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GLIV vs. BTRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GLIV vs. BTRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Livepeer Trust (LPT) (GLIV) and Global X Bitcoin Trend Strategy ETF (BTRN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GLIV achieves a -35.29% return, which is significantly lower than BTRN's -9.44% return.


GLIV

1D
-5.52%
1M
-11.49%
6M
-45.94%
YTD
-35.29%
1Y
-80.75%
3Y*
-30.05%
5Y*
10Y*
ALL TIME*
-40.21%

BTRN

1D
0.73%
1M
0.20%
6M
-11.62%
YTD
-9.44%
1Y
-23.90%
3Y*
5Y*
10Y*
ALL TIME*
-0.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLIV vs. BTRN - Yearly Performance Comparison


2026 (YTD)20252024
GLIV
Grayscale Livepeer Trust (LPT)
-35.29%-84.65%-46.57%
BTRN
Global X Bitcoin Trend Strategy ETF
-9.44%4.89%3.25%

Correlation

The correlation between GLIV and BTRN is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.27

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Return for Risk

GLIV vs. BTRN — Risk / Return Rank

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

GLIV
GLIV Risk / Return Rank: 33
Overall Rank
GLIV Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GLIV Sortino Ratio Rank: 33
Sortino Ratio Rank
GLIV Omega Ratio Rank: 33
Omega Ratio Rank
GLIV Calmar Ratio Rank: 11
Calmar Ratio Rank
GLIV Martin Ratio Rank: 33
Martin Ratio Rank

BTRN
BTRN Risk / Return Rank: 11
Overall Rank
BTRN Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BTRN Sortino Ratio Rank: 11
Sortino Ratio Rank
BTRN Omega Ratio Rank: 00
Omega Ratio Rank
BTRN Calmar Ratio Rank: 11
Calmar Ratio Rank
BTRN Martin Ratio Rank: 11
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.

GLIV vs. BTRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Livepeer Trust (LPT) (GLIV) and Global X Bitcoin Trend Strategy ETF (BTRN). 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.


GLIVBTRNDifference
Sharpe ratioReturn per unit of total volatility

+0.73

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

0.86

0.74

+0.13

Calmar ratioReturn relative to maximum drawdown

-0.96

-0.92

-0.04

Martin ratioReturn relative to average drawdown

-1.26

-1.43

+0.17

GLIV vs. BTRN - Sharpe Ratio Comparison

The current GLIV Sharpe Ratio is -0.67, which is higher than the BTRN Sharpe Ratio of -1.40. The chart below compares the historical Sharpe Ratios of GLIV and BTRN, 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

GLIV vs. BTRN - Drawdown Comparison

The maximum GLIV drawdown since its inception was -97.65%, which is greater than BTRN's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for GLIV and BTRN.


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Drawdown Indicators


GLIVBTRNDifference

Max Drawdown

Largest peak-to-trough decline

-97.65%

-36.97%

-60.68%

Max Drawdown (1Y)

Largest decline over 1 year

-84.40%

-26.03%

-58.37%

Max Drawdown (3Y)

Largest decline over 3 years

-97.65%

Current Drawdown

Current decline from peak

-97.52%

-25.42%

-72.10%

Average Drawdown

Average peak-to-trough decline

-72.16%

-15.00%

-57.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

63.96%

16.77%

+47.19%

Volatility

GLIV vs. BTRN - Volatility Comparison

Grayscale Livepeer Trust (LPT) (GLIV) has a higher volatility of 19.08% compared to Global X Bitcoin Trend Strategy ETF (BTRN) at 2.25%. This indicates that GLIV's price experiences larger fluctuations and is considered to be riskier than BTRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLIVBTRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.08%

2.25%

+16.83%

Volatility (6M)

Calculated over the trailing 6-month period

70.58%

9.99%

+60.59%

Volatility (1Y)

Calculated over the trailing 1-year period

120.81%

17.16%

+103.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

173.88%

30.16%

+143.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

173.88%

30.16%

+143.72%

Dividends

GLIV vs. BTRN - Dividend Comparison

GLIV has not paid dividends to shareholders, while BTRN's dividend yield for the trailing twelve months is around 31.00%.


PositionTTM20252024
BTRN
Global X Bitcoin Trend Strategy ETF
31.00%27.76%2.56%
GLIV
Grayscale Livepeer Trust (LPT)
0.00%0.00%0.00%

Frequently Asked Questions


GLIV and BTRN have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GLIV has higher volatility (19.08%) compared to BTRN (2.25%). In terms of maximum drawdown, GLIV dropped -97.65% vs BTRN's -36.97%.

On 1-year performance, BTRN leads with -23.90% vs -80.75% for GLIV. On volatility, BTRN has been the lower-risk option at 2.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTRN has performed better with a -23.90% return vs -80.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTRN has the higher dividend yield at 31.00%, compared with 0.00% for GLIV.

They also come from different issuers: Grayscale and Global X.

GLIV currently has the higher Sharpe Ratio (-0.67 vs -1.40), 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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