PortfoliosLab logoPortfoliosLab logo
GDLC vs. BITQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDLC vs. BITQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale CoinDesk Crypto 5 ETF (GDLC) and Bitwise Crypto Industry Innovators ETF (BITQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GDLC achieves a -28.93% return, which is significantly lower than BITQ's 39.79% return.


GDLC

1D
-3.29%
1M
-18.37%
YTD
-28.93%
6M
-33.67%
1Y
-33.81%
3Y*
64.48%
5Y*
2.21%
10Y*

BITQ

1D
-2.21%
1M
11.04%
YTD
39.79%
6M
21.39%
1Y
60.30%
3Y*
58.56%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDLC vs. BITQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDLC
Grayscale CoinDesk Crypto 5 ETF
-28.93%0.45%136.98%353.26%-84.21%-41.50%
BITQ
Bitwise Crypto Industry Innovators ETF
39.79%18.00%46.97%246.83%-83.86%-7.06%

Correlation

The correlation between GDLC and BITQ is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

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

0.69

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 13, 2021

0.69

The correlation between GDLC and BITQ has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GDLC vs. BITQ — Risk / Return Rank

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

GDLC
GDLC Risk / Return Rank: 33
Overall Rank
GDLC Sharpe Ratio Rank: 33
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: 44
Martin Ratio Rank

BITQ
BITQ Risk / Return Rank: 2828
Overall Rank
BITQ Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BITQ Sortino Ratio Rank: 3131
Sortino Ratio Rank
BITQ Omega Ratio Rank: 2929
Omega Ratio Rank
BITQ Calmar Ratio Rank: 2727
Calmar Ratio Rank
BITQ Martin Ratio Rank: 2222
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.

GDLC vs. BITQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale CoinDesk Crypto 5 ETF (GDLC) and Bitwise Crypto Industry Innovators ETF (BITQ). 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.


GDLCBITQDifference
Sharpe ratioReturn per unit of total volatility

-1.78

Sortino ratioReturn per unit of downside risk

-2.52

Omega ratioGain probability vs. loss probability

0.90

1.20

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.64

1.35

-1.99

Martin ratioReturn relative to average drawdown

-1.09

2.84

-3.93

GDLC vs. BITQ - Sharpe Ratio Comparison

The current GDLC Sharpe Ratio is -0.70, which is lower than the BITQ Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of GDLC and BITQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


GDLCBITQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

1.08

-1.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.08

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.07

+0.22

Drawdowns

GDLC vs. BITQ - Drawdown Comparison

The maximum GDLC drawdown since its inception was -94.14%, roughly equal to the maximum BITQ drawdown of -90.32%. Use the drawdown chart below to compare losses from any high point for GDLC and BITQ.


Loading charts...

Drawdown Indicators


GDLCBITQDifference

Max Drawdown

Largest peak-to-trough decline

-94.14%

-90.32%

-3.82%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

-44.99%

-7.92%

Max Drawdown (3Y)

Largest decline over 3 years

-52.91%

-51.22%

-1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

-90.32%

-3.82%

Current Drawdown

Current decline from peak

-54.28%

-14.06%

-40.22%

Average Drawdown

Average peak-to-trough decline

-52.73%

-52.80%

+0.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.04%

21.32%

+9.72%

Volatility

GDLC vs. BITQ - Volatility Comparison

The current volatility for Grayscale CoinDesk Crypto 5 ETF (GDLC) is 9.78%, while Bitwise Crypto Industry Innovators ETF (BITQ) has a volatility of 14.73%. This indicates that GDLC experiences smaller price fluctuations and is considered to be less risky than BITQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GDLCBITQDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

14.73%

-4.95%

Volatility (6M)

Calculated over the trailing 6-month period

36.66%

42.74%

-6.08%

Volatility (1Y)

Calculated over the trailing 1-year period

48.54%

56.05%

-7.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.43%

67.17%

+7.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.91%

67.23%

+26.68%

GDLC vs. BITQ - Expense Ratio Comparison

GDLC has a 0.59% expense ratio, which is lower than BITQ's 0.85% expense ratio.


Dividends

GDLC vs. BITQ - Dividend Comparison

Neither GDLC nor BITQ has paid dividends to shareholders.


PositionTTM20252024202320222021
BITQ
Bitwise Crypto Industry Innovators ETF
0.00%0.00%0.90%1.51%0.00%3.12%
GDLC
Grayscale CoinDesk Crypto 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDLC and BITQ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BITQ has higher volatility (14.73%) compared to GDLC (9.78%). In terms of maximum drawdown, GDLC dropped -94.14% vs BITQ's -90.32%.

On 5-year performance, BITQ leads with 5.19% vs 2.21% for GDLC. On fees, GDLC is cheaper at 0.59% per year. On volatility, GDLC has been the lower-risk option at 9.78%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BITQ has performed better with a 5.19% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDLC is cheaper with a 0.59% expense ratio, compared with 0.85% for BITQ.

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

GDLC is categorized as Cryptocurrency, while BITQ is Technology Equities. GDLC tracks CoinDesk 5 Index, while BITQ tracks Bitwise Crypto Innovators 30 Total Return. They also come from different issuers: Grayscale and Exchange Traded Concepts. Their fees differ too: 0.59% for GDLC and 0.85% for BITQ.

BITQ currently has the higher Sharpe Ratio (1.08 vs -0.70), 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 GDLC and BITQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer