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ETHE.SW vs. GBTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHE.SW vs. GBTC - Performance Comparison

The chart below illustrates the hypothetical performance of a CHF 10,000 investment in CoinShares Physical Ethereum (ETH) (ETHE.SW) and Grayscale Bitcoin Trust (BTC) (GBTC). The values are adjusted to include any dividend payments, if applicable.

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ETHE.SW vs. GBTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHE.SW
CoinShares Physical Ethereum (ETH)
-28.93%-20.51%53.68%63.54%-65.25%129.07%
GBTC
Grayscale Bitcoin Trust (BTC)
-22.15%-19.30%130.66%280.22%-75.46%-28.83%
Different Trading Currencies

ETHE.SW is traded in CHF, while GBTC is traded in USD. To make them comparable, the GBTC values have been converted to CHF using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHE.SW achieves a -28.93% return, which is significantly lower than GBTC's -22.15% return.


ETHE.SW

1D
2.70%
1M
3.99%
YTD
-28.93%
6M
-48.47%
1Y
3.32%
3Y*
1.62%
5Y*
-0.23%
10Y*

GBTC

1D
0.14%
1M
0.58%
YTD
-22.15%
6M
-42.56%
1Y
-28.86%
3Y*
41.28%
5Y*
-2.50%
10Y*
55.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ETHE.SW vs. GBTC — Risk / Return Rank

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

ETHE.SW
ETHE.SW Risk / Return Rank: 1616
Overall Rank
ETHE.SW Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ETHE.SW Sortino Ratio Rank: 2424
Sortino Ratio Rank
ETHE.SW Omega Ratio Rank: 2121
Omega Ratio Rank
ETHE.SW Calmar Ratio Rank: 1010
Calmar Ratio Rank
ETHE.SW Martin Ratio Rank: 1111
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 2424
Overall Rank
GBTC Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 2020
Sortino Ratio Rank
GBTC Omega Ratio Rank: 2121
Omega Ratio Rank
GBTC Calmar Ratio Rank: 2929
Calmar Ratio Rank
GBTC Martin Ratio Rank: 2828
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.

ETHE.SW vs. GBTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CoinShares Physical Ethereum (ETH) (ETHE.SW) and Grayscale Bitcoin Trust (BTC) (GBTC). 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.


ETHE.SWGBTCDifference

Sharpe ratio

Return per unit of total volatility

0.04

-0.62

+0.66

Sortino ratio

Return per unit of downside risk

0.71

-0.68

+1.39

Omega ratio

Gain probability vs. loss probability

1.09

0.92

+0.17

Calmar ratio

Return relative to maximum drawdown

-0.09

-0.53

+0.44

Martin ratio

Return relative to average drawdown

-0.18

-1.12

+0.94

ETHE.SW vs. GBTC - Sharpe Ratio Comparison

The current ETHE.SW Sharpe Ratio is 0.04, which is higher than the GBTC Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of ETHE.SW and GBTC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETHE.SWGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.04

-0.62

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

-0.04

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.64

-0.61

Correlation

The correlation between ETHE.SW and GBTC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ETHE.SW vs. GBTC - Dividend Comparison

Neither ETHE.SW nor GBTC has paid dividends to shareholders.


TTM202520242023202220212020201920182017
ETHE.SW
CoinShares Physical Ethereum (ETH)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GBTC
Grayscale Bitcoin Trust (BTC)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%

Drawdowns

ETHE.SW vs. GBTC - Drawdown Comparison

The maximum ETHE.SW drawdown since its inception was -77.57%, smaller than the maximum GBTC drawdown of -89.78%. Use the drawdown chart below to compare losses from any high point for ETHE.SW and GBTC.


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Drawdown Indicators


ETHE.SWGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-77.57%

-89.91%

+12.34%

Max Drawdown (1Y)

Largest decline over 1 year

-61.87%

-49.55%

-12.32%

Max Drawdown (5Y)

Largest decline over 5 years

-77.57%

-85.80%

+8.23%

Max Drawdown (10Y)

Largest decline over 10 years

-89.91%

Current Drawdown

Current decline from peak

-61.56%

-46.10%

-15.46%

Average Drawdown

Average peak-to-trough decline

-42.56%

-43.48%

+0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.59%

23.39%

+6.20%

Volatility

ETHE.SW vs. GBTC - Volatility Comparison

CoinShares Physical Ethereum (ETH) (ETHE.SW) has a higher volatility of 45.12% compared to Grayscale Bitcoin Trust (BTC) (GBTC) at 12.37%. This indicates that ETHE.SW's price experiences larger fluctuations and is considered to be riskier than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHE.SWGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

45.12%

12.37%

+32.75%

Volatility (6M)

Calculated over the trailing 6-month period

64.65%

36.92%

+27.73%

Volatility (1Y)

Calculated over the trailing 1-year period

84.89%

46.75%

+38.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.16%

64.10%

+24.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

88.15%

82.75%

+5.40%