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

Performance

CETH.DE vs. IUSN.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in CoinShares Physical Ethereum (ETH) (CETH.DE) and iShares MSCI World Small Cap UCITS ETF (IUSN.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 IUSN.DE's 14.82% return.


CETH.DE

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

IUSN.DE

1D
0.51%
1M
3.94%
YTD
14.82%
6M
15.82%
1Y
30.05%
3Y*
14.95%
5Y*
8.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
CETH.DE
CoinShares Physical Ethereum (ETH)
-39.33%-21.13%53.89%91.46%-66.40%43.27%
IUSN.DE
iShares MSCI World Small Cap UCITS ETF
14.82%7.82%13.17%13.11%-13.82%7.25%

Correlation

The correlation between CETH.DE and IUSN.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.34

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2021

0.38

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Return for Risk

CETH.DE vs. IUSN.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

IUSN.DE
IUSN.DE Risk / Return Rank: 7373
Overall Rank
IUSN.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IUSN.DE Sortino Ratio Rank: 6969
Sortino Ratio Rank
IUSN.DE Omega Ratio Rank: 6666
Omega Ratio Rank
IUSN.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
IUSN.DE Martin Ratio Rank: 8080
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. IUSN.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (CETH.DE) and iShares MSCI World Small Cap UCITS ETF (IUSN.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.DEIUSN.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.75

Sortino ratioReturn per unit of downside risk

-3.66

Omega ratioGain probability vs. loss probability

0.94

1.39

-0.45

Calmar ratioReturn relative to maximum drawdown

-0.54

4.20

-4.74

Martin ratioReturn relative to average drawdown

-0.92

15.62

-16.54

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

The current CETH.DE Sharpe Ratio is -0.56, which is lower than the IUSN.DE Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of CETH.DE and IUSN.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.DEIUSN.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.56

2.19

-2.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.11

0.53

-0.64

Drawdowns

CETH.DE vs. IUSN.DE - Drawdown Comparison

The maximum CETH.DE drawdown since its inception was -76.74%, which is greater than IUSN.DE's maximum drawdown of -40.23%. Use the drawdown chart below to compare losses from any high point for CETH.DE and IUSN.DE.


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Drawdown Indicators


CETH.DEIUSN.DEDifference

Max Drawdown

Largest peak-to-trough decline

-76.74%

-40.23%

-36.51%

Max Drawdown (1Y)

Largest decline over 1 year

-61.38%

-7.12%

-54.26%

Max Drawdown (3Y)

Largest decline over 3 years

-64.55%

-24.32%

-40.23%

Max Drawdown (5Y)

Largest decline over 5 years

-24.32%

Current Drawdown

Current decline from peak

-62.93%

0.00%

-62.93%

Average Drawdown

Average peak-to-trough decline

-42.92%

-7.03%

-35.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.18%

1.92%

+34.26%

Volatility

CETH.DE vs. IUSN.DE - Volatility Comparison

CoinShares Physical Ethereum (ETH) (CETH.DE) has a higher volatility of 10.13% compared to iShares MSCI World Small Cap UCITS ETF (IUSN.DE) at 3.46%. This indicates that CETH.DE's price experiences larger fluctuations and is considered to be riskier than IUSN.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.DEIUSN.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.13%

3.46%

+6.67%

Volatility (6M)

Calculated over the trailing 6-month period

42.06%

9.56%

+32.50%

Volatility (1Y)

Calculated over the trailing 1-year period

59.59%

13.64%

+45.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

67.66%

16.53%

+51.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.66%

18.31%

+49.35%

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

CETH.DE has a 0.00% expense ratio, which is lower than IUSN.DE's 0.35% expense ratio.


Dividends

CETH.DE vs. IUSN.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CETH.DE and IUSN.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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 0.35% for IUSN.DE.

CETH.DE is categorized as Cryptocurrency, while IUSN.DE is Global Equities. They also come from different issuers: CoinShares and iShares. Their fees differ too: 0.00% for CETH.DE and 0.35% for IUSN.DE.

Portfolio Optimizer

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