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BTCE.DE vs. ETHE.SW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BTCE.DEETHE.SW
YTD Return51.91%58.03%
1Y Return106.28%84.48%
Sharpe Ratio2.451.97
Daily Std Dev44.16%52.34%
Max Drawdown-74.62%-70.97%
Current Drawdown-10.91%-13.12%

Correlation

-0.50.00.51.00.7

The correlation between BTCE.DE and ETHE.SW is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BTCE.DE vs. ETHE.SW - Performance Comparison

In the year-to-date period, BTCE.DE achieves a 51.91% return, which is significantly lower than ETHE.SW's 58.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%60.00%2024FebruaryMarchAprilMayJune
45.47%
1.91%
BTCE.DE
ETHE.SW

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ETC Group Physical Bitcoin

CoinShares Physical Ethereum (ETH)

BTCE.DE vs. ETHE.SW - Expense Ratio Comparison

BTCE.DE has a 2.00% expense ratio, which is higher than ETHE.SW's 0.00% expense ratio.


BTCE.DE
ETC Group Physical Bitcoin
Expense ratio chart for BTCE.DE: current value at 2.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%2.00%
Expense ratio chart for ETHE.SW: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

BTCE.DE vs. ETHE.SW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ETC Group Physical Bitcoin (BTCE.DE) and CoinShares Physical Ethereum (ETH) (ETHE.SW). 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.


BTCE.DE
Sharpe ratio
The chart of Sharpe ratio for BTCE.DE, currently valued at 2.34, compared to the broader market0.002.004.006.002.34
Sortino ratio
The chart of Sortino ratio for BTCE.DE, currently valued at 3.10, compared to the broader market0.005.0010.003.10
Omega ratio
The chart of Omega ratio for BTCE.DE, currently valued at 1.37, compared to the broader market0.501.001.502.002.503.003.501.37
Calmar ratio
The chart of Calmar ratio for BTCE.DE, currently valued at 2.11, compared to the broader market0.005.0010.0015.0020.002.11
Martin ratio
The chart of Martin ratio for BTCE.DE, currently valued at 11.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.0011.43
ETHE.SW
Sharpe ratio
The chart of Sharpe ratio for ETHE.SW, currently valued at 1.70, compared to the broader market0.002.004.006.001.70
Sortino ratio
The chart of Sortino ratio for ETHE.SW, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Omega ratio
The chart of Omega ratio for ETHE.SW, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.32
Calmar ratio
The chart of Calmar ratio for ETHE.SW, currently valued at 1.48, compared to the broader market0.005.0010.0015.0020.001.48
Martin ratio
The chart of Martin ratio for ETHE.SW, currently valued at 6.70, compared to the broader market0.0020.0040.0060.0080.00100.00120.006.70

BTCE.DE vs. ETHE.SW - Sharpe Ratio Comparison

The current BTCE.DE Sharpe Ratio is 2.45, which roughly equals the ETHE.SW Sharpe Ratio of 1.97. The chart below compares the 12-month rolling Sharpe Ratio of BTCE.DE and ETHE.SW.


Rolling 12-month Sharpe Ratio1.002.003.004.005.002024FebruaryMarchAprilMayJune
2.34
1.70
BTCE.DE
ETHE.SW

Dividends

BTCE.DE vs. ETHE.SW - Dividend Comparison

Neither BTCE.DE nor ETHE.SW has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BTCE.DE vs. ETHE.SW - Drawdown Comparison

The maximum BTCE.DE drawdown since its inception was -74.62%, which is greater than ETHE.SW's maximum drawdown of -70.97%. Use the drawdown chart below to compare losses from any high point for BTCE.DE and ETHE.SW. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-12.80%
-13.48%
BTCE.DE
ETHE.SW

Volatility

BTCE.DE vs. ETHE.SW - Volatility Comparison

The current volatility for ETC Group Physical Bitcoin (BTCE.DE) is 9.86%, while CoinShares Physical Ethereum (ETH) (ETHE.SW) has a volatility of 13.85%. This indicates that BTCE.DE experiences smaller price fluctuations and is considered to be less risky than ETHE.SW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%2024FebruaryMarchAprilMayJune
9.86%
13.85%
BTCE.DE
ETHE.SW