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GXLM vs. BTRN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GXLM vs. BTRN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Stellar Lumens Trust (XLM) (GXLM) 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, GXLM achieves a 6.12% return, which is significantly higher than BTRN's -10.63% return.


GXLM

1D
-0.10%
1M
-24.43%
YTD
6.12%
6M
1.93%
1Y
3.00%
3Y*
-27.76%
5Y*
10Y*

BTRN

1D
-0.03%
1M
-7.03%
YTD
-10.63%
6M
-10.63%
1Y
-18.78%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GXLM vs. BTRN - Yearly Performance Comparison


2026 (YTD)20252024
GXLM
Grayscale Stellar Lumens Trust (XLM)
6.12%-50.11%-31.52%
BTRN
Global X Bitcoin Trend Strategy ETF
-10.63%4.89%3.25%

Correlation

The correlation between GXLM and BTRN is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.42

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

0.43

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Return for Risk

GXLM vs. BTRN — Risk / Return Rank

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

GXLM
GXLM Risk / Return Rank: 1212
Overall Rank
GXLM Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GXLM Sortino Ratio Rank: 1717
Sortino Ratio Rank
GXLM Omega Ratio Rank: 1616
Omega Ratio Rank
GXLM Calmar Ratio Rank: 99
Calmar Ratio Rank
GXLM Martin Ratio Rank: 99
Martin Ratio Rank

BTRN
BTRN Risk / Return Rank: 33
Overall Rank
BTRN Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BTRN Sortino Ratio Rank: 22
Sortino Ratio Rank
BTRN Omega Ratio Rank: 11
Omega Ratio Rank
BTRN Calmar Ratio Rank: 33
Calmar Ratio Rank
BTRN 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.

GXLM vs. BTRN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Stellar Lumens Trust (XLM) (GXLM) 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.


GXLMBTRNDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+2.25

Omega ratioGain probability vs. loss probability

1.10

0.81

+0.28

Calmar ratioReturn relative to maximum drawdown

0.04

-0.71

+0.75

Martin ratioReturn relative to average drawdown

0.06

-1.17

+1.23

GXLM vs. BTRN - Sharpe Ratio Comparison

The current GXLM Sharpe Ratio is 0.03, which is higher than the BTRN Sharpe Ratio of -1.02. The chart below compares the historical Sharpe Ratios of GXLM 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

GXLM vs. BTRN - Drawdown Comparison

The maximum GXLM drawdown since its inception was -94.01%, which is greater than BTRN's maximum drawdown of -36.97%. Use the drawdown chart below to compare losses from any high point for GXLM and BTRN.


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Drawdown Indicators


GXLMBTRNDifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-36.97%

-57.04%

Max Drawdown (1Y)

Largest decline over 1 year

-71.88%

-26.45%

-45.43%

Max Drawdown (3Y)

Largest decline over 3 years

-78.19%

Current Drawdown

Current decline from peak

-76.54%

-26.40%

-50.14%

Average Drawdown

Average peak-to-trough decline

-70.43%

-14.72%

-55.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.28%

16.08%

+36.20%

Volatility

GXLM vs. BTRN - Volatility Comparison

Grayscale Stellar Lumens Trust (XLM) (GXLM) has a higher volatility of 34.14% compared to Global X Bitcoin Trend Strategy ETF (BTRN) at 3.65%. This indicates that GXLM'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


GXLMBTRNDifference

Volatility (1M)

Calculated over the trailing 1-month period

34.14%

3.65%

+30.49%

Volatility (6M)

Calculated over the trailing 6-month period

61.53%

10.21%

+51.32%

Volatility (1Y)

Calculated over the trailing 1-year period

104.03%

18.50%

+85.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

148.38%

30.51%

+117.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

148.38%

30.51%

+117.87%

Dividends

GXLM vs. BTRN - Dividend Comparison

GXLM has not paid dividends to shareholders, while BTRN's dividend yield for the trailing twelve months is around 31.41%.


PositionTTM20252024
BTRN
Global X Bitcoin Trend Strategy ETF
31.41%27.76%2.56%
GXLM
Grayscale Stellar Lumens Trust (XLM)
0.00%0.00%0.00%

Frequently Asked Questions


GXLM and BTRN have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GXLM has higher volatility (34.14%) compared to BTRN (3.65%). In terms of maximum drawdown, GXLM dropped -94.01% vs BTRN's -36.97%.

On 1-year performance, GXLM leads with 3.00% vs -18.78% for BTRN. On volatility, BTRN has been the lower-risk option at 3.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GXLM has performed better with a 3.00% return vs -18.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BTRN has the higher dividend yield at 31.41%, compared with 0.00% for GXLM.

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

GXLM currently has the higher Sharpe Ratio (0.03 vs -1.02), 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 GXLM and BTRN

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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