ETH-USD vs. USRT
ETH-USD (Ethereum) is a cryptocurrency, while USRT (iShares Core U.S. REIT ETF) is REIT fund tracking the FTSE NAREIT Equity REITs Index. Over the past 10 years, ETH-USD returned 56.61%/yr vs 6.67%/yr for USRT. At a 0.08 correlation, their price movements are largely independent.
Performance
ETH-USD vs. USRT - Performance Comparison
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Returns By Period
In the year-to-date period, ETH-USD achieves a -43.80% return, which is significantly lower than USRT's 17.79% return. Over the past 10 years, ETH-USD has outperformed USRT with an annualized return of 56.61%, while USRT has yielded a comparatively lower 6.67% annualized return.
ETH-USD
- 1D
- -0.28%
- 1M
- -26.16%
- YTD
- -43.80%
- 6M
- -45.95%
- 1Y
- -36.94%
- 3Y*
- -1.40%
- 5Y*
- -7.86%
- 10Y*
- 56.61%
USRT
- 1D
- 0.94%
- 1M
- 3.13%
- YTD
- 17.79%
- 6M
- 17.95%
- 1Y
- 19.33%
- 3Y*
- 12.69%
- 5Y*
- 5.06%
- 10Y*
- 6.67%
ETH-USD vs. USRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD Ethereum | -43.80% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
USRT iShares Core U.S. REIT ETF | 17.79% | 2.44% | 8.58% | 13.64% | -24.43% | 43.26% | -8.06% | 25.98% | -4.67% | 5.27% |
Correlation
The correlation between ETH-USD and USRT 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 | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.08 |
The correlation between ETH-USD and USRT shifts across timeframes, from 0.08 (all time) to 0.19 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ETH-USD vs. USRT — Risk / Return Rank
ETH-USD
USRT
ETH-USD vs. USRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ethereum (ETH-USD) and iShares Core U.S. REIT ETF (USRT). 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 | USRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.98 | ||
| Sortino ratioReturn per unit of downside risk | -2.49 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.25 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 2.42 | -2.96 |
| Martin ratioReturn relative to average drawdown | -0.94 | 7.79 | -8.74 |
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Drawdowns
ETH-USD vs. USRT - Drawdown Comparison
The maximum ETH-USD drawdown since its inception was -94.01%, which is greater than USRT's maximum drawdown of -69.92%. Use the drawdown chart below to compare losses from any high point for ETH-USD and USRT.
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Drawdown Indicators
| ETH-USD | USRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -69.92% | -24.09% |
Max Drawdown (1Y)Largest decline over 1 year | -67.53% | -8.04% | -59.49% |
Max Drawdown (3Y)Largest decline over 3 years | -67.53% | -18.70% | -48.83% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -31.03% | -48.32% |
Max Drawdown (10Y)Largest decline over 10 years | -94.01% | -44.38% | -49.63% |
Current DrawdownCurrent decline from peak | -65.49% | 0.00% | -65.49% |
Average DrawdownAverage peak-to-trough decline | -50.89% | -12.96% | -37.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 45.31% | 2.49% | +42.82% |
Volatility
ETH-USD vs. USRT - Volatility Comparison
Ethereum (ETH-USD) has a higher volatility of 17.22% compared to iShares Core U.S. REIT ETF (USRT) at 4.71%. This indicates that ETH-USD's price experiences larger fluctuations and is considered to be riskier than USRT 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 | USRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.22% | 4.71% | +12.51% |
Volatility (6M)Calculated over the trailing 6-month period | 46.29% | 9.64% | +36.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.20% | 13.57% | +42.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.59% | 18.92% | +40.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.89% | 21.30% | +56.59% |
Frequently Asked Questions
ETH-USD and USRT 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 (17.22%) compared to USRT (4.71%). In terms of maximum drawdown, ETH-USD dropped -94.01% vs USRT's -69.92%.
USRT currently has the higher Sharpe Ratio (1.43 vs -0.55), 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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