GBTC + 2x ETFs

The chart shows the growth of an initial investment of $10,000 in GBTC + 2x ETFs, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Jun 16, 2026, the GBTC + 2x ETFs returned 38.37% Year-To-Date and 62.02% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since May 4, 2015, GBTC + 2x ETFs's average daily return is +0.25%, while the average monthly return is +5.26%. At this rate, an investment would double in approximately 1.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was May 2017 with a return of +102.2%, while the worst month was Jun 2022 at -30.8%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 4 months.

On a daily basis, GBTC + 2x ETFs closed higher 54% of trading days. The best single day was May 24, 2017 with a return of +22.9%, while the worst single day was Mar 16, 2020 at -22.9%.

GBTC + 2x ETFs has an annualized alpha of 41.28%, beta of 2.12, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since May 04, 2015.

• This portfolio captured 428.25% of S&P 500 Index gains and 153.37% of its losses - amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 41.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• Beta of 2.12 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

GBTC + 2x ETFs has a high expense ratio of 1.13%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GBTC + 2x ETFs ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current GBTC + 2x ETFs Sharpe ratio is 1.72 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.63, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of GBTC + 2x ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

GBTC + 2x ETFs provided a 0.11% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the GBTC + 2x ETFs. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GBTC + 2x ETFs was 73.62%, occurring on Dec 28, 2022. Recovery took 271 trading sessions.

The current GBTC + 2x ETFs drawdown is 3.50%.

The chart below shows the rolling one-month volatility.