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ETCG vs. GDLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETCG vs. GDLC - Performance Comparison

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

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ETCG vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETCG
Grayscale Ethereum Classic Trust (ETC)
-34.44%-39.78%-9.57%289.22%-80.45%145.11%-10.70%-21.02%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-25.68%0.45%136.98%353.26%-84.21%27.43%233.86%-5.00%

Returns By Period

In the year-to-date period, ETCG achieves a -34.44% return, which is significantly lower than GDLC's -25.68% return.


ETCG

1D
-3.58%
1M
-6.75%
YTD
-34.44%
6M
-55.34%
1Y
-42.54%
3Y*
-14.57%
5Y*
-19.64%
10Y*

GDLC

1D
-2.29%
1M
-1.41%
YTD
-25.68%
6M
-48.42%
1Y
-14.95%
3Y*
66.36%
5Y*
-3.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETCG vs. GDLC - Expense Ratio Comparison

ETCG has a 2.50% expense ratio, which is higher than GDLC's 0.59% expense ratio.


Return for Risk

ETCG vs. GDLC — 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: 33
Sharpe Ratio Rank
ETCG Sortino Ratio Rank: 33
Sortino Ratio Rank
ETCG Omega Ratio Rank: 33
Omega Ratio Rank
ETCG Calmar Ratio Rank: 22
Calmar Ratio Rank
ETCG Martin Ratio Rank: 22
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 88
Overall Rank
GDLC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 88
Sortino Ratio Rank
GDLC Omega Ratio Rank: 88
Omega Ratio Rank
GDLC Calmar Ratio Rank: 88
Calmar Ratio Rank
GDLC 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.

ETCG vs. GDLC - Risk-Adjusted Trends Comparison

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


ETCGGDLCDifference

Sharpe ratio

Return per unit of total volatility

-0.63

-0.30

-0.33

Sortino ratio

Return per unit of downside risk

-0.77

-0.10

-0.67

Omega ratio

Gain probability vs. loss probability

0.92

0.99

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.66

-0.25

-0.41

Martin ratio

Return relative to average drawdown

-1.24

-0.53

-0.71

ETCG vs. GDLC - Sharpe Ratio Comparison

The current ETCG Sharpe Ratio is -0.63, which is lower than the GDLC Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ETCG and GDLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETCGGDLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

-0.30

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

-0.05

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.18

0.31

-0.49

Correlation

The correlation between ETCG and GDLC is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

ETCG vs. GDLC - Dividend Comparison

Neither ETCG nor GDLC has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETCG vs. GDLC - Drawdown Comparison

The maximum ETCG drawdown since its inception was -96.59%, roughly equal to the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for ETCG and GDLC.


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Drawdown Indicators


ETCGGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-94.14%

-2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-65.57%

-52.91%

-12.66%

Max Drawdown (5Y)

Largest decline over 5 years

-96.59%

-94.14%

-2.45%

Current Drawdown

Current decline from peak

-95.26%

-52.19%

-43.07%

Average Drawdown

Average peak-to-trough decline

-82.40%

-52.89%

-29.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.94%

25.25%

+9.69%

Volatility

ETCG vs. GDLC - Volatility Comparison

Grayscale Ethereum Classic Trust (ETC) (ETCG) has a higher volatility of 13.83% compared to Grayscale CoinDesk Crypto 5 ETF (GDLC) at 11.66%. This indicates that ETCG's price experiences larger fluctuations and is considered to be riskier 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


ETCGGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.83%

11.66%

+2.17%

Volatility (6M)

Calculated over the trailing 6-month period

44.59%

40.34%

+4.25%

Volatility (1Y)

Calculated over the trailing 1-year period

67.55%

50.44%

+17.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

105.29%

77.83%

+27.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

116.40%

94.97%

+21.43%