VXUS dropped -35.97% vs BTC-USD's -85.30%.
VXUS currently has the higher Sharpe Ratio (1.43 vs -1.03), 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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