ETHA vs. VDE
ETHA (iShares Ethereum Trust ETF) and VDE (Vanguard Energy ETF) are both exchange-traded funds - ETHA is a Cryptocurrency fund tracking the CME CF Ether Dollar Reference Rate - New York Variant, while VDE is a Energy Equities fund tracking the MSCI US Investable Market Energy 25/50 Index. Both are passively managed. Over the past year, ETHA returned -34.33% vs 35.15% for VDE. At a 0.14 correlation, their price movements are largely independent. ETHA charges 0.25%/yr vs 0.09%/yr for VDE.
Performance
ETHA vs. VDE - Performance Comparison
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Returns By Period
In the year-to-date period, ETHA achieves a -43.96% return, which is significantly lower than VDE's 29.66% return.
ETHA
- 1D
- -1.02%
- 1M
- -27.59%
- YTD
- -43.96%
- 6M
- -45.98%
- 1Y
- -34.33%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VDE
- 1D
- 0.77%
- 1M
- -1.49%
- YTD
- 29.66%
- 6M
- 28.33%
- 1Y
- 35.15%
- 3Y*
- 16.71%
- 5Y*
- 20.05%
- 10Y*
- 9.39%
ETHA vs. VDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ETHA iShares Ethereum Trust ETF | -43.96% | -11.31% | -4.89% |
VDE Vanguard Energy ETF | 29.66% | 7.11% | -4.34% |
Correlation
The correlation between ETHA and VDE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2024 | 0.14 |
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Return for Risk
ETHA vs. VDE — Risk / Return Rank
ETHA
VDE
ETHA vs. VDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Ethereum Trust ETF (ETHA) and Vanguard Energy ETF (VDE). 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.
| ETHA | VDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.40 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.30 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 3.20 | -3.77 |
| Martin ratioReturn relative to average drawdown | -0.98 | 8.95 | -9.93 |
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Drawdowns
ETHA vs. VDE - Drawdown Comparison
The maximum ETHA drawdown since its inception was -67.56%, smaller than the maximum VDE drawdown of -74.20%. Use the drawdown chart below to compare losses from any high point for ETHA and VDE.
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Drawdown Indicators
| ETHA | VDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.56% | -74.20% | +6.64% |
Max Drawdown (1Y)Largest decline over 1 year | -67.56% | -11.80% | -55.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -21.41% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.58% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.29% | — |
Current DrawdownCurrent decline from peak | -65.65% | -8.26% | -57.39% |
Average DrawdownAverage peak-to-trough decline | -33.25% | -19.95% | -13.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.22% | 4.21% | +35.01% |
Volatility
ETHA vs. VDE - Volatility Comparison
iShares Ethereum Trust ETF (ETHA) has a higher volatility of 17.30% compared to Vanguard Energy ETF (VDE) at 7.15%. This indicates that ETHA's price experiences larger fluctuations and is considered to be riskier than VDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ETHA | VDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.30% | 7.15% | +10.15% |
Volatility (6M)Calculated over the trailing 6-month period | 46.58% | 16.59% | +29.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.29% | 20.46% | +48.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.65% | 26.45% | +46.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.65% | 29.93% | +42.72% |
ETHA vs. VDE - Expense Ratio Comparison
ETHA has a 0.25% expense ratio, which is higher than VDE's 0.09% 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. VDE - Dividend Comparison
ETHA has not paid dividends to shareholders, while VDE's dividend yield for the trailing twelve months is around 2.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VDE Vanguard Energy ETF | 2.42% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
Frequently Asked Questions
ETHA and VDE have a correlation of 0.04, 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 VDE (7.15%). In terms of maximum drawdown, ETHA dropped -67.56% vs VDE's -74.20%.
On 1-year performance, VDE leads with 35.15% vs -34.33% for ETHA. On fees, VDE is cheaper at 0.09% per year. On volatility, VDE has been the lower-risk option at 7.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, VDE has performed better with a 35.15% return vs -34.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VDE is cheaper with a 0.09% expense ratio, compared with 0.25% for ETHA.
VDE has the higher dividend yield at 2.42%, compared with 0.00% for ETHA.
ETHA is categorized as Cryptocurrency, while VDE is Energy Equities. ETHA tracks CME CF Ether Dollar Reference Rate - New York Variant, while VDE tracks MSCI US Investable Market Energy 25/50 Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.25% for ETHA and 0.09% for VDE.
VDE currently has the higher Sharpe Ratio (1.85 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.
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