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GBTC vs. UGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GBTC vs. UGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Bitcoin Trust ETF (GBTC) and ProShares Ultra Gold (UGL). 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 -28.07% return, which is significantly lower than UGL's -7.46% return. Over the past 10 years, GBTC has outperformed UGL with an annualized return of 49.25%, while UGL has yielded a comparatively lower 17.24% annualized return.


GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%

UGL

1D
0.39%
1M
-16.85%
YTD
-7.46%
6M
-3.00%
1Y
46.99%
3Y*
49.89%
5Y*
25.67%
10Y*
17.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GBTC vs. UGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%
UGL
ProShares Ultra Gold
-7.46%137.57%46.36%15.56%-7.59%-12.30%39.04%31.11%-8.02%22.50%

Correlation

The correlation between GBTC and UGL is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.11

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

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

0.09

The correlation between GBTC and UGL shifts across timeframes, from 0.09 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GBTC vs. UGL — Risk / Return Rank

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

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 33
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
Martin Ratio Rank

UGL
UGL Risk / Return Rank: 2727
Overall Rank
UGL Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
UGL Sortino Ratio Rank: 2626
Sortino Ratio Rank
UGL Omega Ratio Rank: 3333
Omega Ratio Rank
UGL Calmar Ratio Rank: 2727
Calmar Ratio Rank
UGL Martin Ratio Rank: 2323
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. UGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Bitcoin Trust ETF (GBTC) and ProShares Ultra Gold (UGL). 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.


GBTCUGLDifference
Sharpe ratioReturn per unit of total volatility

-1.80

Sortino ratioReturn per unit of downside risk

-2.62

Omega ratioGain probability vs. loss probability

0.86

1.20

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.77

1.17

-1.94

Martin ratioReturn relative to average drawdown

-1.38

2.79

-4.17

GBTC vs. UGL - Sharpe Ratio Comparison

The current GBTC Sharpe Ratio is -0.91, which is lower than the UGL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of GBTC and UGL, 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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Sharpe Ratios by Period


GBTCUGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

0.89

-1.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.17

0.71

-0.54

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.53

+0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.38

+0.27

Drawdowns

GBTC vs. UGL - Drawdown Comparison

The maximum GBTC drawdown since its inception was -89.91%, which is greater than UGL's maximum drawdown of -75.93%. Use the drawdown chart below to compare losses from any high point for GBTC and UGL.


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Drawdown Indicators


GBTCUGLDifference

Max Drawdown

Largest peak-to-trough decline

-89.91%

-75.93%

-13.98%

Max Drawdown (1Y)

Largest decline over 1 year

-52.45%

-40.22%

-12.23%

Max Drawdown (3Y)

Largest decline over 3 years

-52.45%

-40.22%

-12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-85.42%

-40.23%

-45.19%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

-46.23%

-43.68%

Current Drawdown

Current decline from peak

-50.05%

-39.99%

-10.06%

Average Drawdown

Average peak-to-trough decline

-43.44%

-43.63%

+0.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.16%

16.88%

+12.28%

Volatility

GBTC vs. UGL - Volatility Comparison

Grayscale Bitcoin Trust ETF (GBTC) and ProShares Ultra Gold (UGL) have volatilities of 11.75% and 11.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GBTCUGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.75%

11.42%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

34.55%

47.43%

-12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

44.19%

53.43%

-9.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.40%

36.33%

+26.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.22%

32.42%

+49.80%

GBTC vs. UGL - Expense Ratio Comparison

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


Dividends

GBTC vs. UGL - Dividend Comparison

Neither GBTC nor UGL 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%
UGL
ProShares Ultra Gold
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 UGL have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.75%) compared to UGL (11.42%). In terms of maximum drawdown, GBTC dropped -89.91% vs UGL's -75.93%.

On 10-year performance, GBTC leads with 49.25% vs 17.24% for UGL. On fees, UGL is cheaper at 0.95% per year. On volatility, UGL has been the lower-risk option at 11.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.25% return vs 17.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

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

GBTC is categorized as Cryptocurrency, while UGL is Leveraged Commodities. GBTC tracks CoinDesk Bitcoin Benchmark Rate Index, while UGL tracks Bloomberg Gold Subindex (200%). They also come from different issuers: Grayscale and ProShares. Their fees differ too: 1.50% for GBTC and 0.95% for UGL.

UGL currently has the higher Sharpe Ratio (0.89 vs -0.91), 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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