WT vs. BTC-USD
WT (WisdomTree Inc.) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, WT returned 8.07%/yr vs 57.23%/yr for BTC-USD. At a 0.09 correlation, their price movements are largely independent.
Performance
WT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, WT achieves a 47.93% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, WT has underperformed BTC-USD with an annualized return of 8.07%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
WT
- 1D
- 3.99%
- 1M
- -9.29%
- YTD
- 47.93%
- 6M
- 52.43%
- 1Y
- 80.10%
- 3Y*
- 36.20%
- 5Y*
- 22.72%
- 10Y*
- 8.07%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
WT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WT WisdomTree Inc. | 47.93% | 17.38% | 53.55% | 29.56% | -8.94% | 16.57% | 14.13% | -25.75% | -46.31% | 16.47% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between WT and BTC-USD is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.09 |
Over the past year, WT and BTC-USD have become more correlated (0.32) than their long-term average of 0.09, meaning their price movements have been converging.
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Return for Risk
WT vs. BTC-USD — Risk / Return Rank
WT
BTC-USD
WT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Inc. (WT) 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.
| WT | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.98 | ||
| Sortino ratioReturn per unit of downside risk | +4.01 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 0.87 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | -0.77 | +3.67 |
| Martin ratioReturn relative to average drawdown | 6.89 | -1.33 | +8.22 |
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Drawdowns
WT vs. BTC-USD - Drawdown Comparison
The maximum WT drawdown since its inception was -99.92%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for WT and BTC-USD.
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Drawdown Indicators
| WT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -85.30% | -14.62% |
Max Drawdown (1Y)Largest decline over 1 year | -26.67% | -51.21% | +24.54% |
Max Drawdown (3Y)Largest decline over 3 years | -36.94% | -51.21% | +14.27% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -76.67% | +39.73% |
Max Drawdown (10Y)Largest decline over 10 years | -83.95% | -83.80% | -0.15% |
Current DrawdownCurrent decline from peak | -12.50% | -48.27% | +35.77% |
Average DrawdownAverage peak-to-trough decline | -60.16% | -42.36% | -17.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.20% | 35.16% | -23.96% |
Volatility
WT vs. BTC-USD - Volatility Comparison
The current volatility for WisdomTree Inc. (WT) is 11.00%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that WT 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
| WT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.00% | 11.97% | -0.97% |
Volatility (6M)Calculated over the trailing 6-month period | 31.11% | 34.64% | -3.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.43% | 35.59% | +1.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.39% | 44.57% | -12.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.93% | 56.61% | -13.68% |
Frequently Asked Questions
WT and BTC-USD have a correlation of 0.32, 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 (11.97%) compared to WT (11.00%). In terms of maximum drawdown, WT dropped -99.92% vs BTC-USD's -85.30%.
WT currently has the higher Sharpe Ratio (2.07 vs -0.92), 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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