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GBAT vs. GDLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBAT vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Basic Attention Token Trust (GBAT) and Grayscale CoinDesk Crypto 5 ETF (GDLC). 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 -65.41% return, which is significantly lower than GDLC's -29.02% return.


GBAT

1D
7.23%
1M
-2.34%
6M
-63.33%
YTD
-65.41%
1Y
-60.71%
3Y*
-34.97%
5Y*
10Y*
ALL TIME*
-38.02%

GDLC

1D
1.52%
1M
4.03%
6M
-35.44%
YTD
-29.02%
1Y
-44.79%
3Y*
47.07%
5Y*
5.07%
10Y*
ALL TIME*
21.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBAT vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022
GBAT
Grayscale Basic Attention Token Trust
-65.41%-77.32%-26.98%1,029.41%-78.75%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-29.02%0.45%136.98%353.26%-63.56%

Correlation

The correlation between GBAT and GDLC is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.35

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

0.32

Correlation (All Time)
Calculated using the full available price history since May 27, 2022

0.28

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Return for Risk

GBAT vs. GDLC — Risk / Return Rank

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

GBAT
GBAT Risk / Return Rank: 66
Overall Rank
GBAT Sharpe Ratio Rank: 66
Sharpe Ratio Rank
GBAT Sortino Ratio Rank: 88
Sortino Ratio Rank
GBAT Omega Ratio Rank: 88
Omega Ratio Rank
GBAT Calmar Ratio Rank: 33
Calmar Ratio Rank
GBAT Martin Ratio Rank: 33
Martin Ratio Rank

GDLC
GDLC Risk / Return Rank: 33
Overall Rank
GDLC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 33
Sortino Ratio Rank
GDLC Omega Ratio Rank: 33
Omega Ratio Rank
GDLC Calmar Ratio Rank: 33
Calmar Ratio Rank
GDLC Martin Ratio Rank: 33
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. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Basic Attention Token Trust (GBAT) 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.

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.


GBATGDLCDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+1.20

Omega ratioGain probability vs. loss probability

0.99

0.85

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.78

-0.79

+0.01

Martin ratioReturn relative to average drawdown

-1.21

-1.23

+0.03

GBAT vs. GDLC - Sharpe Ratio Comparison

The current GBAT Sharpe Ratio is -0.46, which is higher than the GDLC Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of GBAT and GDLC, 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. GDLC - Drawdown Comparison

The maximum GBAT drawdown since its inception was -98.13%, roughly equal to the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for GBAT and GDLC.


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Drawdown Indicators


GBATGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-98.13%

-94.14%

-3.99%

Max Drawdown (1Y)

Largest decline over 1 year

-78.53%

-57.18%

-21.35%

Max Drawdown (3Y)

Largest decline over 3 years

-98.13%

-57.18%

-40.95%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

Current Drawdown

Current decline from peak

-97.82%

-54.34%

-43.48%

Average Drawdown

Average peak-to-trough decline

-69.43%

-52.82%

-16.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.37%

36.40%

+13.97%

Volatility

GBAT vs. GDLC - Volatility Comparison

Grayscale Basic Attention Token Trust (GBAT) has a higher volatility of 33.32% compared to Grayscale CoinDesk Crypto 5 ETF (GDLC) at 10.81%. This indicates that GBAT'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


GBATGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

33.32%

10.81%

+22.51%

Volatility (6M)

Calculated over the trailing 6-month period

76.92%

36.58%

+40.34%

Volatility (1Y)

Calculated over the trailing 1-year period

132.70%

49.08%

+83.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.91%

72.99%

+95.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.91%

93.75%

+75.16%

Dividends

GBAT vs. GDLC - Dividend Comparison

Neither GBAT nor GDLC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GBAT and GDLC have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBAT has higher volatility (33.32%) compared to GDLC (10.81%). In terms of maximum drawdown, GBAT dropped -98.13% vs GDLC's -94.14%.

On 3-year performance, GDLC leads with 47.07% vs -34.97% for GBAT. On volatility, GDLC has been the lower-risk option at 10.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, GDLC has performed better with a 47.07% return vs -34.97%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GBAT and GDLC have nearly identical dividend yields, around 0.00%.

GBAT currently has the higher Sharpe Ratio (-0.46 vs -0.92), 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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