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GDLC vs. CEF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDLC vs. CEF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale CoinDesk Crypto 5 ETF (GDLC) and Sprott Physical Gold and Silver Trust (CEF). The values are adjusted to include any dividend payments, if applicable.

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GDLC vs. CEF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GDLC
Grayscale CoinDesk Crypto 5 ETF
-24.52%0.45%136.98%353.26%-84.21%27.43%233.86%-5.00%
CEF
Sprott Physical Gold and Silver Trust
4.19%92.76%24.07%6.80%1.07%-8.32%31.99%4.42%

Returns By Period

In the year-to-date period, GDLC achieves a -24.52% return, which is significantly lower than CEF's 4.19% return.


GDLC

1D
2.20%
1M
3.93%
YTD
-24.52%
6M
-44.20%
1Y
-10.19%
3Y*
65.34%
5Y*
-3.20%
10Y*

CEF

1D
5.58%
1M
-15.38%
YTD
4.19%
6M
30.06%
1Y
67.97%
3Y*
36.15%
5Y*
21.95%
10Y*
15.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDLC vs. CEF - Expense Ratio Comparison

GDLC has a 0.59% expense ratio, which is higher than CEF's 0.48% expense ratio.


Return for Risk

GDLC vs. CEF — Risk / Return Rank

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

GDLC
GDLC Risk / Return Rank: 1010
Overall Rank
GDLC Sharpe Ratio Rank: 88
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 1111
Sortino Ratio Rank
GDLC Omega Ratio Rank: 1111
Omega Ratio Rank
GDLC Calmar Ratio Rank: 99
Calmar Ratio Rank
GDLC Martin Ratio Rank: 99
Martin Ratio Rank

CEF
CEF Risk / Return Rank: 8787
Overall Rank
CEF Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CEF Sortino Ratio Rank: 8383
Sortino Ratio Rank
CEF Omega Ratio Rank: 8484
Omega Ratio Rank
CEF Calmar Ratio Rank: 9191
Calmar Ratio Rank
CEF Martin Ratio Rank: 8989
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. CEF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale CoinDesk Crypto 5 ETF (GDLC) and Sprott Physical Gold and Silver Trust (CEF). 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.


GDLCCEFDifference

Sharpe ratio

Return per unit of total volatility

-0.20

1.83

-2.03

Sortino ratio

Return per unit of downside risk

0.06

2.12

-2.06

Omega ratio

Gain probability vs. loss probability

1.01

1.34

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.19

2.61

-2.81

Martin ratio

Return relative to average drawdown

-0.41

9.68

-10.09

GDLC vs. CEF - Sharpe Ratio Comparison

The current GDLC Sharpe Ratio is -0.20, which is lower than the CEF Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of GDLC and CEF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GDLCCEFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

1.83

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.93

-0.97

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.23

+0.09

Correlation

The correlation between GDLC and CEF is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GDLC vs. CEF - Dividend Comparison

Neither GDLC nor CEF has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GDLC
Grayscale CoinDesk Crypto 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CEF
Sprott Physical Gold and Silver Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.08%0.07%0.09%0.10%

Drawdowns

GDLC vs. CEF - Drawdown Comparison

The maximum GDLC drawdown since its inception was -94.14%, which is greater than CEF's maximum drawdown of -62.29%. Use the drawdown chart below to compare losses from any high point for GDLC and CEF.


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Drawdown Indicators


GDLCCEFDifference

Max Drawdown

Largest peak-to-trough decline

-94.14%

-62.29%

-31.85%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

-26.77%

-26.14%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

-26.77%

-67.37%

Max Drawdown (10Y)

Largest decline over 10 years

-29.10%

Current Drawdown

Current decline from peak

-51.45%

-19.41%

-32.04%

Average Drawdown

Average peak-to-trough decline

-52.90%

-27.38%

-25.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.86%

7.23%

+17.63%

Volatility

GDLC vs. CEF - Volatility Comparison

The current volatility for Grayscale CoinDesk Crypto 5 ETF (GDLC) is 13.67%, while Sprott Physical Gold and Silver Trust (CEF) has a volatility of 14.73%. This indicates that GDLC experiences smaller price fluctuations and is considered to be less risky than CEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDLCCEFDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.67%

14.73%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

40.43%

35.36%

+5.07%

Volatility (1Y)

Calculated over the trailing 1-year period

50.42%

37.38%

+13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.87%

23.78%

+54.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.02%

21.58%

+73.44%