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

Performance

ETH-USD vs. ETHU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ethereum (ETH-USD) and Volatility Shares 2x Ether ETF (ETHU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETH-USD achieves a -35.49% return, which is significantly higher than ETHU's -69.56% return.


ETH-USD

1D
1.23%
1M
21.96%
6M
-36.66%
YTD
-35.49%
1Y
-49.62%
3Y*
0.59%
5Y*
-4.29%
10Y*
65.40%
ALL TIME*
80.14%

ETHU

1D
-2.70%
1M
45.56%
6M
-69.56%
YTD
-69.56%
1Y
-86.31%
3Y*
5Y*
10Y*
ALL TIME*
-73.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

ETH-USD

Ethereum
$19.13T$19.02T$26.90T
$90.11M$85.60M$93.82M

ETH-USD vs. ETHU - Yearly Performance Comparison


2026 (YTD)20252024
ETH-USD
Ethereum
-35.49%-10.91%-11.57%
ETHU
Volatility Shares 2x Ether ETF
-69.56%-64.38%-48.73%

Correlation

The correlation between ETH-USD and ETHU is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.73

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2024

0.68

The correlation between ETH-USD and ETHU has been stable across timeframes, ranging from 0.68 to 0.73 - a consistent structural relationship.

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Return for Risk

ETH-USD vs. ETHU — Risk / Return Rank

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

ETH-USD
ETH-USD Risk / Return Rank: 7070
Overall Rank
ETH-USD Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6868
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6969
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 7777
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 7272
Martin Ratio Rank

ETHU
ETHU Risk / Return Rank: 33
Overall Rank
ETHU Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHU Sortino Ratio Rank: 33
Sortino Ratio Rank
ETHU Omega Ratio Rank: 33
Omega Ratio Rank
ETHU Calmar Ratio Rank: 11
Calmar Ratio Rank
ETHU Martin Ratio Rank: 33
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.

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

This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Volatility Shares 2x Ether ETF (ETHU). 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.


ETH-USDETHUDifference
Sharpe ratioReturn per unit of total volatility

-0.11

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

0.90

0.88

+0.02

Calmar ratioReturn relative to maximum drawdown

-0.73

-0.92

+0.19

Martin ratioReturn relative to average drawdown

-1.10

-1.21

+0.11

ETH-USD vs. ETHU - Sharpe Ratio Comparison

The current ETH-USD Sharpe Ratio is -0.75, which is comparable to the ETHU Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of ETH-USD and ETHU, 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

ETH-USD vs. ETHU - Drawdown Comparison

The maximum ETH-USD drawdown since its inception was -94.01%, roughly equal to the maximum ETHU drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for ETH-USD and ETHU.


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Drawdown Indicators


ETH-USDETHUDifference

Max Drawdown

Largest peak-to-trough decline

-94.01%

-96.46%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-67.60%

-93.99%

+26.39%

Max Drawdown (3Y)

Largest decline over 3 years

-67.60%

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

-60.38%

-94.73%

+34.35%

Average Drawdown

Average peak-to-trough decline

-51.03%

-71.07%

+20.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.37%

71.41%

-37.04%

Volatility

ETH-USD vs. ETHU - Volatility Comparison

The current volatility for Ethereum (ETH-USD) is 13.08%, while Volatility Shares 2x Ether ETF (ETHU) has a volatility of 25.56%. This indicates that ETH-USD experiences smaller price fluctuations and is considered to be less risky than ETHU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETH-USDETHUDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.08%

25.56%

-12.48%

Volatility (6M)

Calculated over the trailing 6-month period

45.85%

94.57%

-48.72%

Volatility (1Y)

Calculated over the trailing 1-year period

54.90%

135.20%

-80.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.54%

141.47%

-82.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

76.44%

141.47%

-65.03%

Frequently Asked Questions


ETH-USD and ETHU have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHU has higher volatility (25.56%) compared to ETH-USD (13.08%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs ETHU's -96.46%.

ETHU currently has the higher Sharpe Ratio (-0.64 vs -0.75), 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

Find the right allocation for ETH-USD and ETHU

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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