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GBAT vs. BTRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBAT vs. BTRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Basic Attention Token Trust (GBAT) and Global X Bitcoin Trend Strategy ETF (BTRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBAT achieves a -63.16% return, which is significantly lower than BTRN's -10.63% return.


GBAT

1D
2.77%
1M
-27.03%
YTD
-63.16%
6M
-63.28%
1Y
-49.06%
3Y*
-32.44%
5Y*
10Y*

BTRN

1D
-0.03%
1M
-7.03%
YTD
-10.63%
6M
-10.63%
1Y
-18.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBAT vs. BTRN - Yearly Performance Comparison


2026 (YTD)20252024
GBAT
Grayscale Basic Attention Token Trust
-63.16%-77.32%-64.95%
BTRN
Global X Bitcoin Trend Strategy ETF
-10.63%4.89%3.25%

Correlation

The correlation between GBAT and BTRN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.21

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Return for Risk

GBAT vs. BTRN — Risk / Return Rank

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

GBAT
GBAT Risk / Return Rank: 77
Overall Rank
GBAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GBAT Sortino Ratio Rank: 99
Sortino Ratio Rank
GBAT Omega Ratio Rank: 99
Omega Ratio Rank
GBAT Calmar Ratio Rank: 44
Calmar Ratio Rank
GBAT Martin Ratio Rank: 55
Martin Ratio Rank

BTRN
BTRN Risk / Return Rank: 33
Overall Rank
BTRN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTRN Sortino Ratio Rank: 22
Sortino Ratio Rank
BTRN Omega Ratio Rank: 11
Omega Ratio Rank
BTRN Calmar Ratio Rank: 33
Calmar Ratio Rank
BTRN Martin Ratio Rank: 44
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.

GBAT vs. BTRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Basic Attention Token Trust (GBAT) and Global X Bitcoin Trend Strategy ETF (BTRN). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GBATBTRNDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.55

Omega ratioGain probability vs. loss probability

1.02

0.81

+0.21

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.71

+0.09

Martin ratioReturn relative to average drawdown

-1.04

-1.17

+0.13

GBAT vs. BTRN - Sharpe Ratio Comparison

The current GBAT Sharpe Ratio is -0.37, which is higher than the BTRN Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of GBAT and BTRN, 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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Drawdowns

GBAT vs. BTRN - Drawdown Comparison

The maximum GBAT drawdown since its inception was -98.13%, which is greater than BTRN's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for GBAT and BTRN.


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Drawdown Indicators


GBATBTRNDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-36.97%

-61.16%

Max Drawdown (1Y)

Largest decline over 1 year

-78.53%

-26.45%

-52.08%

Max Drawdown (3Y)

Largest decline over 3 years

-98.13%

Current Drawdown

Current decline from peak

-97.68%

-26.40%

-71.28%

Average Drawdown

Average peak-to-trough decline

-69.04%

-14.72%

-54.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

47.29%

16.08%

+31.21%

Volatility

GBAT vs. BTRN - Volatility Comparison

Grayscale Basic Attention Token Trust (GBAT) has a higher volatility of 31.49% compared to Global X Bitcoin Trend Strategy ETF (BTRN) at 3.65%. This indicates that GBAT's price experiences larger fluctuations and is considered to be riskier than BTRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBATBTRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

31.49%

3.65%

+27.84%

Volatility (6M)

Calculated over the trailing 6-month period

72.98%

10.21%

+62.77%

Volatility (1Y)

Calculated over the trailing 1-year period

132.10%

18.50%

+113.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

169.39%

30.51%

+138.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

169.39%

30.51%

+138.88%

Dividends

GBAT vs. BTRN - Dividend Comparison

GBAT has not paid dividends to shareholders, while BTRN's dividend yield for the trailing twelve months is around 31.41%.


PositionTTM20252024
BTRN
Global X Bitcoin Trend Strategy ETF
31.41%27.76%2.56%
GBAT
Grayscale Basic Attention Token Trust
0.00%0.00%0.00%

Frequently Asked Questions


GBAT and BTRN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBAT has higher volatility (31.49%) compared to BTRN (3.65%). In terms of maximum drawdown, GBAT dropped -98.13% vs BTRN's -36.97%.

On 1-year performance, BTRN leads with -18.78% vs -49.06% for GBAT. On volatility, BTRN has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTRN has performed better with a -18.78% return vs -49.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTRN has the higher dividend yield at 31.41%, compared with 0.00% for GBAT.

They also come from different issuers: Grayscale and Global X.

GBAT currently has the higher Sharpe Ratio (-0.37 vs -1.02), 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 GBAT and BTRN

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