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MOAT vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MOAT vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck Morningstar Wide Moat ETF (MOAT) and Grayscale Bitcoin Trust ETF (GBTC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MOAT achieves a -1.06% return, which is significantly higher than GBTC's -27.85% return. Over the past 10 years, MOAT has underperformed GBTC with an annualized return of 13.35%, while GBTC has yielded a comparatively higher 46.15% annualized return.


MOAT

1D
1.16%
1M
2.54%
YTD
-1.06%
6M
-2.38%
1Y
12.21%
3Y*
10.67%
5Y*
7.69%
10Y*
13.35%

GBTC

1D
2.71%
1M
-21.45%
YTD
-27.85%
6M
-31.30%
1Y
-42.50%
3Y*
55.49%
5Y*
9.89%
10Y*
46.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MOAT vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MOAT
VanEck Morningstar Wide Moat ETF
-1.06%13.20%10.73%31.89%-13.66%24.12%14.84%34.79%-1.28%23.18%
GBTC
Grayscale Bitcoin Trust ETF
-27.85%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between MOAT and GBTC is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.34

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

0.30

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

0.39

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since May 4, 2015

0.24

The correlation between MOAT and GBTC shifts across timeframes, from 0.24 (all time) to 0.39 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

MOAT vs. GBTC — Risk / Return Rank

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

MOAT
MOAT Risk / Return Rank: 2828
Overall Rank
MOAT Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 2929
Sortino Ratio Rank
MOAT Omega Ratio Rank: 2727
Omega Ratio Rank
MOAT Calmar Ratio Rank: 2525
Calmar Ratio Rank
MOAT Martin Ratio Rank: 2727
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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.

MOAT vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Morningstar Wide Moat ETF (MOAT) and Grayscale Bitcoin Trust ETF (GBTC). 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.


MOATGBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.85

Sortino ratioReturn per unit of downside risk

+2.75

Omega ratioGain probability vs. loss probability

1.15

0.84

+0.31

Calmar ratioReturn relative to maximum drawdown

0.99

-0.81

+1.80

Martin ratioReturn relative to average drawdown

3.02

-1.43

+4.46

MOAT vs. GBTC - Sharpe Ratio Comparison

The current MOAT Sharpe Ratio is 0.88, which is higher than the GBTC Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of MOAT and GBTC, 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

MOAT vs. GBTC - Drawdown Comparison

The maximum MOAT drawdown since its inception was -33.31%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for MOAT and GBTC.


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Drawdown Indicators


MOATGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-33.31%

-89.91%

+56.60%

Max Drawdown (1Y)

Largest decline over 1 year

-12.43%

-52.45%

+40.02%

Max Drawdown (3Y)

Largest decline over 3 years

-21.44%

-52.45%

+31.01%

Max Drawdown (5Y)

Largest decline over 5 years

-23.96%

-85.42%

+61.46%

Max Drawdown (10Y)

Largest decline over 10 years

-33.31%

-89.91%

+56.60%

Current Drawdown

Current decline from peak

-4.84%

-49.89%

+45.05%

Average Drawdown

Average peak-to-trough decline

-3.83%

-43.43%

+39.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

29.68%

-25.63%

Volatility

MOAT vs. GBTC - Volatility Comparison

The current volatility for VanEck Morningstar Wide Moat ETF (MOAT) is 4.16%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 11.92%. This indicates that MOAT experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MOATGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.16%

11.92%

-7.76%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

34.41%

-24.37%

Volatility (1Y)

Calculated over the trailing 1-year period

13.94%

44.01%

-30.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.21%

62.27%

-44.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.69%

82.18%

-63.49%

MOAT vs. GBTC - Expense Ratio Comparison

MOAT has a 0.47% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

MOAT vs. GBTC - Dividend Comparison

MOAT's dividend yield for the trailing twelve months is around 1.37%, while GBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%0.00%
MOAT
VanEck Morningstar Wide Moat ETF
1.37%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%

Frequently Asked Questions


MOAT and GBTC have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.92%) compared to MOAT (4.16%). In terms of maximum drawdown, MOAT dropped -33.31% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 46.15% vs 13.35% for MOAT. On fees, MOAT is cheaper at 0.47% per year. On volatility, MOAT has been the lower-risk option at 4.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 46.15% return vs 13.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MOAT is cheaper with a 0.47% expense ratio, compared with 1.50% for GBTC.

MOAT has the higher dividend yield at 1.37%, compared with 0.00% for GBTC.

MOAT is categorized as Large Cap Blend Equities, while GBTC is Cryptocurrency. MOAT tracks Morningstar Wide Moat Focus Index, while GBTC tracks CoinDesk Bitcoin Benchmark Rate Index. They also come from different issuers: VanEck and Grayscale. Their fees differ too: 0.47% for MOAT and 1.50% for GBTC.

MOAT currently has the higher Sharpe Ratio (0.88 vs -0.97), 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 MOAT and GBTC

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