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

Performance

DA20.DE vs. VETH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE) and VanEck Ethereum ETN (VETH.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, DA20.DE achieves a -35.04% return, which is significantly higher than VETH.DE's -39.67% return.


DA20.DE

1D
-4.79%
1M
-21.08%
YTD
-35.04%
6M
-38.56%
1Y
-41.32%
3Y*
11.60%
5Y*
10Y*

VETH.DE

1D
-3.74%
1M
-23.74%
YTD
-39.67%
6M
-41.55%
1Y
-32.43%
3Y*
-4.01%
5Y*
-7.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023
DA20.DE
Bitwise MSCI Digital Assets Select 20 ETP
-35.04%-25.93%90.42%53.73%
VETH.DE
VanEck Ethereum ETN
-39.67%-21.95%52.69%26.98%

Correlation

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

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Return for Risk

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

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

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

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

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

This table presents a comparison of risk-adjusted performance metrics for Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE) and VanEck Ethereum ETN (VETH.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.


DA20.DEVETH.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

0.88

0.94

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.71

-0.55

-0.16

Martin ratioReturn relative to average drawdown

-1.21

-0.93

-0.27

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

The current DA20.DE Sharpe Ratio is -0.84, which is lower than the VETH.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of DA20.DE and VETH.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


DA20.DEVETH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

-0.57

-0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

-0.02

+0.24

Drawdowns

DA20.DE vs. VETH.DE - Drawdown Comparison

The maximum DA20.DE drawdown since its inception was -59.43%, smaller than the maximum VETH.DE drawdown of -76.77%. Use the drawdown chart below to compare losses from any high point for DA20.DE and VETH.DE.


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Drawdown Indicators


DA20.DEVETH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.43%

-76.77%

+17.34%

Max Drawdown (1Y)

Largest decline over 1 year

-59.43%

-61.72%

+2.29%

Max Drawdown (3Y)

Largest decline over 3 years

-59.43%

-64.62%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-76.77%

Current Drawdown

Current decline from peak

-59.43%

-64.08%

+4.65%

Average Drawdown

Average peak-to-trough decline

-20.27%

-43.71%

+23.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.14%

36.40%

-1.26%

Volatility

DA20.DE vs. VETH.DE - Volatility Comparison

Bitwise MSCI Digital Assets Select 20 ETP (DA20.DE) has a higher volatility of 10.85% compared to VanEck Ethereum ETN (VETH.DE) at 10.16%. This indicates that DA20.DE's price experiences larger fluctuations and is considered to be riskier than VETH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DA20.DEVETH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.85%

10.16%

+0.69%

Volatility (6M)

Calculated over the trailing 6-month period

36.45%

42.41%

-5.96%

Volatility (1Y)

Calculated over the trailing 1-year period

50.62%

59.68%

-9.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.72%

68.20%

-15.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.72%

71.44%

-18.72%

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

DA20.DE has a 1.49% expense ratio, which is higher than VETH.DE's 1.00% expense ratio.


Dividends

DA20.DE vs. VETH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.96, DA20.DE and VETH.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, VETH.DE is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VETH.DE is cheaper with a 1.00% expense ratio, compared with 1.49% for DA20.DE.

DA20.DE tracks MSCI Global Digital Assets Select Top 20 Capped Index, while VETH.DE tracks MVIS CryptoCompare Ethereum VWAP Close Index. They also come from different issuers: Bitwise and VanEck. Their fees differ too: 1.49% for DA20.DE and 1.00% for VETH.DE.

Portfolio Optimizer

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