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GDXU vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GDXU vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) 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, GDXU achieves a -69.22% return, which is significantly lower than GBTC's -28.72% return.


GDXU

1D
-10.43%
1M
-11.49%
6M
-73.59%
YTD
-69.22%
1Y
12.97%
3Y*
27.81%
5Y*
-14.38%
10Y*
ALL TIME*
-18.76%

GBTC

1D
-2.85%
1M
4.80%
6M
-25.46%
YTD
-28.72%
1Y
-46.91%
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
$99.61M$115.40M$172.82M

GDXU vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
-69.22%796.47%-18.60%-21.36%-62.82%-54.93%4.32%
GBTC
Grayscale Bitcoin Trust ETF
-28.72%-7.65%113.81%317.61%-75.80%7.03%36.81%

Correlation

The correlation between GDXU and GBTC is 0.32, which is low. Their historical price movements had little consistent relationship.


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

0.32

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

0.18

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

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2020

0.20

The correlation between GDXU and GBTC shifts across timeframes, from 0.18 (3 years) to 0.32 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GDXU vs. GBTC — Risk / Return Rank

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

GDXU
GDXU Risk / Return Rank: 2020
Overall Rank
GDXU Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
GDXU Sortino Ratio Rank: 3131
Sortino Ratio Rank
GDXU Omega Ratio Rank: 3333
Omega Ratio Rank
GDXU Calmar Ratio Rank: 1313
Calmar Ratio Rank
GDXU Martin Ratio Rank: 1313
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.

GDXU vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) 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.


GDXUGBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+2.79

Omega ratioGain probability vs. loss probability

1.15

0.82

+0.33

Calmar ratioReturn relative to maximum drawdown

0.15

-0.88

+1.02

Martin ratioReturn relative to average drawdown

0.27

-1.34

+1.61

GDXU vs. GBTC - Sharpe Ratio Comparison

The current GDXU Sharpe Ratio is 0.09, which is higher than the GBTC Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of GDXU 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

GDXU vs. GBTC - Drawdown Comparison

The maximum GDXU drawdown since its inception was -94.39%, roughly equal to the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for GDXU and GBTC.


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Drawdown Indicators


GDXUGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-94.39%

-89.91%

-4.48%

Max Drawdown (1Y)

Largest decline over 1 year

-87.14%

-53.75%

-33.39%

Max Drawdown (3Y)

Largest decline over 3 years

-87.14%

-53.75%

-33.39%

Max Drawdown (5Y)

Largest decline over 5 years

-91.30%

-85.42%

-5.88%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-85.71%

-50.49%

-35.22%

Average Drawdown

Average peak-to-trough decline

-70.08%

-43.51%

-26.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

48.64%

34.92%

+13.72%

Volatility

GDXU vs. GBTC - Volatility Comparison

MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040 (GDXU) has a higher volatility of 38.79% compared to Grayscale Bitcoin Trust ETF (GBTC) at 9.06%. This indicates that GDXU'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


GDXUGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

38.79%

9.06%

+29.73%

Volatility (6M)

Calculated over the trailing 6-month period

125.93%

33.68%

+92.25%

Volatility (1Y)

Calculated over the trailing 1-year period

147.32%

44.36%

+102.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.44%

60.60%

+52.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.56%

81.27%

+30.29%

GDXU vs. GBTC - Expense Ratio Comparison

GDXU has a 0.95% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

GDXU vs. GBTC - Dividend Comparison

Neither GDXU 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%
GDXU
MicroSectors Gold Miners 3X Leveraged ETNs due June 29, 2040
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GDXU and GBTC have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDXU has higher volatility (38.79%) compared to GBTC (9.06%). In terms of maximum drawdown, GDXU dropped -94.39% vs GBTC's -89.91%.

On 5-year performance, GBTC leads with 7.01% vs -14.38% for GDXU. On fees, GDXU is cheaper at 0.95% 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 -14.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GDXU is cheaper with a 0.95% expense ratio, compared with 1.50% for GBTC.

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

GDXU is categorized as Leveraged Equities, while GBTC is Cryptocurrency. GDXU tracks S-Network MicroSectors Gold Miners Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: BMO and Grayscale. Their fees differ too: 0.95% for GDXU and 1.50% for GBTC.

GDXU currently has the higher Sharpe Ratio (0.09 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

Find the right allocation for GDXU and GBTC

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