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EETH vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

EETH vs. ETH-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ether Strategy ETF (EETH) and Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with EETH having a -43.67% return and ETH-USD slightly higher at -41.51%.


EETH

1D
-1.72%
1M
-20.52%
YTD
-43.67%
6M
-44.10%
1Y
-32.78%
3Y*
5Y*
10Y*

ETH-USD

1D
1.52%
1M
-18.60%
YTD
-41.51%
6M
-41.70%
1Y
-27.91%
3Y*
-2.80%
5Y*
-1.65%
10Y*
62.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EETH vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023
EETH
ProShares Ether Strategy ETF
-43.67%-17.19%33.29%31.40%
ETH-USD
Ethereum
-41.51%-10.91%46.00%31.60%

Correlation

The correlation between EETH and ETH-USD is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2023

0.69

The correlation between EETH and ETH-USD has been stable across timeframes, ranging from 0.69 to 0.69 - a consistent structural relationship.

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Return for Risk

EETH vs. ETH-USD — Risk / Return Rank

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

EETH
EETH Risk / Return Rank: 55
Overall Rank
EETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
EETH Sortino Ratio Rank: 55
Sortino Ratio Rank
EETH Omega Ratio Rank: 55
Omega Ratio Rank
EETH Calmar Ratio Rank: 55
Calmar Ratio Rank
EETH Martin Ratio Rank: 55
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 7373
Overall Rank
ETH-USD Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 7070
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 7070
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7777
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.

EETH vs. ETH-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ether Strategy ETF (EETH) and Ethereum (ETH-USD). 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.


EETHETH-USDDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

0.96

0.98

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.51

-0.41

-0.10

Martin ratioReturn relative to average drawdown

-0.86

-0.69

-0.16

EETH vs. ETH-USD - Sharpe Ratio Comparison

The current EETH Sharpe Ratio is -0.51, which is comparable to the ETH-USD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of EETH and ETH-USD, 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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Drawdowns

EETH vs. ETH-USD - Drawdown Comparison

The maximum EETH drawdown since its inception was -68.70%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for EETH and ETH-USD.


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Drawdown Indicators


EETHETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-68.70%

-94.01%

+25.31%

Max Drawdown (1Y)

Largest decline over 1 year

-68.70%

-67.53%

-1.17%

Max Drawdown (3Y)

Largest decline over 3 years

-67.53%

Max Drawdown (5Y)

Largest decline over 5 years

-79.35%

Max Drawdown (10Y)

Largest decline over 10 years

-94.01%

Current Drawdown

Current decline from peak

-66.18%

-64.08%

-2.10%

Average Drawdown

Average peak-to-trough decline

-30.07%

-50.92%

+20.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.05%

41.69%

-0.64%

Volatility

EETH vs. ETH-USD - Volatility Comparison

ProShares Ether Strategy ETF (EETH) has a higher volatility of 19.22% compared to Ethereum (ETH-USD) at 18.23%. This indicates that EETH's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EETHETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.22%

18.23%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

46.96%

46.07%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

69.37%

56.24%

+13.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.13%

59.46%

+9.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.13%

77.06%

-7.93%

Frequently Asked Questions


EETH and ETH-USD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EETH has higher volatility (19.22%) compared to ETH-USD (18.23%). In terms of maximum drawdown, EETH dropped -68.70% vs ETH-USD's -94.01%.

ETH-USD currently has the higher Sharpe Ratio (-0.41 vs -0.51), 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.

Portfolio Optimizer

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