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GLD vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLD vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Gold Shares (GLD) 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, GLD achieves a -2.47% return, which is significantly higher than GBTC's -27.82% return. Over the past 10 years, GLD has underperformed GBTC with an annualized return of 12.15%, while GBTC has yielded a comparatively higher 46.47% annualized return.


GLD

1D
0.06%
1M
-10.21%
YTD
-2.47%
6M
-2.25%
1Y
23.81%
3Y*
28.89%
5Y*
17.08%
10Y*
12.15%

GBTC

1D
0.04%
1M
-20.21%
YTD
-27.82%
6M
-30.09%
1Y
-41.39%
3Y*
55.55%
5Y*
9.90%
10Y*
46.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLD vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GLD
SPDR Gold Shares
-2.47%63.68%26.66%12.69%-0.77%-4.15%24.81%17.86%-1.94%12.81%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between GLD and GBTC is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

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

0.11

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

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.11

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.10

The correlation between GLD and GBTC shifts across timeframes, from 0.10 (all time) to 0.21 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

GLD vs. GBTC — Risk / Return Rank

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

GLD
GLD Risk / Return Rank: 2626
Overall Rank
GLD Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
GLD Sortino Ratio Rank: 2525
Sortino Ratio Rank
GLD Omega Ratio Rank: 3030
Omega Ratio Rank
GLD Calmar Ratio Rank: 2424
Calmar Ratio Rank
GLD Martin Ratio Rank: 2424
Martin Ratio Rank

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

GLD vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.


GLDGBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.58

Omega ratioGain probability vs. loss probability

1.18

0.85

+0.33

Calmar ratioReturn relative to maximum drawdown

0.98

-0.79

+1.77

Martin ratioReturn relative to average drawdown

2.81

-1.39

+4.20

GLD vs. GBTC - Sharpe Ratio Comparison

The current GLD Sharpe Ratio is 0.87, which is higher than the GBTC Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of GLD 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

GLD vs. GBTC - Drawdown Comparison

The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for GLD and GBTC.


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Drawdown Indicators


GLDGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-45.56%

-89.91%

+44.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.46%

-52.45%

+27.99%

Max Drawdown (3Y)

Largest decline over 3 years

-24.46%

-52.45%

+27.99%

Max Drawdown (5Y)

Largest decline over 5 years

-24.46%

-85.42%

+60.96%

Max Drawdown (10Y)

Largest decline over 10 years

-24.46%

-89.91%

+65.45%

Current Drawdown

Current decline from peak

-22.05%

-49.87%

+27.82%

Average Drawdown

Average peak-to-trough decline

-16.16%

-43.43%

+27.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

29.85%

-21.36%

Volatility

GLD vs. GBTC - Volatility Comparison

The current volatility for SPDR Gold Shares (GLD) is 7.79%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 11.97%. This indicates that GLD experiences smaller price fluctuations and is considered to be less risky 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


GLDGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

11.97%

-4.18%

Volatility (6M)

Calculated over the trailing 6-month period

24.10%

34.41%

-10.31%

Volatility (1Y)

Calculated over the trailing 1-year period

27.37%

44.01%

-16.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

62.25%

-44.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

81.84%

-65.76%

GLD vs. GBTC - Expense Ratio Comparison

GLD has a 0.40% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

GLD vs. GBTC - Dividend Comparison

Neither GLD 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%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GLD and GBTC have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.97%) compared to GLD (7.79%). In terms of maximum drawdown, GLD dropped -45.56% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 46.47% vs 12.15% for GLD. On fees, GLD is cheaper at 0.40% per year. On volatility, GLD has been the lower-risk option at 7.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 46.47% return vs 12.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLD is cheaper with a 0.40% expense ratio, compared with 1.50% for GBTC.

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

GLD is categorized as Gold, while GBTC is Cryptocurrency. GLD tracks LBMA Gold Price PM, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: State Street and Grayscale. Their fees differ too: 0.40% for GLD and 1.50% for GBTC.

GLD currently has the higher Sharpe Ratio (0.87 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

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