On the 26th May 2020 CoinShares announced the launch of the CoinShares Gold and Cryptoassets Index (CGCI), the first EU Benchmark Regulations (EU BMR) compliant index for the digital asset industry that combines digital assets and gold. The index, now live on Bloomberg Terminals and Refinitiv (formerly Reuters), is designed to provide exposure to cryptoassets while improving average returns and reducing volatility.

The CGCI is a novel index designed to have moderate operating costs and provide risk-managed exposure to cryptoassets. The unique construction of the index leverages the characteristics of two asset classes –the high volatility of cryptoassets, the low volatility of gold, and the lack of correlation between the two.