PortfoliosLab logoPortfoliosLab logo
GLNK vs. IBLC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLNK vs. IBLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Chainlink Trust ETF (GLNK) and iShares Blockchain and Tech ETF (IBLC). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GLNK vs. IBLC - Yearly Performance Comparison


2026 (YTD)2025202420232022
GLNK
Grayscale Chainlink Trust ETF
-26.38%-87.10%38.45%840.06%-17.85%
IBLC
iShares Blockchain and Tech ETF
-10.34%27.05%18.58%201.47%-43.72%

Returns By Period

In the year-to-date period, GLNK achieves a -26.38% return, which is significantly lower than IBLC's -10.34% return.


GLNK

1D
3.22%
1M
-0.12%
YTD
-26.38%
6M
-70.84%
1Y
-73.49%
3Y*
-7.70%
5Y*
10Y*

IBLC

1D
0.52%
1M
-5.66%
YTD
-10.34%
6M
-33.55%
1Y
46.54%
3Y*
35.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLNK vs. IBLC - Expense Ratio Comparison

GLNK has a 2.50% expense ratio, which is higher than IBLC's 0.47% expense ratio.


Return for Risk

GLNK vs. IBLC — Risk / Return Rank

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

GLNK
GLNK Risk / Return Rank: 33
Overall Rank
GLNK Sharpe Ratio Rank: 44
Sharpe Ratio Rank
GLNK Sortino Ratio Rank: 55
Sortino Ratio Rank
GLNK Omega Ratio Rank: 55
Omega Ratio Rank
GLNK Calmar Ratio Rank: 11
Calmar Ratio Rank
GLNK Martin Ratio Rank: 33
Martin Ratio Rank

IBLC
IBLC Risk / Return Rank: 3838
Overall Rank
IBLC Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IBLC Sortino Ratio Rank: 5151
Sortino Ratio Rank
IBLC Omega Ratio Rank: 3838
Omega Ratio Rank
IBLC Calmar Ratio Rank: 3636
Calmar Ratio Rank
IBLC Martin Ratio Rank: 2626
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.

GLNK vs. IBLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Chainlink Trust ETF (GLNK) and iShares Blockchain and Tech ETF (IBLC). 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.


GLNKIBLCDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.81

-1.35

Sortino ratio

Return per unit of downside risk

-0.48

1.44

-1.91

Omega ratio

Gain probability vs. loss probability

0.95

1.17

-0.22

Calmar ratio

Return relative to maximum drawdown

-0.82

1.14

-1.96

Martin ratio

Return relative to average drawdown

-1.19

2.50

-3.69

GLNK vs. IBLC - Sharpe Ratio Comparison

The current GLNK Sharpe Ratio is -0.55, which is lower than the IBLC Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of GLNK and IBLC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GLNKIBLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.81

-1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.23

-0.23

Correlation

The correlation between GLNK and IBLC is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

GLNK vs. IBLC - Dividend Comparison

GLNK has not paid dividends to shareholders, while IBLC's dividend yield for the trailing twelve months is around 7.04%.


TTM2025202420232022
GLNK
Grayscale Chainlink Trust ETF
0.00%0.00%0.00%0.00%0.00%
IBLC
iShares Blockchain and Tech ETF
7.04%6.31%1.60%1.79%0.84%

Drawdowns

GLNK vs. IBLC - Drawdown Comparison

The maximum GLNK drawdown since its inception was -95.82%, which is greater than IBLC's maximum drawdown of -62.54%. Use the drawdown chart below to compare losses from any high point for GLNK and IBLC.


Loading graphics...

Drawdown Indicators


GLNKIBLCDifference

Max Drawdown

Largest peak-to-trough decline

-95.82%

-62.54%

-33.28%

Max Drawdown (1Y)

Largest decline over 1 year

-88.29%

-44.94%

-43.35%

Current Drawdown

Current decline from peak

-95.27%

-41.05%

-54.22%

Average Drawdown

Average peak-to-trough decline

-53.92%

-26.03%

-27.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

61.11%

20.48%

+40.63%

Volatility

GLNK vs. IBLC - Volatility Comparison

Grayscale Chainlink Trust ETF (GLNK) has a higher volatility of 17.91% compared to iShares Blockchain and Tech ETF (IBLC) at 16.43%. This indicates that GLNK's price experiences larger fluctuations and is considered to be riskier than IBLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GLNKIBLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.91%

16.43%

+1.48%

Volatility (6M)

Calculated over the trailing 6-month period

72.33%

44.22%

+28.11%

Volatility (1Y)

Calculated over the trailing 1-year period

134.57%

58.13%

+76.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

168.26%

65.09%

+103.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

168.26%

65.09%

+103.17%