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ETCG vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETCG vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Classic Trust (ETC) (ETCG) 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, ETCG achieves a -37.40% return, which is significantly lower than GBTC's -27.82% return.


ETCG

1D
-3.10%
1M
-11.55%
YTD
-37.40%
6M
-45.61%
1Y
-53.60%
3Y*
-8.79%
5Y*
-36.21%
10Y*

GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETCG vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ETCG
Grayscale Ethereum Classic Trust (ETC)
-37.40%-39.78%-9.57%289.22%-80.45%145.11%-10.70%7.52%-75.82%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-72.81%

Correlation

The correlation between ETCG and GBTC is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.65

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

0.62

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (All Time)
Calculated using the full available price history since May 11, 2018

0.61

The correlation between ETCG and GBTC has been stable across timeframes, ranging from 0.61 to 0.65 - a consistent structural relationship.

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Return for Risk

ETCG vs. GBTC — Risk / Return Rank

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

ETCG
ETCG Risk / Return Rank: 22
Overall Rank
ETCG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETCG Sortino Ratio Rank: 22
Sortino Ratio Rank
ETCG Omega Ratio Rank: 22
Omega Ratio Rank
ETCG Calmar Ratio Rank: 22
Calmar Ratio Rank
ETCG Martin Ratio Rank: 33
Martin Ratio Rank

GBTC
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.

ETCG vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Classic Trust (ETC) (ETCG) 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.


ETCGGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

-0.13

Omega ratioGain probability vs. loss probability

0.85

0.85

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.81

+0.01

Martin ratioReturn relative to average drawdown

-1.23

-1.40

+0.17

ETCG vs. GBTC - Sharpe Ratio Comparison

The current ETCG Sharpe Ratio is -0.87, which is comparable to the GBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of ETCG 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


ETCGGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.87

-0.93

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.39

0.16

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.65

-0.84

Drawdowns

ETCG vs. GBTC - Drawdown Comparison

The maximum ETCG drawdown since its inception was -96.59%, which is greater than GBTC's maximum drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ETCG and GBTC.


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Drawdown Indicators


ETCGGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-89.91%

-6.68%

Max Drawdown (1Y)

Largest decline over 1 year

-67.13%

-49.87%

-17.26%

Max Drawdown (3Y)

Largest decline over 3 years

-78.55%

-49.87%

-28.68%

Max Drawdown (5Y)

Largest decline over 5 years

-92.70%

-85.42%

-7.28%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-95.47%

-49.87%

-45.60%

Average Drawdown

Average peak-to-trough decline

-82.67%

-43.43%

-39.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.62%

28.81%

+14.81%

Volatility

ETCG vs. GBTC - Volatility Comparison

Grayscale Ethereum Classic Trust (ETC) (ETCG) has a higher volatility of 11.24% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.07%. This indicates that ETCG's price experiences larger fluctuations and is considered to be riskier 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


ETCGGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.24%

9.07%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

36.67%

33.86%

+2.81%

Volatility (1Y)

Calculated over the trailing 1-year period

62.10%

43.69%

+18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.02%

62.44%

+31.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

115.30%

82.20%

+33.10%

ETCG vs. GBTC - Expense Ratio Comparison

ETCG has a 2.50% expense ratio, which is higher than GBTC's 1.50% expense ratio.


Dividends

ETCG vs. GBTC - Dividend Comparison

Neither ETCG nor GBTC has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ETCG
Grayscale Ethereum Classic Trust (ETC)
0.00%0.00%0.00%0.00%0.00%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


ETCG and GBTC have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETCG has higher volatility (11.24%) compared to GBTC (9.07%). In terms of maximum drawdown, ETCG dropped -96.59% vs GBTC's -89.91%.

On 5-year performance, GBTC leads with 9.81% vs -36.21% for ETCG. On fees, GBTC is cheaper at 1.50% per year. On volatility, GBTC has been the lower-risk option at 9.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBTC has performed better with a 9.81% return vs -36.21%. 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 2.50% for ETCG.

ETCG and GBTC have nearly identical dividend yields, around 0.00%.

ETCG tracks Ethereum Classic (ETC), while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. Their fees differ too: 2.50% for ETCG and 1.50% for GBTC.

ETCG currently has the higher Sharpe Ratio (-0.87 vs -0.93), 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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