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GBTC vs. BITW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and Bitwise 10 Crypto Index ETF (BITW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GBTC achieves a -32.86% return, which is significantly higher than BITW's -35.89% return.


GBTC

1D
-1.10%
1M
-22.12%
YTD
-32.86%
6M
-32.70%
1Y
-45.93%
3Y*
36.17%
5Y*
10.64%
10Y*
44.37%

BITW

1D
-1.13%
1M
-22.28%
YTD
-35.89%
6M
-35.92%
1Y
-42.92%
3Y*
50.82%
5Y*
1.48%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. BITW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBTC
Grayscale Bitcoin Trust ETF
-32.86%-7.65%113.81%317.61%-75.80%7.03%162.30%
BITW
Bitwise 10 Crypto Index ETF
-35.89%-2.63%160.69%331.10%-85.92%-36.83%403.25%

Correlation

The correlation between GBTC and BITW is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.72

Over the past year, GBTC and BITW have become more correlated (0.97) than their long-term average of 0.72, meaning their price movements have been converging.

Fundamentals

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Return for Risk

GBTC vs. BITW — Risk / Return Rank

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

GBTC
GBTC Risk / Return Rank: 11
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 11
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

BITW
BITW Risk / Return Rank: 33
Overall Rank
BITW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 33
Sortino Ratio Rank
BITW Omega Ratio Rank: 33
Omega Ratio Rank
BITW Calmar Ratio Rank: 33
Calmar Ratio Rank
BITW 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.

GBTC vs. BITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and Bitwise 10 Crypto Index ETF (BITW). 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.


GBTCBITWDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

0.83

0.86

-0.04

Calmar ratioReturn relative to maximum drawdown

-0.86

-0.76

-0.10

Martin ratioReturn relative to average drawdown

-1.48

-1.30

-0.17

GBTC vs. BITW - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -1.04, which is comparable to the BITW Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of GBTC and BITW, 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

GBTC vs. BITW - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for GBTC and BITW.


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Drawdown Indicators


GBTCBITWDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-96.46%

+6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-53.37%

-56.34%

+2.97%

Max Drawdown (3Y)

Largest decline over 3 years

-53.37%

-56.34%

+2.97%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-91.93%

+6.51%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-53.37%

-72.90%

+19.53%

Average Drawdown

Average peak-to-trough decline

-43.45%

-69.56%

+26.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.15%

32.94%

-1.79%

Volatility

GBTC vs. BITW - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 13.27%, while Bitwise 10 Crypto Index ETF (BITW) has a volatility of 14.31%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky than BITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBTCBITWDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.27%

14.31%

-1.04%

Volatility (6M)

Calculated over the trailing 6-month period

34.52%

37.21%

-2.69%

Volatility (1Y)

Calculated over the trailing 1-year period

44.31%

49.84%

-5.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.02%

65.56%

-3.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.44%

108.29%

-26.85%

GBTC vs. BITW - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than BITW's 0.75% expense ratio.


Dividends

GBTC vs. BITW - Dividend Comparison

Neither GBTC nor BITW has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
BITW
Bitwise 10 Crypto Index ETF
0.00%0.00%0.00%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


With a correlation of 0.97, GBTC and BITW move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BITW has higher volatility (14.31%) compared to GBTC (13.27%). In terms of maximum drawdown, GBTC dropped -89.91% vs BITW's -96.46%.

On 5-year performance, GBTC leads with 10.64% vs 1.48% for BITW. On fees, BITW is cheaper at 0.75% per year. On volatility, GBTC has been the lower-risk option at 13.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBTC has performed better with a 10.64% return vs 1.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BITW is cheaper with a 0.75% expense ratio, compared with 1.50% for GBTC.

GBTC and BITW have nearly identical dividend yields, around 0.00%.

GBTC tracks CoinDesk Bitcoin Benchmark Rate Index, while BITW tracks Bitwise 10 Large Cap Crypto Index. They also come from different issuers: Grayscale and Bitwise. Their fees differ too: 1.50% for GBTC and 0.75% for BITW.

BITW currently has the higher Sharpe Ratio (-0.87 vs -1.04), 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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