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GSUI vs. GDLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSUI vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Sui Staking ETF (GSUI) and Grayscale CoinDesk Crypto 5 ETF (GDLC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GSUI achieves a -39.93% return, which is significantly lower than GDLC's -28.93% return.


GSUI

1D
-1.09%
1M
-12.82%
YTD
-39.93%
6M
-46.50%
1Y
3Y*
5Y*
10Y*

GDLC

1D
-3.29%
1M
-18.37%
YTD
-28.93%
6M
-33.67%
1Y
-33.81%
3Y*
64.48%
5Y*
2.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSUI vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025
GSUI
Grayscale Sui Staking ETF
-39.93%-34.63%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-28.93%-3.07%

Correlation

The correlation between GSUI and GDLC is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 25, 2025

0.62

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Return for Risk

GSUI vs. GDLC — Risk / Return Rank

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

GSUI

GDLC
GDLC Risk / Return Rank: 33
Overall Rank
GDLC Sharpe Ratio Rank: 33
Sharpe Ratio Rank
GDLC Sortino Ratio Rank: 33
Sortino Ratio Rank
GDLC Omega Ratio Rank: 33
Omega Ratio Rank
GDLC Calmar Ratio Rank: 33
Calmar Ratio Rank
GDLC Martin Ratio Rank: 44
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.

GSUI vs. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Sui Staking ETF (GSUI) and Grayscale CoinDesk Crypto 5 ETF (GDLC). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GSUI vs. GDLC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GSUIGDLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.78

0.29

-1.07

Drawdowns

GSUI vs. GDLC - Drawdown Comparison

The maximum GSUI drawdown since its inception was -60.73%, smaller than the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for GSUI and GDLC.


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Drawdown Indicators


GSUIGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-60.73%

-94.14%

+33.41%

Max Drawdown (1Y)

Largest decline over 1 year

-52.91%

Max Drawdown (3Y)

Largest decline over 3 years

-52.91%

Max Drawdown (5Y)

Largest decline over 5 years

-94.14%

Current Drawdown

Current decline from peak

-60.73%

-54.28%

-6.45%

Average Drawdown

Average peak-to-trough decline

-43.81%

-52.73%

+8.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.04%

Volatility

GSUI vs. GDLC - Volatility Comparison


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Volatility by Period


GSUIGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.78%

Volatility (6M)

Calculated over the trailing 6-month period

36.66%

Volatility (1Y)

Calculated over the trailing 1-year period

107.79%

48.54%

+59.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

107.79%

74.43%

+33.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

107.79%

93.91%

+13.88%

GSUI vs. GDLC - Expense Ratio Comparison

GSUI has a 0.00% expense ratio, which is lower than GDLC's 0.59% expense ratio.


Dividends

GSUI vs. GDLC - Dividend Comparison

Neither GSUI nor GDLC has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


GSUI and GDLC have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSUI is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSUI is cheaper with a 0.00% expense ratio, compared with 0.59% for GDLC.

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

GSUI tracks CoinDesk SUI Reference Rate, while GDLC tracks CoinDesk 5 Index. Their fees differ too: 0.00% for GSUI and 0.59% for GDLC.

Portfolio Optimizer

Find the right allocation for GSUI and GDLC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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