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GDLC vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

GDLC vs. BTC-USD - Performance Comparison

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

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Returns By Period

In the year-to-date period, GDLC achieves a -32.51% return, which is significantly lower than BTC-USD's -28.07% return.


GDLC

1D
-3.16%
1M
-17.46%
YTD
-32.51%
6M
-32.63%
1Y
-38.54%
3Y*
49.72%
5Y*
4.86%
10Y*

BTC-USD

1D
-1.58%
1M
-18.24%
YTD
-28.07%
6M
-28.01%
1Y
-40.30%
3Y*
27.25%
5Y*
12.68%
10Y*
57.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GDLC vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GDLC
Grayscale CoinDesk Crypto 5 ETF
-32.51%0.45%136.98%353.26%-84.21%27.43%233.86%-29.63%
BTC-USD
Bitcoin
-28.07%-6.27%120.76%155.82%-64.23%59.40%304.57%-5.92%

Correlation

The correlation between GDLC and BTC-USD is 0.70, 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

0.70

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

0.63

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

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2019

0.54

The correlation between GDLC and BTC-USD shifts across timeframes, from 0.54 (all time) to 0.70 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GDLC vs. BTC-USD — 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: 33
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 2121
Overall Rank
BTC-USD Sharpe Ratio Rank: 77
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 2525
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 2525
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 3636
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 1212
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. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale CoinDesk Crypto 5 ETF (GDLC) and Bitcoin (BTC-USD). 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.


GDLCBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

+0.30

Omega ratioGain probability vs. loss probability

0.88

0.86

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.69

-0.79

+0.10

Martin ratioReturn relative to average drawdown

-1.16

-1.32

+0.17

GDLC vs. BTC-USD - Sharpe Ratio Comparison

The current GDLC Sharpe Ratio is -0.79, which is comparable to the BTC-USD Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of GDLC and BTC-USD, 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

GDLC vs. BTC-USD - Drawdown Comparison

The maximum GDLC drawdown since its inception was -94.14%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for GDLC and BTC-USD.


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Drawdown Indicators


GDLCBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-94.14%

-85.30%

-8.84%

Max Drawdown (1Y)

Largest decline over 1 year

-56.34%

-51.21%

-5.13%

Max Drawdown (3Y)

Largest decline over 3 years

-56.34%

-51.21%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

-76.67%

-17.47%

Max Drawdown (10Y)

Largest decline over 10 years

-83.80%

Current Drawdown

Current decline from peak

-56.58%

-49.54%

-7.04%

Average Drawdown

Average peak-to-trough decline

-52.78%

-42.40%

-10.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.36%

31.29%

+2.07%

Volatility

GDLC vs. BTC-USD - Volatility Comparison

Grayscale CoinDesk Crypto 5 ETF (GDLC) has a higher volatility of 13.86% compared to Bitcoin (BTC-USD) at 12.23%. This indicates that GDLC's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDLCBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.86%

12.23%

+1.63%

Volatility (6M)

Calculated over the trailing 6-month period

36.82%

34.57%

+2.25%

Volatility (1Y)

Calculated over the trailing 1-year period

49.09%

35.70%

+13.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.78%

44.26%

+29.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

94.18%

56.41%

+37.77%

Frequently Asked Questions


GDLC and BTC-USD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDLC has higher volatility (13.86%) compared to BTC-USD (12.23%). In terms of maximum drawdown, GDLC dropped -94.14% vs BTC-USD's -85.30%.

GDLC currently has the higher Sharpe Ratio (-0.79 vs -0.94), 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 BTC-USD

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