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GBTC vs. GDXU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. GDXU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). 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 -28.72% return, which is significantly higher than GDXU's -69.22% return.


GBTC

1D
-2.85%
1M
4.80%
6M
-25.46%
YTD
-28.72%
1Y
-46.91%
3Y*
36.79%
5Y*
7.01%
10Y*
50.99%
ALL TIME*
54.49%

GDXU

1D
-10.43%
1M
-11.49%
6M
-73.59%
YTD
-69.22%
1Y
12.97%
3Y*
27.81%
5Y*
-14.38%
10Y*
ALL TIME*
-18.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.53M$74.63M$101.29M
$99.61M$115.40M$172.82M

GBTC vs. GDXU - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GBTC
Grayscale Bitcoin Trust ETF
-28.72%-7.65%113.81%317.61%-75.80%7.03%36.81%
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-69.22%796.47%-18.60%-21.36%-62.82%-54.93%4.32%

Correlation

The correlation between GBTC and GDXU is 0.32, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.32

Correlation (3Y)
Balances recent behavior with more history.

0.18

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.20

The correlation between GBTC and GDXU shifts across timeframes, from 0.18 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GBTC vs. GDXU — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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: 11
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 11
Martin Ratio Rank

GDXU
GDXU Risk / Return Rank: 2020
Overall Rank
GDXU Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDXU Omega Ratio Rank: 3333
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1313
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GBTC vs. GDXU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU). 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.


GBTCGDXUDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-2.79

Omega ratioGain probability vs. loss probability

0.82

1.15

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.88

0.15

-1.02

Martin ratioReturn relative to average drawdown

-1.34

0.27

-1.61

GBTC vs. GDXU - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -1.06, which is lower than the GDXU Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of GBTC and GDXU, 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. GDXU - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, roughly equal to the maximum GDXU drawdown of -94.39%. Use the drawdown chart below to compare losses from any high point for GBTC and GDXU.


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Drawdown Indicators


GBTCGDXUDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-94.39%

+4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-53.75%

-87.14%

+33.39%

Max Drawdown (3Y)

Largest decline over 3 years

-53.75%

-87.14%

+33.39%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-91.30%

+5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-50.49%

-85.71%

+35.22%

Average Drawdown

Average peak-to-trough decline

-43.51%

-70.08%

+26.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.92%

48.64%

-13.72%

Volatility

GBTC vs. GDXU - Volatility Comparison

The current volatility for Grayscale Bitcoin Trust ETF (GBTC) is 9.06%, while MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a volatility of 38.79%. This indicates that GBTC experiences smaller price fluctuations and is considered to be less risky than GDXU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBTCGDXUDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

38.79%

-29.73%

Volatility (6M)

Calculated over the trailing 6-month period

33.68%

125.93%

-92.25%

Volatility (1Y)

Calculated over the trailing 1-year period

44.36%

147.32%

-102.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.60%

113.44%

-52.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.27%

111.56%

-30.29%

GBTC vs. GDXU - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than GDXU's 0.95% expense ratio.


Dividends

GBTC vs. GDXU - Dividend Comparison

Neither GBTC nor GDXU has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GBTC and GDXU have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (38.79%) compared to GBTC (9.06%). In terms of maximum drawdown, GBTC dropped -89.91% vs GDXU's -94.39%.

On 5-year performance, GBTC leads with 7.01% vs -14.38% for GDXU. On fees, GDXU is cheaper at 0.95% per year. On volatility, GBTC has been the lower-risk option at 9.06%. 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 7.01% return vs -14.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

GBTC is categorized as Cryptocurrency, while GDXU is Leveraged Equities. GBTC tracks CoinDesk Bitcoin Benchmark Rate Index, while GDXU tracks S-Network MicroSectors Gold Miners Index. They also come from different issuers: Grayscale and BMO. Their fees differ too: 1.50% for GBTC and 0.95% for GDXU.

GDXU currently has the higher Sharpe Ratio (0.09 vs -1.06), 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 GBTC and GDXU

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