PortfoliosLab logoPortfoliosLab logo
ETHE vs. GDLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHE vs. GDLC - Performance Comparison

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

Loading graphics...

ETHE vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ETHE
Grayscale Ethereum Trust ETF
-29.54%-13.03%44.14%308.40%-85.29%108.77%441.75%-16.94%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-24.52%0.45%136.98%353.26%-84.21%27.43%233.86%-5.00%

Returns By Period

In the year-to-date period, ETHE achieves a -29.54% return, which is significantly lower than GDLC's -24.52% return.


ETHE

1D
3.83%
1M
8.93%
YTD
-29.54%
6M
-49.90%
1Y
12.82%
3Y*
26.07%
5Y*
-1.84%
10Y*

GDLC

1D
2.20%
1M
3.93%
YTD
-24.52%
6M
-44.20%
1Y
-10.19%
3Y*
65.34%
5Y*
-3.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ETHE vs. GDLC - Expense Ratio Comparison

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


Return for Risk

ETHE vs. GDLC — Risk / Return Rank

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

ETHE
ETHE Risk / Return Rank: 2020
Overall Rank
ETHE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETHE Omega Ratio Rank: 2525
Omega Ratio Rank
ETHE Calmar Ratio Rank: 1616
Calmar Ratio Rank
ETHE Martin Ratio Rank: 1515
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 1010
Overall Rank
GDLC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 1111
Sortino Ratio Rank
GDLC Omega Ratio Rank: 1111
Omega Ratio Rank
GDLC Calmar Ratio Rank: 99
Calmar Ratio Rank
GDLC Martin Ratio Rank: 99
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.

ETHE vs. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Trust ETF (ETHE) 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.


ETHEGDLCDifference

Sharpe ratio

Return per unit of total volatility

0.17

-0.20

+0.37

Sortino ratio

Return per unit of downside risk

0.81

0.06

+0.76

Omega ratio

Gain probability vs. loss probability

1.09

1.01

+0.09

Calmar ratio

Return relative to maximum drawdown

0.16

-0.19

+0.36

Martin ratio

Return relative to average drawdown

0.33

-0.41

+0.74

ETHE vs. GDLC - Sharpe Ratio Comparison

The current ETHE Sharpe Ratio is 0.17, which is higher than the GDLC Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ETHE 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.


Loading graphics...

Sharpe Ratios by Period


ETHEGDLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.20

+0.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

-0.04

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.31

-0.24

Correlation

The correlation between ETHE and GDLC is 0.67, 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

ETHE vs. GDLC - Dividend Comparison

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


Drawdowns

ETHE vs. GDLC - Drawdown Comparison

The maximum ETHE drawdown since its inception was -96.26%, roughly equal to the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for ETHE and GDLC.


Loading graphics...

Drawdown Indicators


ETHEGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-94.14%

-2.12%

Max Drawdown (1Y)

Largest decline over 1 year

-61.89%

-52.91%

-8.98%

Max Drawdown (5Y)

Largest decline over 5 years

-89.85%

-94.14%

+4.29%

Current Drawdown

Current decline from peak

-73.36%

-51.45%

-21.91%

Average Drawdown

Average peak-to-trough decline

-72.24%

-52.90%

-19.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.61%

24.86%

+5.75%

Volatility

ETHE vs. GDLC - Volatility Comparison

Grayscale Ethereum Trust ETF (ETHE) has a higher volatility of 19.27% compared to Grayscale CoinDesk Crypto 5 ETF (GDLC) at 13.67%. This indicates that ETHE'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.


Loading graphics...

Volatility by Period


ETHEGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.27%

13.67%

+5.60%

Volatility (6M)

Calculated over the trailing 6-month period

53.51%

40.43%

+13.08%

Volatility (1Y)

Calculated over the trailing 1-year period

75.70%

50.42%

+25.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.14%

77.87%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

194.18%

95.02%

+99.16%