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ETHA vs. BTCZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHA vs. BTCZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ethereum Trust ETF (ETHA) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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 -44.18% return, which is significantly lower than BTCZ's 40.86% return.


ETHA

1D
-4.13%
1M
-19.59%
YTD
-44.18%
6M
-44.16%
1Y
-28.54%
3Y*
5Y*
10Y*

BTCZ

1D
6.37%
1M
40.52%
YTD
40.86%
6M
41.38%
1Y
59.01%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHA vs. BTCZ - Yearly Performance Comparison


2026 (YTD)20252024
ETHA
iShares Ethereum Trust ETF
-44.18%-11.31%-4.89%
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
40.86%-29.11%-65.48%

Correlation

The correlation between ETHA and BTCZ is -0.88, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.88

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

-0.82

The correlation between ETHA and BTCZ has been stable across timeframes, ranging from -0.88 to -0.82 - a consistent structural relationship.

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Return for Risk

ETHA vs. BTCZ — Risk / Return Rank

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

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

BTCZ
BTCZ Risk / Return Rank: 2424
Overall Rank
BTCZ Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BTCZ Sortino Ratio Rank: 2727
Sortino Ratio Rank
BTCZ Omega Ratio Rank: 2626
Omega Ratio Rank
BTCZ Calmar Ratio Rank: 2727
Calmar Ratio Rank
BTCZ Martin Ratio Rank: 2121
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. BTCZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ethereum Trust ETF (ETHA) and T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ). 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.


ETHABTCZDifference
Sharpe ratioReturn per unit of total volatility

-1.08

Sortino ratioReturn per unit of downside risk

-1.64

Omega ratioGain probability vs. loss probability

0.98

1.17

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.42

1.21

-1.63

Martin ratioReturn relative to average drawdown

-0.71

2.49

-3.19

ETHA vs. BTCZ - Sharpe Ratio Comparison

The current ETHA Sharpe Ratio is -0.41, which is lower than the BTCZ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ETHA and BTCZ, 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. BTCZ - Drawdown Comparison

The maximum ETHA drawdown since its inception was -67.56%, smaller than the maximum BTCZ drawdown of -91.06%. Use the drawdown chart below to compare losses from any high point for ETHA and BTCZ.


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Drawdown Indicators


ETHABTCZDifference

Max Drawdown

Largest peak-to-trough decline

-67.56%

-91.06%

+23.50%

Max Drawdown (1Y)

Largest decline over 1 year

-67.56%

-49.02%

-18.54%

Current Drawdown

Current decline from peak

-65.78%

-77.28%

+11.50%

Average Drawdown

Average peak-to-trough decline

-33.64%

-73.68%

+40.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.40%

24.87%

+15.53%

Volatility

ETHA vs. BTCZ - Volatility Comparison

The current volatility for iShares Ethereum Trust ETF (ETHA) is 19.90%, while T-Rex 2X Inverse Bitcoin Daily Target ETF (BTCZ) has a volatility of 26.49%. This indicates that ETHA experiences smaller price fluctuations and is considered to be less risky than BTCZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHABTCZDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.90%

26.49%

-6.59%

Volatility (6M)

Calculated over the trailing 6-month period

47.13%

68.94%

-21.81%

Volatility (1Y)

Calculated over the trailing 1-year period

69.33%

88.72%

-19.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.65%

97.08%

-24.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.65%

97.08%

-24.43%

ETHA vs. BTCZ - Expense Ratio Comparison

ETHA has a 0.25% expense ratio, which is lower than BTCZ's 0.95% expense ratio.


Dividends

ETHA vs. BTCZ - Dividend Comparison

ETHA has not paid dividends to shareholders, while BTCZ's dividend yield for the trailing twelve months is around 0.01%.


PositionTTM20252024
BTCZ
T-Rex 2X Inverse Bitcoin Daily Target ETF
0.01%0.02%0.08%
ETHA
iShares Ethereum Trust ETF
0.00%0.00%0.00%

Frequently Asked Questions


ETHA and BTCZ have a correlation of -0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BTCZ has higher volatility (26.49%) compared to ETHA (19.90%). In terms of maximum drawdown, ETHA dropped -67.56% vs BTCZ's -91.06%.

On 1-year performance, BTCZ leads with 59.01% vs -28.54% for ETHA. On fees, ETHA is cheaper at 0.25% per year. On volatility, ETHA has been the lower-risk option at 19.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BTCZ has performed better with a 59.01% return vs -28.54%. 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 0.95% for BTCZ.

BTCZ has the higher dividend yield at 0.01%, compared with 0.00% for ETHA.

They also come from different issuers: iShares and T-Rex. Their fees differ too: 0.25% for ETHA and 0.95% for BTCZ.

BTCZ currently has the higher Sharpe Ratio (0.67 vs -0.41), 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 ETHA and BTCZ

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