Grayscale Ethereum Covered Call ETF (ETCO)

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

Based on dividend-adjusted daily data since Sep 4, 2025, ETCO's average daily return is -0.34%, while the average monthly return is -7.44%.

Historically, 29% of months were positive and 71% were negative. The best month was Mar 2026 with a return of +8.5%, while the worst month was Feb 2026 at -23.7%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETCO closed higher 50% of trading days. The best single day was Dec 2, 2025 with a return of +7.6%, while the worst single day was Feb 5, 2026 at -13.8%.

Grayscale Ethereum Covered Call ETF has an annualized alpha of -59.24%, beta of 2.29, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since September 05, 2025.

• This ETF participated in 231.17% of S&P 500 Index downside but only -324.96% of its upside — more exposed to losses than it benefited from rallies.
• R² of 0.27 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.

ETCO has an expense ratio of 0.66%, placing it in the medium range.

The table below present risk-adjusted performance metrics for Grayscale Ethereum Covered Call ETF (ETCO) and compare them to a chosen benchmark (S&P 500 Index).

Grayscale Ethereum Covered Call ETF provided a 93.84% dividend yield over the last twelve months, with an annual payout of $10.68 per share.

The table displays the monthly dividend distributions for Grayscale Ethereum Covered Call ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Grayscale Ethereum Covered Call 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 Grayscale Ethereum Covered Call ETF was 56.81%, occurring on Feb 5, 2026. The portfolio has not yet recovered.

The current Grayscale Ethereum Covered Call ETF drawdown is 49.15%.

The chart below shows the rolling one-month volatility.