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ETHE vs. IBIT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHE vs. IBIT - Performance Comparison

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

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ETHE vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
ETHE
Grayscale Ethereum Trust ETF
-29.54%-13.03%28.06%
IBIT
iShares Bitcoin Trust ETF
-22.62%-6.41%99.21%

Returns By Period

In the year-to-date period, ETHE achieves a -29.54% return, which is significantly lower than IBIT's -22.62% return.


ETHE

1D
3.83%
1M
8.93%
YTD
-29.54%
6M
-49.90%
1Y
12.82%
3Y*
26.07%
5Y*
-1.84%
10Y*

IBIT

1D
1.96%
1M
3.31%
YTD
-22.62%
6M
-40.89%
1Y
-17.92%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETHE vs. IBIT - Expense Ratio Comparison

ETHE has a 2.50% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Return for Risk

ETHE vs. IBIT — Risk / Return Rank

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

ETHE
ETHE Risk / Return Rank: 2020
Overall Rank
ETHE Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 2929
Sortino Ratio Rank
ETHE Omega Ratio Rank: 2525
Omega Ratio Rank
ETHE Calmar Ratio Rank: 1616
Calmar Ratio Rank
ETHE Martin Ratio Rank: 1515
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 66
Overall Rank
IBIT Sharpe Ratio Rank: 55
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 66
Sortino Ratio Rank
IBIT Omega Ratio Rank: 77
Omega Ratio Rank
IBIT Calmar Ratio Rank: 66
Calmar Ratio Rank
IBIT Martin Ratio Rank: 66
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 vs. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grayscale Ethereum Trust ETF (ETHE) and iShares Bitcoin Trust ETF (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.


ETHEIBITDifference

Sharpe ratio

Return per unit of total volatility

0.17

-0.40

+0.57

Sortino ratio

Return per unit of downside risk

0.81

-0.29

+1.10

Omega ratio

Gain probability vs. loss probability

1.09

0.97

+0.13

Calmar ratio

Return relative to maximum drawdown

0.16

-0.39

+0.55

Martin ratio

Return relative to average drawdown

0.33

-0.83

+1.16

ETHE vs. IBIT - Sharpe Ratio Comparison

The current ETHE Sharpe Ratio is 0.17, which is higher than the IBIT Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of ETHE 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.


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Sharpe Ratios by Period


ETHEIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.17

-0.40

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

0.35

-0.28

Correlation

The correlation between ETHE and IBIT is 0.81, 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.


Dividends

ETHE vs. IBIT - Dividend Comparison

ETHE's dividend yield for the trailing twelve months is around 0.76%, while IBIT has not paid dividends to shareholders.


Drawdowns

ETHE vs. IBIT - Drawdown Comparison

The maximum ETHE drawdown since its inception was -96.26%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for ETHE and IBIT.


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Drawdown Indicators


ETHEIBITDifference

Max Drawdown

Largest peak-to-trough decline

-96.26%

-49.36%

-46.90%

Max Drawdown (1Y)

Largest decline over 1 year

-61.89%

-49.36%

-12.53%

Max Drawdown (5Y)

Largest decline over 5 years

-89.85%

Current Drawdown

Current decline from peak

-73.36%

-46.11%

-27.25%

Average Drawdown

Average peak-to-trough decline

-72.24%

-14.13%

-58.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.61%

23.09%

+7.52%

Volatility

ETHE vs. IBIT - Volatility Comparison

Grayscale Ethereum Trust ETF (ETHE) has a higher volatility of 19.27% compared to iShares Bitcoin Trust ETF (IBIT) at 12.99%. This indicates that ETHE'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.


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Volatility by Period


ETHEIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.27%

12.99%

+6.28%

Volatility (6M)

Calculated over the trailing 6-month period

53.51%

36.75%

+16.76%

Volatility (1Y)

Calculated over the trailing 1-year period

75.70%

45.42%

+30.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.14%

51.26%

+33.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

194.18%

51.26%

+142.92%