ETH-USD vs. MBB
ETH-USD (Ethereum) is a cryptocurrency, while MBB (iShares MBS Bond ETF) is Mortgage Backed Securities fund tracking the Barclays Capital U.S. MBS Index. Over the past 10 years, ETH-USD returned 61.34%/yr vs 1.24%/yr for MBB. At a 0.04 correlation, their price movements are largely independent.
Performance
ETH-USD vs. MBB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ETH-USD achieves a -43.98% return, which is significantly lower than MBB's 0.14% return. Over the past 10 years, ETH-USD has outperformed MBB with an annualized return of 61.34%, while MBB has yielded a comparatively lower 1.24% annualized return.
ETH-USD
- 1D
- -1.64%
- 1M
- -28.55%
- YTD
- -43.98%
- 6M
- -46.81%
- 1Y
- -33.81%
- 3Y*
- -3.34%
- 5Y*
- -8.64%
- 10Y*
- 61.34%
MBB
- 1D
- -0.04%
- 1M
- -0.93%
- YTD
- 0.14%
- 6M
- 0.83%
- 1Y
- 6.55%
- 3Y*
- 4.19%
- 5Y*
- 0.24%
- 10Y*
- 1.24%
ETH-USD vs. MBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.98% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
MBB iShares MBS Bond ETF | 0.14% | 8.38% | 1.31% | 5.01% | -11.74% | -1.43% | 4.08% | 6.18% | 0.82% | 2.49% |
Correlation
The correlation between ETH-USD and MBB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 2015 | 0.04 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ETH-USD vs. MBB — Risk / Return Rank
ETH-USD
MBB
ETH-USD vs. MBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and iShares MBS Bond ETF (MBB). 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.
| ETH-USD | MBB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.55 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.27 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.50 | 2.23 | -2.74 |
| Martin ratioReturn relative to average drawdown | -0.88 | 7.26 | -8.13 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ETH-USD | MBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.50 | 1.48 | -1.98 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.12 | 0.04 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.24 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.58 | +0.17 |
Drawdowns
ETH-USD vs. MBB - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than MBB's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for ETH-USD and MBB.
Loading charts...
Drawdown Indicators
| ETH-USD | MBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -17.64% | -76.37% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -2.94% | -64.59% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -7.68% | -59.85% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -17.19% | -62.16% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -17.64% | -76.37% |
Current DrawdownCurrent decline from peak | -65.60% | -1.95% | -63.65% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -2.35% | -48.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 44.58% | 0.90% | +43.68% |
Volatility
ETH-USD vs. MBB - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 16.88% compared to iShares MBS Bond ETF (MBB) at 1.56%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ETH-USD | MBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.88% | 1.56% | +15.32% |
Volatility (6M)Calculated over the trailing 6-month period | 46.80% | 3.25% | +43.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.55% | 4.45% | +52.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.65% | 6.82% | +52.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.04% | 5.31% | +72.73% |
Frequently Asked Questions
ETH-USD and MBB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (16.88%) compared to MBB (1.56%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs MBB's -17.64%.
MBB currently has the higher Sharpe Ratio (1.48 vs -0.50), 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.
Find the right allocation for ETH-USD and MBB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer