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AETH vs. ETH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AETH vs. ETH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Ethereum Strategy ETF (AETH) and Grayscale Ethereum Staking Mini ETF (ETH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AETH achieves a -9.79% return, which is significantly higher than ETH's -38.95% return.


AETH

1D
-0.01%
1M
-4.98%
YTD
-9.79%
6M
-15.30%
1Y
-16.05%
3Y*
5Y*
10Y*

ETH

1D
-5.52%
1M
-23.42%
YTD
-38.95%
6M
-42.17%
1Y
-30.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AETH vs. ETH - Yearly Performance Comparison


2026 (YTD)20252024
AETH
Bitwise Ethereum Strategy ETF
-9.79%-0.11%-5.45%
ETH
Grayscale Ethereum Staking Mini ETF
-38.95%-10.89%-3.70%

Correlation

The correlation between AETH and ETH is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.69

The correlation between AETH and ETH has been stable across timeframes, ranging from 0.63 to 0.69 - a consistent structural relationship.

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Return for Risk

AETH vs. ETH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AETH
AETH Risk / Return Rank: 66
Overall Rank
AETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
AETH Sortino Ratio Rank: 66
Sortino Ratio Rank
AETH Omega Ratio Rank: 55
Omega Ratio Rank
AETH Calmar Ratio Rank: 55
Calmar Ratio Rank
AETH Martin Ratio Rank: 66
Martin Ratio Rank

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

AETH vs. ETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Ethereum Strategy ETF (AETH) and Grayscale Ethereum Staking Mini ETF (ETH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AETHETHDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

0.96

0.97

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.50

+0.13

Martin ratioReturn relative to average drawdown

-0.52

-0.82

+0.30

AETH vs. ETH - Sharpe Ratio Comparison

The current AETH Sharpe Ratio is -0.36, which is comparable to the ETH Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of AETH and ETH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AETHETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

-0.45

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.41

+0.78

Drawdowns

AETH vs. ETH - Drawdown Comparison

The maximum AETH drawdown since its inception was -47.78%, smaller than the maximum ETH drawdown of -64.01%. Use the drawdown chart below to compare losses from any high point for AETH and ETH.


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Drawdown Indicators


AETHETHDifference

Max Drawdown

Largest peak-to-trough decline

-47.78%

-64.01%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-43.98%

-62.40%

+18.42%

Current Drawdown

Current decline from peak

-43.85%

-62.40%

+18.55%

Average Drawdown

Average peak-to-trough decline

-24.65%

-32.58%

+7.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.86%

37.50%

-6.64%

Volatility

AETH vs. ETH - Volatility Comparison

The current volatility for Bitwise Ethereum Strategy ETF (AETH) is 4.02%, while Grayscale Ethereum Staking Mini ETF (ETH) has a volatility of 9.90%. This indicates that AETH experiences smaller price fluctuations and is considered to be less risky than ETH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AETHETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.02%

9.90%

-5.88%

Volatility (6M)

Calculated over the trailing 6-month period

27.18%

46.02%

-18.84%

Volatility (1Y)

Calculated over the trailing 1-year period

45.03%

68.34%

-23.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.68%

72.26%

-17.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.68%

72.26%

-17.58%

AETH vs. ETH - Expense Ratio Comparison

AETH has a 0.90% expense ratio, which is higher than ETH's 0.15% expense ratio.


Dividends

AETH vs. ETH - Dividend Comparison

AETH's dividend yield for the trailing twelve months is around 2.67%, while ETH has not paid dividends to shareholders.


PositionTTM202520242023
AETH
Bitwise Ethereum Strategy ETF
2.67%2.41%14.73%6.64%
ETH
Grayscale Ethereum Staking Mini ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


AETH and ETH have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETH has higher volatility (9.90%) compared to AETH (4.02%). In terms of maximum drawdown, AETH dropped -47.78% vs ETH's -64.01%.

On 1-year performance, AETH leads with -16.05% vs -30.84% for ETH. On fees, ETH is cheaper at 0.15% per year. On volatility, AETH has been the lower-risk option at 4.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AETH has performed better with a -16.05% return vs -30.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ETH is cheaper with a 0.15% expense ratio, compared with 0.90% for AETH.

AETH has the higher dividend yield at 2.67%, compared with 0.00% for ETH.

They also come from different issuers: Bitwise and Grayscale. Their fees differ too: 0.90% for AETH and 0.15% for ETH.

AETH currently has the higher Sharpe Ratio (-0.36 vs -0.45), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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