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ETC.TO vs. ETHX-B.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETC.TO vs. ETHX-B.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Evolve Cryptocurrencies ETF (ETC.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETC.TO achieves a -27.60% return, which is significantly higher than ETHX-B.TO's -35.31% return.


ETC.TO

1D
3.43%
1M
2.82%
6M
-34.29%
YTD
-27.60%
1Y
-45.79%
3Y*
21.89%
5Y*
10Y*

ETHX-B.TO

1D
5.17%
1M
13.18%
6M
-40.72%
YTD
-35.31%
1Y
-36.02%
3Y*
0.72%
5Y*
0.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETC.TO vs. ETHX-B.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETC.TO
Evolve Cryptocurrencies ETF
-27.60%-13.66%117.58%126.17%-63.55%10.00%
ETHX-B.TO
CI Galaxy Ethereum ETF
-35.31%-15.87%55.80%90.02%-65.68%27.97%

Correlation

The correlation between ETC.TO and ETHX-B.TO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.88

The correlation between ETC.TO and ETHX-B.TO has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

ETC.TO vs. ETHX-B.TO — Risk / Return Rank

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

ETC.TO
ETC.TO Risk / Return Rank: 22
Overall Rank
ETC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
ETC.TO Omega Ratio Rank: 22
Omega Ratio Rank
ETC.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
ETC.TO Martin Ratio Rank: 33
Martin Ratio Rank

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 55
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 55
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHX-B.TO 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.

ETC.TO vs. ETHX-B.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Evolve Cryptocurrencies ETF (ETC.TO) and CI Galaxy Ethereum ETF (ETHX-B.TO). 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.


ETC.TOETHX-B.TODifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.94

Omega ratioGain probability vs. loss probability

0.85

0.95

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.81

-0.54

-0.27

Martin ratioReturn relative to average drawdown

-1.27

-0.83

-0.44

ETC.TO vs. ETHX-B.TO - Sharpe Ratio Comparison

The current ETC.TO Sharpe Ratio is -0.95, which is lower than the ETHX-B.TO Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of ETC.TO and ETHX-B.TO, 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

ETC.TO vs. ETHX-B.TO - Drawdown Comparison

The maximum ETC.TO drawdown since its inception was -75.66%, roughly equal to the maximum ETHX-B.TO drawdown of -78.38%. Use the drawdown chart below to compare losses from any high point for ETC.TO and ETHX-B.TO.


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Drawdown Indicators


ETC.TOETHX-B.TODifference

Max Drawdown

Largest peak-to-trough decline

-75.66%

-78.38%

+2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-56.51%

-67.14%

+10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-56.51%

-67.14%

+10.63%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-52.31%

-60.67%

+8.36%

Average Drawdown

Average peak-to-trough decline

-35.81%

-43.15%

+7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.20%

43.42%

-7.22%

Volatility

ETC.TO vs. ETHX-B.TO - Volatility Comparison

The current volatility for Evolve Cryptocurrencies ETF (ETC.TO) is 13.13%, while CI Galaxy Ethereum ETF (ETHX-B.TO) has a volatility of 16.01%. This indicates that ETC.TO experiences smaller price fluctuations and is considered to be less risky than ETHX-B.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETC.TOETHX-B.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.13%

16.01%

-2.88%

Volatility (6M)

Calculated over the trailing 6-month period

36.93%

45.79%

-8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

48.33%

66.58%

-18.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

54.08%

68.86%

-14.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.08%

71.77%

-17.69%

Dividends

ETC.TO vs. ETHX-B.TO - Dividend Comparison

ETC.TO's dividend yield for the trailing twelve months is around 0.81%, while ETHX-B.TO has not paid dividends to shareholders.


PositionTTM20252024
ETC.TO
Evolve Cryptocurrencies ETF
0.81%0.58%0.05%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, ETC.TO and ETHX-B.TO 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.

They also come from different issuers: Evolve and CI.

Portfolio Optimizer

Find the right allocation for ETC.TO and ETHX-B.TO

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