PortfoliosLab logoPortfoliosLab logo
ETU vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETU vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T-Rex 2X Long Ether Daily Target ETF (ETU) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ETU achieves a -78.52% return, which is significantly lower than GBTC's -31.54% return.


ETU

1D
-23.27%
1M
-57.18%
YTD
-78.52%
6M
-80.03%
1Y
-79.66%
3Y*
5Y*
10Y*

GBTC

1D
-5.15%
1M
-26.07%
YTD
-31.54%
6M
-33.05%
1Y
-41.68%
3Y*
47.89%
5Y*
8.66%
10Y*
48.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETU vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024
ETU
T-Rex 2X Long Ether Daily Target ETF
-78.52%-62.44%50.47%
GBTC
Grayscale Bitcoin Trust ETF
-31.54%-7.65%36.27%

Correlation

The correlation between ETU and GBTC is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.87

Correlation (All Time)
Calculated using the full available price history since Oct 25, 2024

0.81

The correlation between ETU and GBTC has been stable across timeframes, ranging from 0.81 to 0.87 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

ETU vs. GBTC — Risk / Return Rank

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

ETU
ETU Risk / Return Rank: 44
Overall Rank
ETU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETU Sortino Ratio Rank: 55
Sortino Ratio Rank
ETU Omega Ratio Rank: 55
Omega Ratio Rank
ETU Calmar Ratio Rank: 22
Calmar Ratio Rank
ETU 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: 11
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.

ETU vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Long Ether Daily Target ETF (ETU) 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.


ETUGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.71

Omega ratioGain probability vs. loss probability

0.93

0.85

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.85

-0.80

-0.06

Martin ratioReturn relative to average drawdown

-1.27

-1.44

+0.17

ETU vs. GBTC - Sharpe Ratio Comparison

The current ETU Sharpe Ratio is -0.58, which is higher than the GBTC Sharpe Ratio of -0.95. The chart below compares the historical Sharpe Ratios of ETU 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.


Loading charts...

Sharpe Ratios by Period


ETUGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.58

-0.95

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.50

0.64

-1.14

Drawdowns

ETU vs. GBTC - Drawdown Comparison

The maximum ETU drawdown since its inception was -94.77%, which is greater than GBTC's maximum drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ETU and GBTC.


Loading charts...

Drawdown Indicators


ETUGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-94.77%

-89.91%

-4.86%

Max Drawdown (1Y)

Largest decline over 1 year

-93.62%

-52.45%

-41.17%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

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

-94.77%

-52.45%

-42.32%

Average Drawdown

Average peak-to-trough decline

-62.55%

-43.44%

-19.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

62.61%

28.99%

+33.62%

Volatility

ETU vs. GBTC - Volatility Comparison

T-Rex 2X Long Ether Daily Target ETF (ETU) has a higher volatility of 30.99% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.88%. This indicates that ETU'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.


Loading charts...

Volatility by Period


ETUGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.99%

9.88%

+21.11%

Volatility (6M)

Calculated over the trailing 6-month period

94.06%

34.14%

+59.92%

Volatility (1Y)

Calculated over the trailing 1-year period

138.26%

43.96%

+94.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

146.75%

62.45%

+84.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

146.75%

82.20%

+64.55%

ETU vs. GBTC - Expense Ratio Comparison

ETU has a 0.95% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

ETU vs. GBTC - Dividend Comparison

ETU's dividend yield for the trailing twelve months is around 0.01%, while GBTC has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ETU
T-Rex 2X Long Ether Daily Target ETF
0.01%0.00%0.05%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


ETU and GBTC have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETU has higher volatility (30.99%) compared to GBTC (9.88%). In terms of maximum drawdown, ETU dropped -94.77% vs GBTC's -89.91%.

On 1-year performance, GBTC leads with -41.68% vs -79.66% for ETU. On fees, ETU is cheaper at 0.95% per year. On volatility, GBTC has been the lower-risk option at 9.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GBTC has performed better with a -41.68% return vs -79.66%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ETU is cheaper with a 0.95% expense ratio, compared with 1.50% for GBTC.

ETU has the higher dividend yield at 0.01%, compared with 0.00% for GBTC.

ETU is categorized as Leveraged Cryptocurrency, while GBTC is Cryptocurrency. They also come from different issuers: REX Shares and Grayscale. Their fees differ too: 0.95% for ETU and 1.50% for GBTC.

ETU currently has the higher Sharpe Ratio (-0.58 vs -0.95), 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

Find the right allocation for ETU and GBTC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer