ETHE.SW vs. BTCE.DE
Compare and contrast key facts about CoinShares Physical Ethereum (ETH) (ETHE.SW) and ETC Group Physical Bitcoin (BTCE.DE).
ETHE.SW and BTCE.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETHE.SW is an actively managed fund by CoinShares. It was launched on Feb 23, 2021. BTCE.DE is an actively managed fund by ETC Issuance. It was launched on Jun 8, 2020.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETHE.SW or BTCE.DE.
Performance
ETHE.SW vs. BTCE.DE - Performance Comparison
Returns By Period
In the year-to-date period, ETHE.SW achieves a 37.06% return, which is significantly lower than BTCE.DE's 114.72% return.
ETHE.SW
37.06%
17.76%
-2.58%
52.22%
N/A
N/A
BTCE.DE
114.72%
33.91%
35.45%
151.20%
N/A
N/A
Key characteristics
| ETHE.SW | BTCE.DE | |
|---|---|---|
| Sharpe Ratio | 0.80 | 2.77 |
| Sortino Ratio | 1.44 | 3.20 |
| Omega Ratio | 1.19 | 1.40 |
| Calmar Ratio | 1.06 | 3.20 |
| Martin Ratio | 2.20 | 12.62 |
| Ulcer Index | 23.63% | 11.59% |
| Daily Std Dev | 65.09% | 52.46% |
| Max Drawdown | -70.97% | -74.62% |
| Current Drawdown | -24.65% | -2.95% |
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ETHE.SW vs. BTCE.DE - Expense Ratio Comparison
ETHE.SW has a 0.00% expense ratio, which is lower than BTCE.DE's 2.00% expense ratio.
Correlation
The correlation between ETHE.SW and BTCE.DE is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ETHE.SW vs. BTCE.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (ETHE.SW) and ETC Group Physical Bitcoin (BTCE.DE). 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.
Dividends
ETHE.SW vs. BTCE.DE - Dividend Comparison
Neither ETHE.SW nor BTCE.DE has paid dividends to shareholders.
Drawdowns
ETHE.SW vs. BTCE.DE - Drawdown Comparison
The maximum ETHE.SW drawdown since its inception was -70.97%, roughly equal to the maximum BTCE.DE drawdown of -74.62%. Use the drawdown chart below to compare losses from any high point for ETHE.SW and BTCE.DE. For additional features, visit the drawdowns tool.
Volatility
ETHE.SW vs. BTCE.DE - Volatility Comparison
CoinShares Physical Ethereum (ETH) (ETHE.SW) has a higher volatility of 20.26% compared to ETC Group Physical Bitcoin (BTCE.DE) at 16.33%. This indicates that ETHE.SW's price experiences larger fluctuations and is considered to be riskier than BTCE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.