ETHE.SW vs. ETH-USD
Compare and contrast key facts about CoinShares Physical Ethereum (ETH) (ETHE.SW) and Ethereum (ETH-USD).
ETHE.SW is an actively managed fund by CoinShares. It was launched on Feb 23, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETHE.SW or ETH-USD.
Performance
ETHE.SW vs. ETH-USD - Performance Comparison
Returns By Period
In the year-to-date period, ETHE.SW achieves a 37.06% return, which is significantly higher than ETH-USD's 34.81% return.
ETHE.SW
37.06%
17.76%
-2.58%
52.22%
N/A
N/A
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
Key characteristics
| ETHE.SW | ETH-USD | |
|---|---|---|
| Sharpe Ratio | 0.80 | -0.43 |
| Sortino Ratio | 1.44 | -0.26 |
| Omega Ratio | 1.19 | 0.97 |
| Calmar Ratio | 1.06 | 0.00 |
| Martin Ratio | 2.20 | -1.04 |
| Ulcer Index | 23.63% | 27.64% |
| Daily Std Dev | 65.09% | 52.27% |
| Max Drawdown | -70.97% | -93.96% |
| Current Drawdown | -24.65% | -36.08% |
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Correlation
The correlation between ETHE.SW and ETH-USD is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
ETHE.SW vs. ETH-USD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (ETHE.SW) and Ethereum (ETH-USD). 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.
Drawdowns
ETHE.SW vs. ETH-USD - Drawdown Comparison
The maximum ETHE.SW drawdown since its inception was -70.97%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ETHE.SW and ETH-USD. For additional features, visit the drawdowns tool.
Volatility
ETHE.SW vs. ETH-USD - Volatility Comparison
CoinShares Physical Ethereum (ETH) (ETHE.SW) and Ethereum (ETH-USD) have volatilities of 20.19% and 20.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.