ETH-USD vs. SCHP
ETH-USD (Ethereum) is a cryptocurrency, while SCHP (Schwab U.S. TIPS ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Linked Bond Index (Series-L). Over the past 10 years, ETH-USD returned 60.88%/yr vs 2.52%/yr for SCHP. At a 0.06 correlation, their price movements are largely independent.
Performance
ETH-USD vs. SCHP - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.74% return, which is significantly lower than SCHP's 0.81% return. Over the past 10 years, ETH-USD has outperformed SCHP with an annualized return of 60.88%, while SCHP has yielded a comparatively lower 2.52% annualized return.
ETH-USD
- 1D
- -3.30%
- 1M
- -20.41%
- YTD
- -43.74%
- 6M
- -43.66%
- 1Y
- -30.82%
- 3Y*
- -3.82%
- 5Y*
- -3.44%
- 10Y*
- 60.88%
SCHP
- 1D
- 0.00%
- 1M
- -0.18%
- YTD
- 0.81%
- 6M
- 0.88%
- 1Y
- 3.49%
- 3Y*
- 3.67%
- 5Y*
- 0.99%
- 10Y*
- 2.52%
ETH-USD vs. SCHP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.74% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
SCHP Schwab U.S. TIPS ETF | 0.81% | 6.76% | 1.95% | 3.91% | -12.02% | 5.87% | 10.86% | 8.52% | -1.78% | 3.02% |
Correlation
The correlation between ETH-USD and SCHP is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.06 |
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Return for Risk
ETH-USD vs. SCHP — Risk / Return Rank
ETH-USD
SCHP
ETH-USD vs. SCHP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and Schwab U.S. TIPS ETF (SCHP). 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-USD | SCHP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -1.86 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | 1.82 | -2.27 |
| Martin ratioReturn relative to average drawdown | -0.76 | 5.39 | -6.15 |
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Drawdowns
ETH-USD vs. SCHP - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than SCHP's maximum drawdown of -14.26%. Use the drawdown chart below to compare losses from any high point for ETH-USD and SCHP.
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Drawdown Indicators
| ETH-USD | SCHP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -14.26% | -79.75% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -1.93% | -65.60% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -4.48% | -63.05% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -14.26% | -65.09% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -14.26% | -79.75% |
Current DrawdownCurrent decline from peak | -65.45% | -1.04% | -64.41% |
Average DrawdownAverage peak-to-trough decline | -50.93% | -3.92% | -47.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.14% | 0.65% | +40.49% |
Volatility
ETH-USD vs. SCHP - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 18.13% compared to Schwab U.S. TIPS ETF (SCHP) at 1.20%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than SCHP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETH-USD | SCHP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.13% | 1.20% | +16.93% |
Volatility (6M)Calculated over the trailing 6-month period | 46.20% | 2.39% | +43.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.03% | 3.35% | +52.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.16% | 6.11% | +53.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.04% | 5.59% | +71.45% |
Frequently Asked Questions
ETH-USD and SCHP have a correlation of 0.11, 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 (18.13%) compared to SCHP (1.20%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs SCHP's -14.26%.
SCHP currently has the higher Sharpe Ratio (1.05 vs -0.46), 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.
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