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CEF vs. GDLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CEF vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sprott Physical Gold and Silver Trust (CEF) and Grayscale CoinDesk Crypto 5 ETF (GDLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CEF achieves a -12.40% return, which is significantly higher than GDLC's -30.16% return.


CEF

1D
0.27%
1M
-2.93%
6M
-16.42%
YTD
-12.40%
1Y
30.81%
3Y*
30.03%
5Y*
16.52%
10Y*
10.97%
ALL TIME*
5.77%

GDLC

1D
1.26%
1M
4.19%
6M
-19.67%
YTD
-30.16%
1Y
-42.29%
3Y*
49.03%
5Y*
-3.08%
10Y*
ALL TIME*
20.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$23.04M$23.77M$29.26M
$1.36M$1.40M$1.44M

CEF vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CEF
Sprott Physical Gold and Silver Trust
-12.40%92.76%24.07%6.80%1.07%-8.32%31.99%4.19%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-30.16%0.45%136.98%353.26%-84.21%27.43%233.86%-29.63%

Correlation

The correlation between CEF and GDLC is 0.28, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.28

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2019

0.21

The correlation between CEF and GDLC shifts across timeframes, from 0.18 (3 years) to 0.28 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CEF vs. GDLC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CEF
CEF Risk / Return Rank: 1818
Overall Rank
CEF Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 1818
Sortino Ratio Rank
CEF Omega Ratio Rank: 2424
Omega Ratio Rank
CEF Calmar Ratio Rank: 1717
Calmar Ratio Rank
CEF Martin Ratio Rank: 1313
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 33
Overall Rank
GDLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 33
Sortino Ratio Rank
GDLC Omega Ratio Rank: 33
Omega Ratio Rank
GDLC Calmar Ratio Rank: 33
Calmar Ratio Rank
GDLC Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CEF vs. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sprott Physical Gold and Silver Trust (CEF) and Grayscale CoinDesk Crypto 5 ETF (GDLC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CEFGDLCDifference
Sharpe ratioReturn per unit of total volatility

+1.64

Sortino ratioReturn per unit of downside risk

+2.35

Omega ratioGain probability vs. loss probability

1.17

0.87

+0.30

Calmar ratioReturn relative to maximum drawdown

0.91

-0.74

+1.65

Martin ratioReturn relative to average drawdown

1.92

-1.12

+3.04

CEF vs. GDLC - Sharpe Ratio Comparison

The current CEF Sharpe Ratio is 0.77, which is higher than the GDLC Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of CEF and GDLC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CEF vs. GDLC - Drawdown Comparison

The maximum CEF drawdown since its inception was -62.29%, smaller than the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for CEF and GDLC.


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Drawdown Indicators


CEFGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-62.29%

-94.14%

+31.85%

Max Drawdown (1Y)

Largest decline over 1 year

-34.12%

-57.18%

+23.06%

Max Drawdown (3Y)

Largest decline over 3 years

-34.12%

-57.18%

+23.06%

Max Drawdown (5Y)

Largest decline over 5 years

-34.12%

-94.14%

+60.02%

Max Drawdown (10Y)

Largest decline over 10 years

-34.12%

Current Drawdown

Current decline from peak

-32.24%

-55.07%

+22.83%

Average Drawdown

Average peak-to-trough decline

-27.35%

-52.83%

+25.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.07%

37.88%

-21.81%

Volatility

CEF vs. GDLC - Volatility Comparison

The current volatility for Sprott Physical Gold and Silver Trust (CEF) is 8.21%, while Grayscale CoinDesk Crypto 5 ETF (GDLC) has a volatility of 9.27%. This indicates that CEF experiences smaller price fluctuations and is considered to be less risky than GDLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEFGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

9.27%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

30.51%

35.61%

-5.10%

Volatility (1Y)

Calculated over the trailing 1-year period

40.18%

49.03%

-8.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.96%

71.69%

-46.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.06%

93.49%

-71.43%

CEF vs. GDLC - Expense Ratio Comparison

CEF has a 0.48% expense ratio, which is lower than GDLC's 0.59% expense ratio.


Dividends

CEF vs. GDLC - Dividend Comparison

Neither CEF nor GDLC has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%
GDLC
Grayscale CoinDesk Crypto 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CEF and GDLC have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDLC has higher volatility (9.27%) compared to CEF (8.21%). In terms of maximum drawdown, CEF dropped -62.29% vs GDLC's -94.14%.

CEF currently has the higher Sharpe Ratio (0.77 vs -0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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