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HERO vs. GDLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HERO vs. GDLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Video Games & Esports ETF (HERO) 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, HERO achieves a -13.80% return, which is significantly higher than GDLC's -28.93% return.


HERO

1D
-2.41%
1M
-2.63%
YTD
-13.80%
6M
-16.14%
1Y
-12.41%
3Y*
9.75%
5Y*
-3.62%
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)

HERO vs. GDLC - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
HERO
Global X Video Games & Esports ETF
-13.80%28.74%17.65%8.36%-33.42%-8.37%91.02%5.07%
GDLC
Grayscale CoinDesk Crypto 5 ETF
-28.93%0.45%136.98%353.26%-84.21%27.43%233.86%-5.00%

Correlation

The correlation between HERO and GDLC is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.38

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

0.27

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

0.33

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2019

0.30

The correlation between HERO and GDLC shifts across timeframes, from 0.27 (3 years) to 0.38 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

HERO vs. GDLC — Risk / Return Rank

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

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

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.

HERO vs. GDLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Video Games & Esports ETF (HERO) 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.


HEROGDLCDifference
Sharpe ratioReturn per unit of total volatility

+0.06

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

0.91

0.90

0.00

Calmar ratioReturn relative to maximum drawdown

-0.47

-0.64

+0.17

Martin ratioReturn relative to average drawdown

-0.88

-1.09

+0.21

HERO vs. GDLC - Sharpe Ratio Comparison

The current HERO Sharpe Ratio is -0.64, which is comparable to the GDLC Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of HERO and GDLC, 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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Sharpe Ratios by Period


HEROGDLCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

-0.70

+0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.03

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.29

+0.09

Drawdowns

HERO vs. GDLC - Drawdown Comparison

The maximum HERO drawdown since its inception was -54.02%, smaller than the maximum GDLC drawdown of -94.14%. Use the drawdown chart below to compare losses from any high point for HERO and GDLC.


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Drawdown Indicators


HEROGDLCDifference

Max Drawdown

Largest peak-to-trough decline

-54.02%

-94.14%

+40.12%

Max Drawdown (1Y)

Largest decline over 1 year

-26.64%

-52.91%

+26.27%

Max Drawdown (3Y)

Largest decline over 3 years

-26.64%

-52.91%

+26.27%

Max Drawdown (5Y)

Largest decline over 5 years

-48.44%

-94.14%

+45.70%

Current Drawdown

Current decline from peak

-27.46%

-54.28%

+26.82%

Average Drawdown

Average peak-to-trough decline

-25.97%

-52.73%

+26.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.11%

31.04%

-16.93%

Volatility

HERO vs. GDLC - Volatility Comparison

The current volatility for Global X Video Games & Esports ETF (HERO) is 5.13%, while Grayscale CoinDesk Crypto 5 ETF (GDLC) has a volatility of 9.78%. This indicates that HERO experiences smaller price fluctuations and is considered to be less risky than GDLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HEROGDLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

9.78%

-4.65%

Volatility (6M)

Calculated over the trailing 6-month period

15.10%

36.66%

-21.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

48.54%

-29.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.37%

74.43%

-51.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

93.91%

-69.41%

HERO vs. GDLC - Expense Ratio Comparison

HERO has a 0.50% expense ratio, which is lower than GDLC's 0.59% expense ratio.


Dividends

HERO vs. GDLC - Dividend Comparison

HERO's dividend yield for the trailing twelve months is around 1.88%, while GDLC has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
GDLC
Grayscale CoinDesk Crypto 5 ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HERO
Global X Video Games & Esports ETF
1.88%1.62%1.06%0.73%0.28%0.79%0.71%0.17%

Frequently Asked Questions


HERO and GDLC have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GDLC has higher volatility (9.78%) compared to HERO (5.13%). In terms of maximum drawdown, HERO dropped -54.02% vs GDLC's -94.14%.

On 5-year performance, GDLC leads with 2.21% vs -3.62% for HERO. On fees, HERO is cheaper at 0.50% per year. On volatility, HERO has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GDLC has performed better with a 2.21% return vs -3.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HERO is cheaper with a 0.50% expense ratio, compared with 0.59% for GDLC.

HERO has the higher dividend yield at 1.88%, compared with 0.00% for GDLC.

HERO is categorized as Large Cap Growth Equities, while GDLC is Cryptocurrency. HERO tracks Solactive Video Games & Esports Index, while GDLC tracks CoinDesk 5 Index. They also come from different issuers: Global X and Grayscale. Their fees differ too: 0.50% for HERO and 0.59% for GDLC.

HERO currently has the higher Sharpe Ratio (-0.64 vs -0.70), 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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