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XBTF vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

XBTF vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Bitcoin Strategy ETF (XBTF) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
12.85%
XBTF
VOO

Returns By Period


XBTF

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

VOO

YTD

26.16%

1M

1.77%

6M

13.62%

1Y

32.33%

5Y (annualized)

15.68%

10Y (annualized)

13.18%

Key characteristics


XBTFVOO

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XBTF vs. VOO - Expense Ratio Comparison

XBTF has a 0.65% expense ratio, which is higher than VOO's 0.03% expense ratio.


XBTF
VanEck Bitcoin Strategy ETF
Expense ratio chart for XBTF: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Correlation

-0.50.00.51.00.4

The correlation between XBTF and VOO is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

XBTF vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Bitcoin Strategy ETF (XBTF) and Vanguard S&P 500 ETF (VOO). 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
The chart of Sharpe ratio for XBTF, currently valued at 0.59, compared to the broader market0.002.004.000.592.70
The chart of Sortino ratio for XBTF, currently valued at 1.00, compared to the broader market-2.000.002.004.006.008.0010.0012.001.003.60
The chart of Omega ratio for XBTF, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.50
The chart of Calmar ratio for XBTF, currently valued at 0.23, compared to the broader market0.005.0010.0015.0020.000.233.90
The chart of Martin ratio for XBTF, currently valued at 1.50, compared to the broader market0.0020.0040.0060.0080.00100.001.5017.65
XBTF
VOO

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.59
2.70
XBTF
VOO

Dividends

XBTF vs. VOO - Dividend Comparison

XBTF has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.24%.


TTM20232022202120202019201820172016201520142013
XBTF
VanEck Bitcoin Strategy ETF
101.35%0.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

XBTF vs. VOO - Drawdown Comparison


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-38.45%
-0.86%
XBTF
VOO

Volatility

XBTF vs. VOO - Volatility Comparison

The current volatility for VanEck Bitcoin Strategy ETF (XBTF) is 0.00%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.99%. This indicates that XBTF experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember0
3.99%
XBTF
VOO