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ETCO vs. BITC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETCO vs. BITC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Covered Call ETF (ETCO) and Bitwise Bitcoin Strategy Optimum Roll ETF (BITC). 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 -34.69% return, which is significantly lower than BITC's -1.76% return.


ETCO

1D
-2.50%
1M
5.77%
6M
-27.08%
YTD
-34.69%
1Y
3Y*
5Y*
10Y*
ALL TIME*

BITC

1D
-2.97%
1M
-1.31%
6M
-1.00%
YTD
-1.76%
1Y
-24.54%
3Y*
29.84%
5Y*
10Y*
ALL TIME*
26.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$51.18K$64.98K$91.15K
$41.84K$37.58K$56.92K

ETCO vs. BITC - Yearly Performance Comparison


Correlation

The correlation between ETCO and BITC is 0.46, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 4, 2025

0.46

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Return for Risk

ETCO vs. BITC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ETCO

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


BITC
BITC Risk / Return Rank: 22
Overall Rank
BITC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BITC Sortino Ratio Rank: 22
Sortino Ratio Rank
BITC Omega Ratio Rank: 11
Omega Ratio Rank
BITC Calmar Ratio Rank: 11
Calmar Ratio Rank
BITC Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ETCO vs. BITC - Risk-Adjusted Trends Comparison

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


ETCOBITCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.80

Calmar ratioReturn relative to maximum drawdown

-0.89

Martin ratioReturn relative to average drawdown

-1.19

ETCO vs. BITC - Sharpe Ratio Comparison


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Drawdowns

ETCO vs. BITC - Drawdown Comparison

The maximum ETCO drawdown since its inception was -59.43%, which is greater than BITC's maximum drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for ETCO and BITC.


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Drawdown Indicators


ETCOBITCDifference

Max Drawdown

Largest peak-to-trough decline

-59.43%

-38.51%

-20.92%

Max Drawdown (1Y)

Largest decline over 1 year

-27.89%

Max Drawdown (3Y)

Largest decline over 3 years

-38.51%

Current Drawdown

Current decline from peak

-55.22%

-32.48%

-22.74%

Average Drawdown

Average peak-to-trough decline

-38.17%

-16.98%

-21.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

20.72%

Volatility

ETCO vs. BITC - Volatility Comparison


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Volatility by Period


ETCOBITCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.07%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

Volatility (1Y)

Calculated over the trailing 1-year period

50.60%

25.11%

+25.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.60%

45.81%

+4.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.60%

45.81%

+4.79%

ETCO vs. BITC - Expense Ratio Comparison

ETCO has a 0.66% expense ratio, which is lower than BITC's 0.88% expense ratio.


Dividends

ETCO vs. BITC - Dividend Comparison

ETCO's dividend yield for the trailing twelve months is around 153.50%, more than BITC's 3.42% yield.


PositionTTM202520242023
BITC
Bitwise Bitcoin Strategy Optimum Roll ETF
3.42%3.36%42.68%5.82%
ETCO
Grayscale Ethereum Covered Call ETF
153.50%42.29%0.00%0.00%

Frequently Asked Questions


ETCO and BITC have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, ETCO is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

ETCO is cheaper with a 0.66% expense ratio, compared with 0.88% for BITC.

ETCO has the higher dividend yield at 153.50%, compared with 3.42% for BITC.

They also come from different issuers: Grayscale and Bitwise. Their fees differ too: 0.66% for ETCO and 0.88% for BITC.

Portfolio Optimizer

Find the right allocation for ETCO and BITC

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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