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ETCO vs. BTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETCO vs. BTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grayscale Ethereum Covered Call ETF (ETCO) and Grayscale Bitcoin Mini Trust ETF (BTC). 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 -33.38% return, which is significantly lower than BTC's -25.36% return.


ETCO

1D
-5.43%
1M
-20.32%
YTD
-33.38%
6M
-34.60%
1Y
3Y*
5Y*
10Y*

BTC

1D
-2.73%
1M
-18.40%
YTD
-25.36%
6M
-29.74%
1Y
-38.61%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETCO vs. BTC - Yearly Performance Comparison


2026 (YTD)2025
ETCO
Grayscale Ethereum Covered Call ETF
-33.38%-24.78%
BTC
Grayscale Bitcoin Mini Trust ETF
-25.36%-20.34%

Correlation

The correlation between ETCO and BTC 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. BTC — Risk / Return Rank

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

ETCO

BTC
BTC Risk / Return Rank: 22
Overall Rank
BTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTC Sortino Ratio Rank: 22
Sortino Ratio Rank
BTC Omega Ratio Rank: 22
Omega Ratio Rank
BTC Calmar Ratio Rank: 22
Calmar Ratio Rank
BTC 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. BTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Covered Call ETF (ETCO) and Grayscale Bitcoin Mini Trust ETF (BTC). 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. BTC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ETCOBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.16

-0.00

-1.16

Drawdowns

ETCO vs. BTC - Drawdown Comparison

The maximum ETCO drawdown since its inception was -56.81%, which is greater than BTC's maximum drawdown of -49.34%. Use the drawdown chart below to compare losses from any high point for ETCO and BTC.


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Drawdown Indicators


ETCOBTCDifference

Max Drawdown

Largest peak-to-trough decline

-56.81%

-49.34%

-7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-49.34%

Current Drawdown

Current decline from peak

-54.32%

-47.98%

-6.34%

Average Drawdown

Average peak-to-trough decline

-34.43%

-16.61%

-17.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.38%

Volatility

ETCO vs. BTC - Volatility Comparison


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Volatility by Period


ETCOBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.40%

Volatility (6M)

Calculated over the trailing 6-month period

34.45%

Volatility (1Y)

Calculated over the trailing 1-year period

52.49%

43.69%

+8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.49%

48.30%

+4.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.49%

48.30%

+4.19%

ETCO vs. BTC - Expense Ratio Comparison

ETCO has a 0.66% expense ratio, which is higher than BTC's 0.15% expense ratio.


Dividends

ETCO vs. BTC - Dividend Comparison

ETCO's dividend yield for the trailing twelve months is around 127.41%, while BTC has not paid dividends to shareholders.


PositionTTM2025
BTC
Grayscale Bitcoin Mini Trust ETF
0.00%0.00%
ETCO
Grayscale Ethereum Covered Call ETF
127.41%42.29%

Frequently Asked Questions


ETCO and BTC 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, BTC is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BTC is cheaper with a 0.15% expense ratio, compared with 0.66% for ETCO.

ETCO has the higher dividend yield at 127.41%, compared with 0.00% for BTC.

Their fees differ too: 0.66% for ETCO and 0.15% for BTC.

Portfolio Optimizer

Find the right allocation for ETCO and BTC

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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