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ETHE.SW vs. IBIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ETHE.SW and IBIT is 0.22, 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.


Performance

ETHE.SW vs. IBIT - Performance Comparison

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

-50.00%0.00%50.00%100.00%December2025FebruaryMarchAprilMay
-8.72%
120.28%
ETHE.SW
IBIT

Key characteristics

Sharpe Ratio

ETHE.SW:

-0.35

IBIT:

1.21

Sortino Ratio

ETHE.SW:

-0.07

IBIT:

1.83

Omega Ratio

ETHE.SW:

0.99

IBIT:

1.22

Calmar Ratio

ETHE.SW:

-0.43

IBIT:

2.24

Martin Ratio

ETHE.SW:

-0.82

IBIT:

4.90

Ulcer Index

ETHE.SW:

34.51%

IBIT:

12.90%

Daily Std Dev

ETHE.SW:

76.56%

IBIT:

53.96%

Max Drawdown

ETHE.SW:

-70.97%

IBIT:

-28.22%

Current Drawdown

ETHE.SW:

-44.58%

IBIT:

-3.41%

Returns By Period

In the year-to-date period, ETHE.SW achieves a -34.41% return, which is significantly lower than IBIT's 10.57% return.


ETHE.SW

YTD

-34.41%

1M

59.39%

6M

-22.19%

1Y

-26.84%

5Y*

N/A

10Y*

N/A

IBIT

YTD

10.57%

1M

25.26%

6M

34.26%

1Y

64.87%

5Y*

N/A

10Y*

N/A

*Annualized

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ETHE.SW vs. IBIT - Expense Ratio Comparison

ETHE.SW has a 0.00% expense ratio, which is lower than IBIT's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Risk-Adjusted Performance

ETHE.SW vs. IBIT — Risk-Adjusted Performance Rank

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

ETHE.SW
The Risk-Adjusted Performance Rank of ETHE.SW is 99
Overall Rank
The Sharpe Ratio Rank of ETHE.SW is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ETHE.SW is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ETHE.SW is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ETHE.SW is 33
Calmar Ratio Rank
The Martin Ratio Rank of ETHE.SW is 88
Martin Ratio Rank

IBIT
The Risk-Adjusted Performance Rank of IBIT is 8888
Overall Rank
The Sharpe Ratio Rank of IBIT is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of IBIT is 8888
Sortino Ratio Rank
The Omega Ratio Rank of IBIT is 8484
Omega Ratio Rank
The Calmar Ratio Rank of IBIT is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBIT is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ETHE.SW vs. IBIT - Risk-Adjusted Performance Comparison

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


The current ETHE.SW Sharpe Ratio is -0.35, which is lower than the IBIT Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of ETHE.SW and IBIT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20Apr 27May 04
-0.26
1.18
ETHE.SW
IBIT

Dividends

ETHE.SW vs. IBIT - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

ETHE.SW vs. IBIT - Drawdown Comparison

The maximum ETHE.SW drawdown since its inception was -70.97%, which is greater than IBIT's maximum drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for ETHE.SW and IBIT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-40.73%
-3.41%
ETHE.SW
IBIT

Volatility

ETHE.SW vs. IBIT - Volatility Comparison

CoinShares Physical Ethereum (ETH) (ETHE.SW) has a higher volatility of 26.03% compared to iShares Bitcoin Trust (IBIT) at 10.78%. This indicates that ETHE.SW's price experiences larger fluctuations and is considered to be riskier than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
26.03%
10.78%
ETHE.SW
IBIT