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GBTC vs. GSIB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. GSIB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and Themes Global Systemically Important Banks ETF (GSIB). 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 lower than GSIB's 22.66% 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%

GSIB

1D
-0.11%
1M
7.17%
6M
18.14%
YTD
22.66%
1Y
46.76%
3Y*
5Y*
10Y*
ALL TIME*
45.58%
*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
$2.37M$1.31M$753.15K

GBTC vs. GSIB - Yearly Performance Comparison


2026 (YTD)202520242023
GBTC
Grayscale Bitcoin Trust ETF
-28.72%-7.65%113.81%-0.80%
GSIB
Themes Global Systemically Important Banks ETF
22.66%61.67%32.86%1.75%

Correlation

The correlation between GBTC and GSIB is 0.34, which is low. Their historical price movements had little consistent relationship.


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

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2023

0.30

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Return for Risk

GBTC vs. GSIB — 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

GSIB
GSIB Risk / Return Rank: 9090
Overall Rank
GSIB Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GSIB Sortino Ratio Rank: 9393
Sortino Ratio Rank
GSIB Omega Ratio Rank: 9191
Omega Ratio Rank
GSIB Calmar Ratio Rank: 8787
Calmar Ratio Rank
GSIB Martin Ratio Rank: 8585
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. GSIB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and Themes Global Systemically Important Banks ETF (GSIB). 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.


GBTCGSIBDifference
Sharpe ratioReturn per unit of total volatility

-3.69

Sortino ratioReturn per unit of downside risk

-5.27

Omega ratioGain probability vs. loss probability

0.82

1.43

-0.61

Calmar ratioReturn relative to maximum drawdown

-0.88

3.38

-4.26

Martin ratioReturn relative to average drawdown

-1.34

11.87

-13.22

GBTC vs. GSIB - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -1.06, which is lower than the GSIB Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of GBTC and GSIB, 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. GSIB - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, which is greater than GSIB's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for GBTC and GSIB.


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Drawdown Indicators


GBTCGSIBDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-17.71%

-72.20%

Max Drawdown (1Y)

Largest decline over 1 year

-53.75%

-13.90%

-39.85%

Max Drawdown (3Y)

Largest decline over 3 years

-53.75%

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

-50.49%

-0.11%

-50.38%

Average Drawdown

Average peak-to-trough decline

-43.51%

-1.99%

-41.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.92%

3.95%

+30.97%

Volatility

GBTC vs. GSIB - Volatility Comparison

Grayscale Bitcoin Trust ETF (GBTC) has a higher volatility of 9.06% compared to Themes Global Systemically Important Banks ETF (GSIB) at 5.74%. This indicates that GBTC's price experiences larger fluctuations and is considered to be riskier than GSIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBTCGSIBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.06%

5.74%

+3.32%

Volatility (6M)

Calculated over the trailing 6-month period

33.68%

14.93%

+18.75%

Volatility (1Y)

Calculated over the trailing 1-year period

44.36%

17.90%

+26.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.60%

18.46%

+42.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.27%

18.46%

+62.81%

GBTC vs. GSIB - Expense Ratio Comparison

GBTC has a 1.50% expense ratio, which is higher than GSIB's 0.35% expense ratio.


Dividends

GBTC vs. GSIB - Dividend Comparison

GBTC has not paid dividends to shareholders, while GSIB's dividend yield for the trailing twelve months is around 1.55%.


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%
GSIB
Themes Global Systemically Important Banks ETF
1.55%1.91%1.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GBTC and GSIB have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (9.06%) compared to GSIB (5.74%). In terms of maximum drawdown, GBTC dropped -89.91% vs GSIB's -17.71%.

On 1-year performance, GSIB leads with 46.76% vs -46.91% for GBTC. On fees, GSIB is cheaper at 0.35% per year. On volatility, GSIB has been the lower-risk option at 5.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GSIB has performed better with a 46.76% return vs -46.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSIB is cheaper with a 0.35% expense ratio, compared with 1.50% for GBTC.

GSIB has the higher dividend yield at 1.55%, compared with 0.00% for GBTC.

GBTC is categorized as Cryptocurrency, while GSIB is Financials Equities. They also come from different issuers: Grayscale and Themes. Their fees differ too: 1.50% for GBTC and 0.35% for GSIB.

GSIB currently has the higher Sharpe Ratio (2.63 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.

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