EDV vs. ETHA
EDV (Vanguard Extended Duration Treasury ETF) and ETHA (iShares Ethereum Trust ETF) are both exchange-traded funds - EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while ETHA is a Cryptocurrency fund tracking the CME CF Ether Dollar Reference Rate - New York Variant. Both are passively managed. Over the past year, EDV returned 3.37% vs -34.33% for ETHA. At a 0.06 correlation, their price movements are largely independent. EDV charges 0.05%/yr vs 0.25%/yr for ETHA.
Performance
EDV vs. ETHA - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDV achieves a 0.01% return, which is significantly higher than ETHA's -43.96% return.
EDV
- 1D
- -0.39%
- 1M
- 2.28%
- YTD
- 0.01%
- 6M
- 0.03%
- 1Y
- 3.37%
- 3Y*
- -4.76%
- 5Y*
- -10.27%
- 10Y*
- -3.49%
ETHA
- 1D
- -1.02%
- 1M
- -27.59%
- YTD
- -43.96%
- 6M
- -45.98%
- 1Y
- -34.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EDV vs. ETHA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 0.01% | 0.65% | -5.62% |
ETHA iShares Ethereum Trust ETF | -43.96% | -11.31% | -4.89% |
Correlation
The correlation between EDV and ETHA is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2024 | 0.06 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDV vs. ETHA — Risk / Return Rank
EDV
ETHA
EDV vs. ETHA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Extended Duration Treasury ETF (EDV) and iShares Ethereum Trust ETF (ETHA). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EDV | ETHA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.68 | ||
| Sortino ratioReturn per unit of downside risk | +0.78 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.94 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | -0.57 | +0.71 |
| Martin ratioReturn relative to average drawdown | 0.31 | -0.98 | +1.29 |
Loading charts...
Drawdowns
EDV vs. ETHA - Drawdown Comparison
The maximum EDV drawdown since its inception was -59.96%, smaller than the maximum ETHA drawdown of -67.56%. Use the drawdown chart below to compare losses from any high point for EDV and ETHA.
Loading charts...
Drawdown Indicators
| EDV | ETHA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.96% | -67.56% | +7.60% |
Max Drawdown (1Y)Largest decline over 1 year | -12.54% | -67.56% | +55.02% |
Max Drawdown (3Y)Largest decline over 3 years | -26.99% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -55.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | — | — |
Current DrawdownCurrent decline from peak | -54.12% | -65.65% | +11.53% |
Average DrawdownAverage peak-to-trough decline | -23.48% | -33.25% | +9.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.55% | 39.22% | -33.67% |
Volatility
EDV vs. ETHA - Volatility Comparison
The current volatility for Vanguard Extended Duration Treasury ETF (EDV) is 4.21%, while iShares Ethereum Trust ETF (ETHA) has a volatility of 17.30%. This indicates that EDV experiences smaller price fluctuations and is considered to be less risky than ETHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| EDV | ETHA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.21% | 17.30% | -13.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.89% | 46.58% | -36.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.54% | 69.29% | -54.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.62% | 72.65% | -51.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.82% | 72.65% | -52.83% |
EDV vs. ETHA - Expense Ratio Comparison
EDV has a 0.05% expense ratio, which is lower than ETHA's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
EDV vs. ETHA - Dividend Comparison
EDV's dividend yield for the trailing twelve months is around 4.95%, while ETHA has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 4.95% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
ETHA iShares Ethereum Trust ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EDV and ETHA have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETHA has higher volatility (17.30%) compared to EDV (4.21%). In terms of maximum drawdown, EDV dropped -59.96% vs ETHA's -67.56%.
On 1-year performance, EDV leads with 3.37% vs -34.33% for ETHA. On fees, EDV is cheaper at 0.05% per year. On volatility, EDV has been the lower-risk option at 4.21%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, EDV has performed better with a 3.37% return vs -34.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.25% for ETHA.
EDV has the higher dividend yield at 4.95%, compared with 0.00% for ETHA.
EDV is categorized as Government Bonds, while ETHA is Cryptocurrency. EDV tracks Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index, while ETHA tracks CME CF Ether Dollar Reference Rate - New York Variant. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.05% for EDV and 0.25% for ETHA.
EDV currently has the higher Sharpe Ratio (0.12 vs -0.56), 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.
Find the right allocation for EDV and ETHA
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer