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ISIN
US38963Q1076
Issuer
Grayscale
Inception Date
Apr 24, 2017
Region
Global (Broad)
Leveraged
1x (No leverage)
Index Tracked
Ethereum Classic (ETC)
Domicile
United States
Distribution Policy
Accumulating
Asset Class
Cryptocurrency
Assets Under Management
$141M

Share Price Chart


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Performance

ETCG Performance Chart

Grayscale Ethereum Classic Trust (ETC) (ETCG) is down 40.4% since the beginning of the year. ETCG is currently trading at $4 per share. Investors who bought $1,000 worth of ETCG shares 5 years ago would now be looking at an investment worth $101.


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S&P 500 Index

Returns By Period

Grayscale Ethereum Classic Trust (ETC) (ETCG) has returned -40.43% so far this year and -54.75% over the past 12 months.


Grayscale Ethereum Classic Trust (ETC)

1D
-4.83%
1M
-16.54%
YTD
-40.43%
6M
-46.70%
1Y
-54.75%
3Y*
-10.94%
5Y*
-36.84%
10Y*

Benchmark (S&P 500 Index)

1D
-2.64%
1M
0.25%
YTD
7.86%
6M
7.47%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETCG Monthly Returns History

Based on dividend-adjusted daily data since May 10, 2018, ETCG's average daily return is +0.16%, while the average monthly return is +4.48%. At this rate, an investment would double in approximately 1.3 years.

Historically, 42% of months were positive and 58% were negative. The best month was May 2019 with a return of +192.2%, while the worst month was Jun 2019 at -60.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 7 months.

On a daily basis, ETCG closed higher 46% of trading days. The best single day was May 11, 2018 with a return of +52.7%, while the worst single day was May 7, 2021 at -37.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-19.52%-11.49%-4.76%1.36%-2.58%-11.07%-40.43%
20259.19%-27.55%-10.26%-1.25%15.79%-5.63%28.12%1.23%-11.68%-10.94%-10.17%-14.21%-39.78%
20245.91%22.88%8.97%-28.89%26.14%-17.95%-16.33%-11.35%-13.23%6.50%73.12%-26.98%-9.57%
202379.74%20.91%3.76%-9.42%-7.68%30.85%-8.87%-0.44%-3.80%23.22%21.18%21.04%289.22%
2022-18.59%-16.48%45.77%-35.91%-3.32%-47.87%144.78%-1.01%-37.07%-1.24%-26.97%-44.46%-80.45%
202134.06%75.23%-20.93%150.08%34.79%1.25%-10.42%2.59%-26.40%-10.56%0.04%-36.12%145.11%

Benchmark Metrics

Grayscale Ethereum Classic Trust (ETC) has an annualized alpha of -61.70%, beta of 1.74, and R2 of 0.12 versus S&P 500 Index. Calculated based on daily prices since May 11, 2018.

  • This ETF participated in 317.15% of S&P 500 Index downside but only -72.57% of its upside - more exposed to losses than it benefited from rallies.
  • 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
-61.70%
Beta
1.74
0.12
Upside Capture
-72.57%
Downside Capture
317.15%

Expense Ratio

ETCG has a high expense ratio of 2.50%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

ETCG ranks 2 for risk / return — in the bottom 2% 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.


ETCG Risk / Return Rank: 22
Overall Rank
ETCG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETCG Sortino Ratio Rank: 22
Sortino Ratio Rank
ETCG Omega Ratio Rank: 22
Omega Ratio Rank
ETCG Calmar Ratio Rank: 22
Calmar Ratio Rank
ETCG Martin Ratio Rank: 33
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 Grayscale Ethereum Classic Trust (ETC) (ETCG) and compare them to S&P 500 Index.


ETCGBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.84

Calmar ratioReturn relative to maximum drawdown

-0.80

Martin ratioReturn relative to average drawdown

-1.25

Dividends

Dividend History


Grayscale Ethereum Classic Trust (ETC) doesn't pay dividends

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 Grayscale Ethereum Classic Trust (ETC). 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 Grayscale Ethereum Classic Trust (ETC) was 96.59%, occurring on Dec 30, 2022. The portfolio has not yet recovered.

The current Grayscale Ethereum Classic Trust (ETC) drawdown is 95.69%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-96.59%Dec 2022
1y 7mo
5y 1moMay 2021 - now
2020 bear market2020
-92.08%Oct 2020
2y 5mo6mo 17d
2y 11moMay 2018 - May 2021
2018 correction2018
-13.87%May 2018
0s7d
7dMay 2018 - May 2018

Drawdown Indicators


ETCGBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-96.59%

-9.10%

-87.49%

Max Drawdown (1Y)

Largest decline over 1 year

-68.71%

Max Drawdown (3Y)

Largest decline over 3 years

-79.59%

Max Drawdown (5Y)

Largest decline over 5 years

-92.70%

Current Drawdown

Current decline from peak

-95.69%

-2.97%

-92.72%

Average Drawdown

Average peak-to-trough decline

-82.68%

-1.13%

-81.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.83%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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