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ETHA vs. AVES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHA vs. AVES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ethereum Trust ETF (ETHA) and Avantis Emerging Markets Value ETF (AVES). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHA achieves a -43.96% return, which is significantly lower than AVES's 15.51% return.


ETHA

1D
-1.02%
1M
-27.59%
YTD
-43.96%
6M
-45.98%
1Y
-34.33%
3Y*
5Y*
10Y*

AVES

1D
0.32%
1M
0.12%
YTD
15.51%
6M
18.20%
1Y
31.51%
3Y*
19.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHA vs. AVES - Yearly Performance Comparison


2026 (YTD)20252024
ETHA
iShares Ethereum Trust ETF
-43.96%-11.31%-4.89%
AVES
Avantis Emerging Markets Value ETF
15.51%30.49%-2.91%

Correlation

The correlation between ETHA and AVES is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2024

0.41

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Return for Risk

ETHA vs. AVES — Risk / Return Rank

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

ETHA
ETHA Risk / Return Rank: 55
Overall Rank
ETHA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETHA Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHA Omega Ratio Rank: 66
Omega Ratio Rank
ETHA Calmar Ratio Rank: 55
Calmar Ratio Rank
ETHA Martin Ratio Rank: 55
Martin Ratio Rank

AVES
AVES Risk / Return Rank: 5454
Overall Rank
AVES Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AVES Sortino Ratio Rank: 5252
Sortino Ratio Rank
AVES Omega Ratio Rank: 5858
Omega Ratio Rank
AVES Calmar Ratio Rank: 5353
Calmar Ratio Rank
AVES Martin Ratio Rank: 5555
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.

ETHA vs. AVES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ethereum Trust ETF (ETHA) and Avantis Emerging Markets Value ETF (AVES). 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.


ETHAAVESDifference
Sharpe ratioReturn per unit of total volatility

-2.19

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

0.94

1.31

-0.37

Calmar ratioReturn relative to maximum drawdown

-0.57

2.32

-2.89

Martin ratioReturn relative to average drawdown

-0.98

8.40

-9.38

ETHA vs. AVES - Sharpe Ratio Comparison

The current ETHA Sharpe Ratio is -0.56, which is lower than the AVES Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of ETHA and AVES, 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

ETHA vs. AVES - Drawdown Comparison

The maximum ETHA drawdown since its inception was -67.56%, which is greater than AVES's maximum drawdown of -27.40%. Use the drawdown chart below to compare losses from any high point for ETHA and AVES.


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Drawdown Indicators


ETHAAVESDifference

Max Drawdown

Largest peak-to-trough decline

-67.56%

-27.40%

-40.16%

Max Drawdown (1Y)

Largest decline over 1 year

-67.56%

-12.90%

-54.66%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

Current Drawdown

Current decline from peak

-65.65%

-2.45%

-63.20%

Average Drawdown

Average peak-to-trough decline

-33.25%

-7.70%

-25.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.22%

3.56%

+35.66%

Volatility

ETHA vs. AVES - Volatility Comparison

iShares Ethereum Trust ETF (ETHA) has a higher volatility of 17.30% compared to Avantis Emerging Markets Value ETF (AVES) at 8.89%. This indicates that ETHA's price experiences larger fluctuations and is considered to be riskier than AVES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHAAVESDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.30%

8.89%

+8.41%

Volatility (6M)

Calculated over the trailing 6-month period

46.58%

15.88%

+30.70%

Volatility (1Y)

Calculated over the trailing 1-year period

69.29%

18.34%

+50.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.65%

17.20%

+55.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.65%

17.20%

+55.45%

ETHA vs. AVES - Expense Ratio Comparison

ETHA has a 0.25% expense ratio, which is lower than AVES's 0.36% expense ratio.


Dividends

ETHA vs. AVES - Dividend Comparison

ETHA has not paid dividends to shareholders, while AVES's dividend yield for the trailing twelve months is around 3.53%.


PositionTTM20252024202320222021
AVES
Avantis Emerging Markets Value ETF
3.53%3.17%4.09%3.96%3.70%0.62%
ETHA
iShares Ethereum Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHA and AVES have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHA has higher volatility (17.30%) compared to AVES (8.89%). In terms of maximum drawdown, ETHA dropped -67.56% vs AVES's -27.40%.

On 1-year performance, AVES leads with 31.51% vs -34.33% for ETHA. On fees, ETHA is cheaper at 0.25% per year. On volatility, AVES has been the lower-risk option at 8.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, AVES has performed better with a 31.51% return vs -34.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ETHA is cheaper with a 0.25% expense ratio, compared with 0.36% for AVES.

AVES has the higher dividend yield at 3.53%, compared with 0.00% for ETHA.

ETHA is categorized as Cryptocurrency, while AVES is Emerging Markets Equities. They also come from different issuers: iShares and Avantis. Their fees differ too: 0.25% for ETHA and 0.36% for AVES.

AVES currently has the higher Sharpe Ratio (1.64 vs -0.56), 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

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