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RLY vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RLY vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR SSgA Multi-Asset Real Return ETF (RLY) 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, RLY achieves a 14.36% return, which is significantly higher than GBTC's -28.07% return. Over the past 10 years, RLY has underperformed GBTC with an annualized return of 8.25%, while GBTC has yielded a comparatively higher 49.25% annualized return.


RLY

1D
-0.06%
1M
-2.10%
YTD
14.36%
6M
16.24%
1Y
28.00%
3Y*
13.90%
5Y*
9.85%
10Y*
8.25%

GBTC

1D
5.06%
1M
-21.09%
YTD
-28.07%
6M
-30.74%
1Y
-40.20%
3Y*
53.71%
5Y*
10.31%
10Y*
49.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RLY vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RLY
SPDR SSgA Multi-Asset Real Return ETF
14.36%20.26%2.53%2.56%7.86%22.85%-0.59%15.63%-11.72%10.40%
GBTC
Grayscale Bitcoin Trust ETF
-28.07%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between RLY and GBTC is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.21

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

0.29

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

0.21

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

0.20

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Return for Risk

RLY vs. GBTC — Risk / Return Rank

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

RLY
RLY Risk / Return Rank: 9191
Overall Rank
RLY Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
RLY Sortino Ratio Rank: 8989
Sortino Ratio Rank
RLY Omega Ratio Rank: 8989
Omega Ratio Rank
RLY Calmar Ratio Rank: 9595
Calmar Ratio Rank
RLY Martin Ratio Rank: 9494
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: 33
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.

RLY vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR SSgA Multi-Asset Real Return ETF (RLY) 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.


RLYGBTCDifference
Sharpe ratioReturn per unit of total volatility

+3.64

Sortino ratioReturn per unit of downside risk

+4.97

Omega ratioGain probability vs. loss probability

1.51

0.86

+0.65

Calmar ratioReturn relative to maximum drawdown

7.16

-0.77

+7.93

Martin ratioReturn relative to average drawdown

25.86

-1.38

+27.24

RLY vs. GBTC - Sharpe Ratio Comparison

The current RLY Sharpe Ratio is 2.73, which is higher than the GBTC Sharpe Ratio of -0.91. The chart below compares the historical Sharpe Ratios of RLY 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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Sharpe Ratios by Period


RLYGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

-0.91

+3.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.17

+0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.60

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.36

0.65

-0.29

Drawdowns

RLY vs. GBTC - Drawdown Comparison

The maximum RLY drawdown since its inception was -37.75%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for RLY and GBTC.


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Drawdown Indicators


RLYGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-37.75%

-89.91%

+52.16%

Max Drawdown (1Y)

Largest decline over 1 year

-3.93%

-52.45%

+48.52%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-52.45%

+42.37%

Max Drawdown (5Y)

Largest decline over 5 years

-18.94%

-85.42%

+66.48%

Max Drawdown (10Y)

Largest decline over 10 years

-34.17%

-89.91%

+55.74%

Current Drawdown

Current decline from peak

-3.93%

-50.05%

+46.12%

Average Drawdown

Average peak-to-trough decline

-9.45%

-43.44%

+33.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.09%

29.16%

-28.07%

Volatility

RLY vs. GBTC - Volatility Comparison

The current volatility for SPDR SSgA Multi-Asset Real Return ETF (RLY) is 3.47%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 11.75%. This indicates that RLY 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


RLYGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.47%

11.75%

-8.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.46%

34.55%

-26.09%

Volatility (1Y)

Calculated over the trailing 1-year period

10.34%

44.19%

-33.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.57%

62.40%

-48.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.83%

82.22%

-68.39%

RLY vs. GBTC - Expense Ratio Comparison

RLY has a 0.50% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

RLY vs. GBTC - Dividend Comparison

RLY's dividend yield for the trailing twelve months is around 2.93%, 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%
RLY
SPDR SSgA Multi-Asset Real Return ETF
2.93%3.24%3.31%3.71%5.66%12.15%2.16%3.45%2.76%1.85%2.07%1.80%

Frequently Asked Questions


RLY and GBTC have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (11.75%) compared to RLY (3.47%). In terms of maximum drawdown, RLY dropped -37.75% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 49.25% vs 8.25% for RLY. On fees, RLY is cheaper at 0.50% per year. On volatility, RLY has been the lower-risk option at 3.47%. 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 49.25% return vs 8.25%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

RLY is cheaper with a 0.50% expense ratio, compared with 1.50% for GBTC.

RLY has the higher dividend yield at 2.93%, compared with 0.00% for GBTC.

RLY is categorized as Hedge Fund, while GBTC is Cryptocurrency. They also come from different issuers: State Street and Grayscale. Their fees differ too: 0.50% for RLY and 1.50% for GBTC.

RLY currently has the higher Sharpe Ratio (2.73 vs -0.91), 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.

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