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ETCO vs. BITB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETCO vs. BITB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Covered Call ETF (ETCO) and Bitwise Bitcoin ETF (BITB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETCO achieves a -34.48% return, which is significantly lower than BITB's -27.44% return.


ETCO

1D
-1.66%
1M
-22.34%
YTD
-34.48%
6M
-36.17%
1Y
3Y*
5Y*
10Y*

BITB

1D
-2.76%
1M
-22.13%
YTD
-27.44%
6M
-31.39%
1Y
-39.60%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETCO vs. BITB - Yearly Performance Comparison


2026 (YTD)2025
ETCO
Grayscale Ethereum Covered Call ETF
-34.48%-24.78%
BITB
Bitwise Bitcoin ETF
-27.44%-20.36%

Correlation

The correlation between ETCO and BITB is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 5, 2025

0.90

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Return for Risk

ETCO vs. BITB — Risk / Return Rank

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

ETCO

BITB
BITB Risk / Return Rank: 22
Overall Rank
BITB Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITB Sortino Ratio Rank: 22
Sortino Ratio Rank
BITB Omega Ratio Rank: 22
Omega Ratio Rank
BITB Calmar Ratio Rank: 22
Calmar Ratio Rank
BITB Martin Ratio Rank: 22
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.

ETCO vs. BITB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Covered Call ETF (ETCO) and Bitwise Bitcoin ETF (BITB). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ETCO vs. BITB - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETCOBITBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.17

0.27

-1.44

Drawdowns

ETCO vs. BITB - Drawdown Comparison

The maximum ETCO drawdown since its inception was -56.81%, which is greater than BITB's maximum drawdown of -49.45%. Use the drawdown chart below to compare losses from any high point for ETCO and BITB.


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Drawdown Indicators


ETCOBITBDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-49.45%

-7.36%

Max Drawdown (1Y)

Largest decline over 1 year

-49.45%

Current Drawdown

Current decline from peak

-55.08%

-49.45%

-5.63%

Average Drawdown

Average peak-to-trough decline

-34.54%

-16.08%

-18.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.59%

Volatility

ETCO vs. BITB - Volatility Comparison


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Volatility by Period


ETCOBITBDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

Volatility (6M)

Calculated over the trailing 6-month period

33.85%

Volatility (1Y)

Calculated over the trailing 1-year period

52.38%

43.66%

+8.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.38%

49.97%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.38%

49.97%

+2.41%

ETCO vs. BITB - Expense Ratio Comparison

ETCO has a 0.66% expense ratio, which is higher than BITB's 0.20% expense ratio.


Dividends

ETCO vs. BITB - Dividend Comparison

ETCO's dividend yield for the trailing twelve months is around 129.56%, while BITB has not paid dividends to shareholders.


PositionTTM2025
BITB
Bitwise Bitcoin ETF
0.00%0.00%
ETCO
Grayscale Ethereum Covered Call ETF
129.56%42.29%

Frequently Asked Questions


ETCO and BITB have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BITB is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BITB is cheaper with a 0.20% expense ratio, compared with 0.66% for ETCO.

ETCO has the higher dividend yield at 129.56%, compared with 0.00% for BITB.

They also come from different issuers: Grayscale and Bitwise Asset Management. Their fees differ too: 0.66% for ETCO and 0.20% for BITB.

Portfolio Optimizer

Find the right allocation for ETCO and BITB

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