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ETHA vs. IVV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHA vs. IVV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Ethereum Trust ETF (ETHA) and iShares Core S&P 500 ETF (IVV). 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 -39.46% return, which is significantly lower than IVV's 10.85% return.


ETHA

1D
-5.56%
1M
-23.58%
YTD
-39.46%
6M
-42.75%
1Y
-31.79%
3Y*
5Y*
10Y*

IVV

1D
-0.76%
1M
4.97%
YTD
10.85%
6M
10.87%
1Y
28.00%
3Y*
22.43%
5Y*
13.88%
10Y*
15.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHA vs. IVV - Yearly Performance Comparison


2026 (YTD)20252024
ETHA
iShares Ethereum Trust ETF
-39.46%-11.31%-3.62%
IVV
iShares Core S&P 500 ETF
10.85%17.85%6.51%

Correlation

The correlation between ETHA and IVV is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2024

0.51

The correlation between ETHA and IVV has been stable across timeframes, ranging from 0.49 to 0.51 - a consistent structural relationship.

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Return for Risk

ETHA vs. IVV — 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: 55
Omega Ratio Rank
ETHA Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHA Martin Ratio Rank: 55
Martin Ratio Rank

IVV
IVV Risk / Return Rank: 7070
Overall Rank
IVV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IVV Sortino Ratio Rank: 7070
Sortino Ratio Rank
IVV Omega Ratio Rank: 7070
Omega Ratio Rank
IVV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IVV Martin Ratio Rank: 7575
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. IVV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Ethereum Trust ETF (ETHA) and iShares Core S&P 500 ETF (IVV). 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.


ETHAIVVDifference
Sharpe ratioReturn per unit of total volatility

-2.85

Sortino ratioReturn per unit of downside risk

-3.56

Omega ratioGain probability vs. loss probability

0.97

1.43

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.51

3.17

-3.67

Martin ratioReturn relative to average drawdown

-0.84

14.71

-15.55

ETHA vs. IVV - Sharpe Ratio Comparison

The current ETHA Sharpe Ratio is -0.47, which is lower than the IVV Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of ETHA and IVV, 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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Sharpe Ratios by Period


ETHAIVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

2.39

-2.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.45

-0.87

Drawdowns

ETHA vs. IVV - Drawdown Comparison

The maximum ETHA drawdown since its inception was -64.02%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ETHA and IVV.


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Drawdown Indicators


ETHAIVVDifference

Max Drawdown

Largest peak-to-trough decline

-64.02%

-55.25%

-8.77%

Max Drawdown (1Y)

Largest decline over 1 year

-62.89%

-8.89%

-54.00%

Max Drawdown (3Y)

Largest decline over 3 years

-18.75%

Max Drawdown (5Y)

Largest decline over 5 years

-24.53%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-62.89%

-0.76%

-62.13%

Average Drawdown

Average peak-to-trough decline

-32.65%

-10.78%

-21.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.73%

1.91%

+35.82%

Volatility

ETHA vs. IVV - Volatility Comparison

iShares Ethereum Trust ETF (ETHA) has a higher volatility of 10.15% compared to iShares Core S&P 500 ETF (IVV) at 2.87%. This indicates that ETHA's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHAIVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

2.87%

+7.28%

Volatility (6M)

Calculated over the trailing 6-month period

46.25%

8.90%

+37.35%

Volatility (1Y)

Calculated over the trailing 1-year period

68.61%

11.80%

+56.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

72.53%

16.88%

+55.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.53%

18.05%

+54.48%

ETHA vs. IVV - Expense Ratio Comparison

ETHA has a 0.25% expense ratio, which is higher than IVV's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

ETHA vs. IVV - Dividend Comparison

ETHA has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.06%.


PositionTTM20252024202320222021202020192018201720162015
ETHA
iShares Ethereum Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.06%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%

Frequently Asked Questions


ETHA and IVV have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ETHA has higher volatility (10.15%) compared to IVV (2.87%). In terms of maximum drawdown, ETHA dropped -64.02% vs IVV's -55.25%.

On 1-year performance, IVV leads with 28.00% vs -31.79% for ETHA. On fees, IVV is cheaper at 0.03% per year. On volatility, IVV has been the lower-risk option at 2.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IVV has performed better with a 28.00% return vs -31.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IVV is cheaper with a 0.03% expense ratio, compared with 0.25% for ETHA.

IVV has the higher dividend yield at 1.06%, compared with 0.00% for ETHA.

ETHA is categorized as Cryptocurrency, while IVV is S&P 500. ETHA tracks CME CF Ether Dollar Reference Rate - New York Variant, while IVV tracks S&P 500 Index. Their fees differ too: 0.25% for ETHA and 0.03% for IVV.

IVV currently has the higher Sharpe Ratio (2.39 vs -0.47), 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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