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Evolve Cryptocurrencies ETF (ETC.TO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

Issuer
Evolve
Inception Date
Aug 21, 2024
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Cryptocurrency
Asset Class Size
Multi-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

Performance Chart

The chart shows the growth of an initial investment of CA$10,000 in Evolve Cryptocurrencies ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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S&P 500 Index

Different Benchmark Currency

ETC.TO is traded in CAD, while the ^GSPC benchmark is in USD. To make them comparable, the benchmark values have been converted to CAD using the latest available exchange rates.

Returns By Period

Evolve Cryptocurrencies ETF (ETC.TO) has returned -23.10% so far this year and -19.35% over the past 12 months.


Evolve Cryptocurrencies ETF

1D
2.26%
1M
5.54%
YTD
-23.10%
6M
-43.95%
1Y
-19.35%
3Y*
25.53%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
2.80%
1M
-3.22%
YTD
-3.34%
6M
-2.48%
1Y
12.46%
3Y*
17.80%
5Y*
12.48%
10Y*
12.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2021, ETC.TO's average daily return is +0.08%, while the average monthly return is +1.95%. At this rate, your investment would double in approximately 3.0 years.

Historically, 55% of months were positive and 45% were negative. The best month was Feb 2024 with a return of +47.1%, while the worst month was Jun 2022 at -41.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETC.TO closed higher 48% of trading days. The best single day was Mar 13, 2023 with a return of +19.2%, while the worst single day was Jun 13, 2022 at -21.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-5.32%-23.04%5.54%-23.10%
20257.58%-20.02%-4.32%9.39%11.15%1.30%16.34%-3.83%4.42%-4.75%-17.26%-7.53%-13.66%
20242.40%47.12%10.58%-15.66%17.02%-10.56%5.64%-14.41%6.57%10.79%40.96%-1.68%117.58%
202335.80%2.73%18.41%3.44%-6.94%8.54%-5.58%-8.64%3.32%23.76%8.69%9.31%126.17%
2022-19.71%7.74%9.47%-13.59%-22.99%-41.14%35.92%-11.07%-1.61%5.51%-18.76%-3.57%-63.55%
20211.20%40.71%-0.63%-21.48%11.10%

Benchmark Metrics

Evolve Cryptocurrencies ETF has an annualized alpha of 3.82%, beta of 1.23, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since September 28, 2021.

  • This ETF captured 234.95% of S&P 500 Index gains and 219.90% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • R² of 0.12 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.82%
Beta
1.23
0.12
Upside Capture
234.95%
Downside Capture
219.90%

Expense Ratio

ETC.TO has an expense ratio of 0.75%, placing it in the medium range.


Return for Risk

Risk / Return Rank

ETC.TO ranks 6 for risk / return — in the bottom 6% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


ETC.TO Risk / Return Rank: 66
Overall Rank
ETC.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETC.TO Sortino Ratio Rank: 66
Sortino Ratio Rank
ETC.TO Omega Ratio Rank: 66
Omega Ratio Rank
ETC.TO Calmar Ratio Rank: 66
Calmar Ratio Rank
ETC.TO Martin Ratio Rank: 66
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Evolve Cryptocurrencies ETF (ETC.TO) and compare them to a chosen benchmark (S&P 500 Index).


ETC.TOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.40

0.69

-1.09

Sortino ratio

Return per unit of downside risk

-0.28

1.06

-1.33

Omega ratio

Gain probability vs. loss probability

0.97

1.17

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.38

1.14

-1.52

Martin ratio

Return relative to average drawdown

-0.79

4.22

-5.01

Explore ETC.TO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Evolve Cryptocurrencies ETF provided a 0.76% dividend yield over the last twelve months, with an annual payout of CA$0.10 per share.


0.10%0.20%0.30%0.40%0.50%0.60%CA$0.00CA$0.02CA$0.04CA$0.06CA$0.08CA$0.1020242025
Dividends
Dividend Yield
PeriodTTM20252024
DividendCA$0.10CA$0.10CA$0.01

Dividend yield

0.76%0.58%0.05%

Monthly Dividends

The table displays the monthly dividend distributions for Evolve Cryptocurrencies ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026CA$0.00CA$0.00CA$0.00CA$0.00
2025CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.00CA$0.10CA$0.10
2024CA$0.01CA$0.01

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Evolve Cryptocurrencies ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Evolve Cryptocurrencies ETF was 75.66%, occurring on Nov 22, 2022. Recovery took 325 trading sessions.

The current Evolve Cryptocurrencies ETF drawdown is 49.34%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-75.66%Nov 10, 2021260Nov 22, 2022325Mar 11, 2024585
-53%Oct 7, 202584Feb 5, 2026
-34.46%Dec 18, 202476Apr 8, 202566Jul 14, 2025142
-30.67%Mar 14, 2024122Sep 6, 202445Nov 11, 2024167
-11.07%Aug 14, 202530Sep 25, 20256Oct 3, 202536

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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