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CETH.DE vs. DA20.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CETH.DE vs. DA20.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CoinShares Physical Ethereum (ETH) (CETH.DE) and Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CETH.DE achieves a -39.33% return, which is significantly lower than DA20.DE's -35.04% return.


CETH.DE

1D
-3.68%
1M
-24.82%
YTD
-39.33%
6M
-43.83%
1Y
-33.29%
3Y*
-3.03%
5Y*
10Y*

DA20.DE

1D
-4.79%
1M
-20.97%
YTD
-35.04%
6M
-41.28%
1Y
-42.47%
3Y*
11.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CETH.DE vs. DA20.DE - Yearly Performance Comparison


2026 (YTD)202520242023
CETH.DE
CoinShares Physical Ethereum (ETH)
-39.33%-21.13%53.89%27.92%
DA20.DE
Bitwise MSCI Digital Assets Select 20 ETP
-35.04%-25.93%90.42%53.73%

Correlation

The correlation between CETH.DE and DA20.DE is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Apr 25, 2023

0.92

The correlation between CETH.DE and DA20.DE has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.

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Return for Risk

CETH.DE vs. DA20.DE — Risk / Return Rank

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

CETH.DE
CETH.DE Risk / Return Rank: 55
Overall Rank
CETH.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
CETH.DE Sortino Ratio Rank: 55
Sortino Ratio Rank
CETH.DE Omega Ratio Rank: 55
Omega Ratio Rank
CETH.DE Calmar Ratio Rank: 55
Calmar Ratio Rank
CETH.DE Martin Ratio Rank: 55
Martin Ratio Rank

DA20.DE
DA20.DE Risk / Return Rank: 33
Overall Rank
DA20.DE Sharpe Ratio Rank: 33
Sharpe Ratio Rank
DA20.DE Sortino Ratio Rank: 33
Sortino Ratio Rank
DA20.DE Omega Ratio Rank: 33
Omega Ratio Rank
DA20.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
DA20.DE 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.

CETH.DE vs. DA20.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (CETH.DE) and Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE). 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.


CETH.DEDA20.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.28

Sortino ratioReturn per unit of downside risk

+0.62

Omega ratioGain probability vs. loss probability

0.94

0.88

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.54

-0.71

+0.17

Martin ratioReturn relative to average drawdown

-0.92

-1.21

+0.29

CETH.DE vs. DA20.DE - Sharpe Ratio Comparison

The current CETH.DE Sharpe Ratio is -0.56, which is higher than the DA20.DE Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of CETH.DE and DA20.DE, 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


CETH.DEDA20.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

-0.84

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.22

-0.33

Drawdowns

CETH.DE vs. DA20.DE - Drawdown Comparison

The maximum CETH.DE drawdown since its inception was -76.74%, which is greater than DA20.DE's maximum drawdown of -59.43%. Use the drawdown chart below to compare losses from any high point for CETH.DE and DA20.DE.


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Drawdown Indicators


CETH.DEDA20.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-59.43%

-17.31%

Max Drawdown (1Y)

Largest decline over 1 year

-61.38%

-59.43%

-1.95%

Max Drawdown (3Y)

Largest decline over 3 years

-64.55%

-59.43%

-5.12%

Current Drawdown

Current decline from peak

-62.93%

-59.43%

-3.50%

Average Drawdown

Average peak-to-trough decline

-42.92%

-20.27%

-22.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.18%

35.14%

+1.04%

Volatility

CETH.DE vs. DA20.DE - Volatility Comparison

The current volatility for CoinShares Physical Ethereum (ETH) (CETH.DE) is 10.13%, while Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE) has a volatility of 10.85%. This indicates that CETH.DE experiences smaller price fluctuations and is considered to be less risky than DA20.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CETH.DEDA20.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

10.85%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

42.06%

36.45%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

59.59%

50.62%

+8.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.66%

52.72%

+14.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.66%

52.72%

+14.94%

CETH.DE vs. DA20.DE - Expense Ratio Comparison

CETH.DE has a 0.00% expense ratio, which is lower than DA20.DE's 1.49% expense ratio.


Dividends

CETH.DE vs. DA20.DE - Dividend Comparison

Neither CETH.DE nor DA20.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, CETH.DE and DA20.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, CETH.DE is cheaper at 0.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CETH.DE is cheaper with a 0.00% expense ratio, compared with 1.49% for DA20.DE.

They also come from different issuers: CoinShares and Bitwise. Their fees differ too: 0.00% for CETH.DE and 1.49% for DA20.DE.

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