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

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.

-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember0
33.60%
XBTF
BTC-USD

Returns By Period


XBTF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

BTC-USD

YTD

118.49%

1M

33.83%

6M

31.66%

1Y

146.40%

5Y (annualized)

64.60%

10Y (annualized)

74.49%

Key characteristics


XBTFBTC-USD

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Correlation

-0.50.00.51.00.6

The correlation between XBTF and BTC-USD is 0.55, 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.

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 market0.005.0010.0015.0020.000.000.64
XBTF
BTC-USD

Rolling 12-month Sharpe Ratio-2.000.002.004.006.00JuneJulyAugustSeptemberOctoberNovember
1.20
0.83
XBTF
BTC-USD

Drawdowns

XBTF vs. BTC-USD - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.45%
0
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 16.87%. 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%JuneJulyAugustSeptemberOctoberNovember0
16.87%
XBTF
BTC-USD