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GDLC vs. CRPT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDLC vs. CRPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale CoinDesk Crypto 5 ETF (GDLC) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). The values are adjusted to include any dividend payments, if applicable.

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GDLC vs. CRPT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GDLC
Grayscale CoinDesk Crypto 5 ETF
-24.52%0.45%136.98%353.26%-84.21%-16.95%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
-22.45%-9.54%75.29%193.86%-80.84%-8.07%

Returns By Period

In the year-to-date period, GDLC achieves a -24.52% return, which is significantly lower than CRPT's -22.45% return.


GDLC

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

CRPT

1D
2.65%
1M
-5.83%
YTD
-22.45%
6M
-47.42%
1Y
-4.21%
3Y*
34.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDLC vs. CRPT - Expense Ratio Comparison

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


Return for Risk

GDLC vs. CRPT — 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

CRPT
CRPT Risk / Return Rank: 1313
Overall Rank
CRPT Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CRPT Sortino Ratio Rank: 1717
Sortino Ratio Rank
CRPT Omega Ratio Rank: 1616
Omega Ratio Rank
CRPT Calmar Ratio Rank: 1010
Calmar Ratio Rank
CRPT Martin Ratio Rank: 1010
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. CRPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale CoinDesk Crypto 5 ETF (GDLC) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). 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.


GDLCCRPTDifference

Sharpe ratio

Return per unit of total volatility

-0.20

-0.07

-0.14

Sortino ratio

Return per unit of downside risk

0.06

0.38

-0.33

Omega ratio

Gain probability vs. loss probability

1.01

1.04

-0.04

Calmar ratio

Return relative to maximum drawdown

-0.19

-0.13

-0.07

Martin ratio

Return relative to average drawdown

-0.41

-0.27

-0.15

GDLC vs. CRPT - Sharpe Ratio Comparison

The current GDLC Sharpe Ratio is -0.20, which is lower than the CRPT Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of GDLC and CRPT, 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


GDLCCRPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

-0.07

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

-0.13

+0.44

Correlation

The correlation between GDLC and CRPT is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GDLC vs. CRPT - Dividend Comparison

GDLC has not paid dividends to shareholders, while CRPT's dividend yield for the trailing twelve months is around 0.97%.


TTM20252024202320222021
GDLC
Grayscale CoinDesk Crypto 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
0.97%0.75%1.84%0.00%0.03%1.16%

Drawdowns

GDLC vs. CRPT - Drawdown Comparison

The maximum GDLC drawdown since its inception was -94.14%, which is greater than CRPT's maximum drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for GDLC and CRPT.


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Drawdown Indicators


GDLCCRPTDifference

Max Drawdown

Largest peak-to-trough decline

-94.14%

-88.34%

-5.80%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

-56.46%

+3.55%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

Current Drawdown

Current decline from peak

-51.45%

-54.99%

+3.54%

Average Drawdown

Average peak-to-trough decline

-52.90%

-52.95%

+0.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.86%

26.84%

-1.98%

Volatility

GDLC vs. CRPT - Volatility Comparison

The current volatility for Grayscale CoinDesk Crypto 5 ETF (GDLC) is 13.67%, while First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) has a volatility of 15.04%. This indicates that GDLC experiences smaller price fluctuations and is considered to be less risky than CRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDLCCRPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.67%

15.04%

-1.37%

Volatility (6M)

Calculated over the trailing 6-month period

40.43%

47.92%

-7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

50.42%

64.47%

-14.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.87%

73.53%

+4.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

95.02%

73.53%

+21.49%