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ISIN
US3896371099
CUSIP
389637109
Issuer
Grayscale
Inception Date
Jan 11, 2024
Leveraged
1x (No leverage)
Index Tracked
CoinDesk Bitcoin Benchmark Rate Index
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Cryptocurrency

Share Price Chart


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Performance

GBTC Performance Chart

Grayscale Bitcoin Trust ETF (GBTC) is down 31.5% since the beginning of the year. At $47 per share, GBTC is trading 52.8% below its 52-week high of $99. Investors who bought $1,000 worth of GBTC shares 5 years ago would now be looking at an investment worth $1,515.


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S&P 500 Index

Returns By Period

Grayscale Bitcoin Trust ETF (GBTC) has returned -31.54% so far this year and -41.68% over the past 12 months.


Grayscale Bitcoin Trust ETF

1D
-5.15%
1M
-26.07%
YTD
-31.54%
6M
-33.05%
1Y
-41.68%
3Y*
47.89%
5Y*
8.66%
10Y*
48.34%

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC Monthly Returns History

Based on dividend-adjusted daily data since May 4, 2015, GBTC's average daily return is +0.31%, while the average monthly return is +7.47%. At this rate, an investment would double in approximately 0.8 years.

Historically, 54% of months were positive and 46% were negative. The best month was May 2017 with a return of +251.5%, while the worst month was Jun 2022 at -41.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GBTC closed higher 50% of trading days. The best single day was May 24, 2017 with a return of +41.2%, while the worst single day was May 18, 2015 at -28.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.37%-21.78%3.19%12.59%-4.01%-17.92%-31.54%
20258.63%-17.16%-2.16%13.96%11.04%2.86%8.19%-7.40%5.62%-4.18%-17.45%-3.73%-7.65%
20249.73%45.70%14.13%-16.88%14.44%-11.40%-2.20%-10.22%8.02%10.12%38.63%-3.98%113.81%
202346.56%-5.02%41.77%0.37%-15.41%38.16%-0.31%-2.20%2.57%39.45%13.02%14.47%317.61%
2022-23.39%12.00%3.91%-13.62%-22.14%-41.29%22.72%-15.27%-9.01%5.17%-24.58%-8.40%-75.80%
20218.41%24.53%15.83%-6.37%-35.50%-1.36%16.52%8.74%-10.38%46.79%-6.98%-25.90%7.03%

Benchmark Metrics

Grayscale Bitcoin Trust ETF has an annualized alpha of -58.33%, beta of 1.86, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since May 05, 2015.

  • This ETF participated in 320.02% of S&P 500 Index downside but only -29.18% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.27 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-58.33%
Beta
1.86
0.27
Upside Capture
-29.18%
Downside Capture
320.02%

Expense Ratio

GBTC has a high expense ratio of 1.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

GBTC ranks 2 for risk / return — in the bottom 2% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and compare them to S&P 500 Index.


GBTCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.85

Calmar ratioReturn relative to maximum drawdown

-0.80

Martin ratioReturn relative to average drawdown

-1.44

Dividends

Dividend History

Grayscale Bitcoin Trust ETF provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24

Dividend yield

0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Monthly Dividends

The table displays the monthly dividend distributions for Grayscale Bitcoin Trust ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00

Drawdowns

Drawdowns Chart

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Grayscale Bitcoin Trust ETF. 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 Grayscale Bitcoin Trust ETF was 89.91%, occurring on Dec 14, 2018. Recovery took 517 trading sessions.

The current Grayscale Bitcoin Trust ETF drawdown is 52.45%.


Related event

Drawdown

Fall

Recovery

Underwater

Rate-hike selloffLate 2018
-89.91%Dec 2018
12mo2y 23d
3y 18dDec 2017 - Jan 2021
Bear market2022
-86.24%Dec 2022
1y 10mo1y 2mo
3y 11dFeb 2021 - Mar 2024
2015 bear market2015
-57.96%Aug 2015
3mo 21d3mo 14d
7mo 5dMay 2015 - Dec 2015
2026 bear market2026
-52.45%Jun 2026
8mo 1d
8mo 2dOct 2025 - now
2017 bear market2017
-48.42%Sep 2017
13d1mo 20d
2mo 3dSep 2017 - Nov 2017

Drawdown Indicators


GBTCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-9.10%

-80.81%

Max Drawdown (1Y)

Largest decline over 1 year

-52.45%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-52.45%

-2.97%

-49.48%

Average Drawdown

Average peak-to-trough decline

-43.44%

-1.13%

-42.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.99%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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