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Grayscale Bitcoin High Income ETF BTCC
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BTCC | Replication |
|---|---|---|
| Annualized growth | -16.0% | 17.9% |
| Annualized volatility | 31.4% | 29.3% |
| Sharpe ratio | -0.39 | 0.71 |
| Maximum drawdown | 45.4% | 30.9% |
| Replication fit (R²) | 0.82 · Tracking error 13.5% | |
Replication portfolio
The published portfolio below is the investable basket used to model BTCC’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IBIT | Alternatives · Bitcoin | 60.9% |
| MTUM | Factor · Momentum | 27.7% |
| SLV | Alternatives · Silver | 6.0% |
| VUG | Style · Growth | 5.4% |