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GDLC vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDLC vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale CoinDesk Crypto 5 ETF (GDLC) and Grayscale Bitcoin Trust ETF (GBTC). 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 -31.03% return, which is significantly lower than GBTC's -28.72% return.


GDLC

1D
-2.56%
1M
2.89%
6M
-27.20%
YTD
-31.03%
1Y
-43.01%
3Y*
46.90%
5Y*
-0.13%
10Y*
ALL TIME*
20.69%

GBTC

1D
-2.85%
1M
2.29%
6M
-25.46%
YTD
-28.72%
1Y
-45.18%
3Y*
36.79%
5Y*
7.01%
10Y*
50.99%
ALL TIME*
54.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$75.53M$74.63M$101.29M
$1.03M$1.29M$1.41M

GDLC vs. GBTC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
GDLC
Grayscale CoinDesk Crypto 5 ETF
-31.03%0.45%136.98%353.26%-84.21%27.43%233.86%-29.63%
GBTC
Grayscale Bitcoin Trust ETF
-28.72%-7.65%113.81%317.61%-75.80%7.03%290.72%-12.03%

Correlation

The correlation between GDLC and GBTC is 0.98 - they have historically moved very closely together. At this level, their price movements offset little of one another.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.98

Correlation (3Y)
Balances recent behavior with more history.

0.88

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.82

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

0.76

Over the past year, GDLC and GBTC have become more correlated (0.98) than their long-term average of 0.76, meaning their price movements have been converging.

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Return for Risk

GDLC vs. GBTC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

GBTC
GBTC Risk / Return Rank: 11
Overall Rank
GBTC Sharpe Ratio Rank: 11
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 11
Sortino Ratio Rank
GBTC Omega Ratio Rank: 11
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GDLC vs. GBTC - Risk-Adjusted Trends Comparison

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


GDLCGBTCDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

0.85

0.82

+0.03

Calmar ratioReturn relative to maximum drawdown

-0.80

-0.88

+0.07

Martin ratioReturn relative to average drawdown

-1.21

-1.34

+0.13

GDLC vs. GBTC - Sharpe Ratio Comparison

The current GDLC Sharpe Ratio is -0.93, which is comparable to the GBTC Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of GDLC and GBTC, 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. GBTC - Drawdown Comparison

The maximum GDLC drawdown since its inception was -94.14%, roughly equal to the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for GDLC and GBTC.


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Drawdown Indicators


GDLCGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-94.14%

-89.91%

-4.23%

Max Drawdown (1Y)

Largest decline over 1 year

-57.18%

-53.75%

-3.43%

Max Drawdown (3Y)

Largest decline over 3 years

-57.18%

-53.75%

-3.43%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

-85.42%

-8.72%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-55.64%

-50.49%

-5.15%

Average Drawdown

Average peak-to-trough decline

-52.83%

-43.51%

-9.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.73%

34.92%

+2.81%

Volatility

GDLC vs. GBTC - Volatility Comparison

Grayscale CoinDesk Crypto 5 ETF (GDLC) has a higher volatility of 9.63% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.06%. This indicates that GDLC's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDLCGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.63%

9.06%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

35.59%

33.68%

+1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

49.13%

44.36%

+4.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.87%

60.60%

+11.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

93.52%

81.27%

+12.25%

GDLC vs. GBTC - Expense Ratio Comparison

GDLC has a 0.59% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

GDLC vs. GBTC - Dividend Comparison

Neither GDLC nor GBTC 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%
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%

Frequently Asked Questions


With a correlation of 0.98, GDLC and GBTC move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

GDLC has higher volatility (9.63%) compared to GBTC (9.06%). In terms of maximum drawdown, GDLC dropped -94.14% vs GBTC's -89.91%.

On 5-year performance, GBTC leads with 7.01% vs -0.13% for GDLC. On fees, GDLC is cheaper at 0.59% per year. On volatility, GBTC has been the lower-risk option at 9.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GBTC has performed better with a 7.01% return vs -0.13%. 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 1.50% for GBTC.

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

GDLC tracks CoinDesk 5 Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. Their fees differ too: 0.59% for GDLC and 1.50% for GBTC.

GDLC currently has the higher Sharpe Ratio (-0.93 vs -1.06), 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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