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XBTF vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between XBTF and BTC-USD is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

XBTF vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Bitcoin Strategy ETF (XBTF) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
-38.45%
53.81%
XBTF
BTC-USD

Key characteristics

Returns By Period


XBTF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

131.29%

1M

3.62%

6M

52.51%

1Y

122.84%

5Y*

67.06%

10Y*

76.43%

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Risk-Adjusted Performance

XBTF vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Bitcoin Strategy ETF (XBTF) 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.


Sharpe ratio
No data
The chart of Calmar ratio for XBTF, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.001.22
XBTF
BTC-USD


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.20
1.41
XBTF
BTC-USD

Drawdowns

XBTF vs. BTC-USD - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.45%
-7.90%
XBTF
BTC-USD

Volatility

XBTF vs. BTC-USD - Volatility Comparison

The current volatility for VanEck Bitcoin Strategy ETF (XBTF) is 0.00%, while Bitcoin (BTC-USD) has a volatility of 14.07%. This indicates that XBTF 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember0
14.07%
XBTF
BTC-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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