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CLSE vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CLSE vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Convergence Long/Short Equity ETF (CLSE) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CLSE achieves a 25.76% return, which is significantly higher than GBTC's -25.79% return.


CLSE

1D
0.35%
1M
9.28%
YTD
25.76%
6M
28.57%
1Y
50.91%
3Y*
32.39%
5Y*
10Y*

GBTC

1D
-2.74%
1M
-18.48%
YTD
-25.79%
6M
-30.25%
1Y
-39.46%
3Y*
52.23%
5Y*
10.42%
10Y*
50.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CLSE vs. GBTC - Yearly Performance Comparison


2026 (YTD)2025202420232022
CLSE
Convergence Long/Short Equity ETF
25.76%20.44%35.54%17.54%-3.04%
GBTC
Grayscale Bitcoin Trust ETF
-25.79%-7.65%113.81%317.61%-68.03%

Correlation

The correlation between CLSE and GBTC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 23, 2022

0.25

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Return for Risk

CLSE vs. GBTC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CLSE
CLSE Risk / Return Rank: 9595
Overall Rank
CLSE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CLSE Sortino Ratio Rank: 9595
Sortino Ratio Rank
CLSE Omega Ratio Rank: 9393
Omega Ratio Rank
CLSE Calmar Ratio Rank: 9797
Calmar Ratio Rank
CLSE Martin Ratio Rank: 9696
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 88
Overall Rank
GBTC Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 88
Sortino Ratio Rank
GBTC Omega Ratio Rank: 1010
Omega Ratio Rank
GBTC Calmar Ratio Rank: 1010
Calmar Ratio Rank
GBTC Martin Ratio Rank: 88
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.

CLSE vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Convergence Long/Short Equity ETF (CLSE) and Grayscale Bitcoin Trust ETF (GBTC). 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.


CLSEGBTCDifference
Sharpe ratioReturn per unit of total volatility

+4.75

Sortino ratioReturn per unit of downside risk

+6.47

Omega ratioGain probability vs. loss probability

1.67

0.86

+0.82

Calmar ratioReturn relative to maximum drawdown

10.55

-0.80

+11.35

Martin ratioReturn relative to average drawdown

39.58

-1.38

+40.95

CLSE vs. GBTC - Sharpe Ratio Comparison

The current CLSE Sharpe Ratio is 3.84, which is higher than the GBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of CLSE and GBTC, 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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Sharpe Ratios by Period


CLSEGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.84

-0.91

+4.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.66

+0.93

Drawdowns

CLSE vs. GBTC - Drawdown Comparison

The maximum CLSE drawdown since its inception was -16.45%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for CLSE and GBTC.


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Drawdown Indicators


CLSEGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-16.45%

-89.91%

+73.46%

Max Drawdown (1Y)

Largest decline over 1 year

-4.85%

-49.55%

+44.70%

Max Drawdown (3Y)

Largest decline over 3 years

-16.45%

-49.55%

+33.10%

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

0.00%

-48.46%

+48.46%

Average Drawdown

Average peak-to-trough decline

-3.59%

-43.43%

+39.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.29%

28.63%

-27.34%

Volatility

CLSE vs. GBTC - Volatility Comparison

The current volatility for Convergence Long/Short Equity ETF (CLSE) is 4.31%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 9.43%. This indicates that CLSE experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CLSEGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

9.43%

-5.12%

Volatility (6M)

Calculated over the trailing 6-month period

10.21%

34.39%

-24.18%

Volatility (1Y)

Calculated over the trailing 1-year period

13.32%

43.66%

-30.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

62.45%

-48.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

82.21%

-68.33%

CLSE vs. GBTC - Expense Ratio Comparison

CLSE has a 1.56% expense ratio, which is higher than GBTC's 1.50% expense ratio.


Dividends

CLSE vs. GBTC - Dividend Comparison

CLSE's dividend yield for the trailing twelve months is around 0.76%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CLSE
Convergence Long/Short Equity ETF
0.76%0.95%0.93%1.21%0.85%0.00%0.00%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Frequently Asked Questions


CLSE and GBTC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (9.43%) compared to CLSE (4.31%). In terms of maximum drawdown, CLSE dropped -16.45% vs GBTC's -89.91%.

On 3-year performance, GBTC leads with 52.23% vs 32.39% for CLSE. On fees, GBTC is cheaper at 1.50% per year. On volatility, CLSE has been the lower-risk option at 4.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GBTC has performed better with a 52.23% return vs 32.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBTC is cheaper with a 1.50% expense ratio, compared with 1.56% for CLSE.

CLSE has the higher dividend yield at 0.76%, compared with 0.00% for GBTC.

CLSE is categorized as Long-Short, while GBTC is Cryptocurrency. They also come from different issuers: Convergence Investment Partners and Grayscale. Their fees differ too: 1.56% for CLSE and 1.50% for GBTC.

CLSE currently has the higher Sharpe Ratio (3.84 vs -0.91), 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.

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