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ETHH.TO vs. BND.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHH.TO vs. BND.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Ether ETF (ETHH.TO) and Purpose Global Bond Fund (BND.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ETHH.TO achieves a -38.87% return, which is significantly lower than BND.TO's 0.22% return.


ETHH.TO

1D
-2.81%
1M
6.79%
6M
-21.54%
YTD
-38.87%
1Y
-48.97%
3Y*
-3.29%
5Y*
-8.33%
10Y*
ALL TIME*
-7.09%

BND.TO

1D
-0.11%
1M
-1.51%
6M
-0.09%
YTD
0.22%
1Y
3.10%
3Y*
6.74%
5Y*
2.90%
10Y*
2.78%
ALL TIME*
2.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
CA$509.73KCA$810.65KCA$795.74K
CA$119.99KCA$198.31KCA$386.38K

ETHH.TO vs. BND.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHH.TO
Purpose Ether ETF
-38.87%-14.37%38.87%91.16%-69.16%58.33%
BND.TO
Purpose Global Bond Fund
0.22%7.26%7.49%8.45%-7.80%1.12%

Correlation

The correlation between ETHH.TO and BND.TO is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.13

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 20, 2021

0.12

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Return for Risk

ETHH.TO vs. BND.TO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ETHH.TO
ETHH.TO Risk / Return Rank: 33
Overall Rank
ETHH.TO Sharpe Ratio Rank: 33
Sharpe Ratio Rank
ETHH.TO Sortino Ratio Rank: 33
Sortino Ratio Rank
ETHH.TO Omega Ratio Rank: 33
Omega Ratio Rank
ETHH.TO Calmar Ratio Rank: 33
Calmar Ratio Rank
ETHH.TO Martin Ratio Rank: 44
Martin Ratio Rank

BND.TO
BND.TO Risk / Return Rank: 3737
Overall Rank
BND.TO Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BND.TO Sortino Ratio Rank: 3737
Sortino Ratio Rank
BND.TO Omega Ratio Rank: 3737
Omega Ratio Rank
BND.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
BND.TO Martin Ratio Rank: 3939
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ETHH.TO vs. BND.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Ether ETF (ETHH.TO) and Purpose Global Bond Fund (BND.TO). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ETHH.TOBND.TODifference
Sharpe ratioReturn per unit of total volatility

-1.77

Sortino ratioReturn per unit of downside risk

-2.47

Omega ratioGain probability vs. loss probability

0.88

1.18

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.76

1.11

-1.86

Martin ratioReturn relative to average drawdown

-1.12

4.16

-5.29

ETHH.TO vs. BND.TO - Sharpe Ratio Comparison

The current ETHH.TO Sharpe Ratio is -0.78, which is lower than the BND.TO Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of ETHH.TO and BND.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ETHH.TO vs. BND.TO - Drawdown Comparison

The maximum ETHH.TO drawdown since its inception was -79.46%, which is greater than BND.TO's maximum drawdown of -16.55%. Use the drawdown chart below to compare losses from any high point for ETHH.TO and BND.TO.


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Drawdown Indicators


ETHH.TOBND.TODifference

Max Drawdown

Largest peak-to-trough decline

-79.46%

-16.55%

-62.91%

Max Drawdown (1Y)

Largest decline over 1 year

-68.96%

-2.87%

-66.09%

Max Drawdown (3Y)

Largest decline over 3 years

-68.96%

-4.33%

-64.63%

Max Drawdown (5Y)

Largest decline over 5 years

-79.46%

-12.43%

-67.03%

Max Drawdown (10Y)

Largest decline over 10 years

-16.55%

Current Drawdown

Current decline from peak

-67.40%

-1.56%

-65.84%

Average Drawdown

Average peak-to-trough decline

-49.64%

-2.09%

-47.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.41%

0.76%

+45.65%

Volatility

ETHH.TO vs. BND.TO - Volatility Comparison

Purpose Ether ETF (ETHH.TO) has a higher volatility of 11.69% compared to Purpose Global Bond Fund (BND.TO) at 1.04%. This indicates that ETHH.TO's price experiences larger fluctuations and is considered to be riskier than BND.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHH.TOBND.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.69%

1.04%

+10.65%

Volatility (6M)

Calculated over the trailing 6-month period

45.66%

2.81%

+42.85%

Volatility (1Y)

Calculated over the trailing 1-year period

66.55%

3.23%

+63.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

69.42%

5.11%

+64.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

72.59%

5.15%

+67.44%

ETHH.TO vs. BND.TO - Expense Ratio Comparison

ETHH.TO has a 1.00% expense ratio, which is higher than BND.TO's 0.45% expense ratio.


Dividends

ETHH.TO vs. BND.TO - Dividend Comparison

ETHH.TO has not paid dividends to shareholders, while BND.TO's dividend yield for the trailing twelve months is around 5.93%.


PositionTTM20252024202320222021202020192018201720162015
BND.TO
Purpose Global Bond Fund
5.93%5.70%5.24%5.20%4.14%3.67%3.48%3.11%3.96%3.47%3.26%0.53%
ETHH.TO
Purpose Ether ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ETHH.TO and BND.TO have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BND.TO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BND.TO is cheaper with a 0.45% expense ratio, compared with 1.00% for ETHH.TO.

ETHH.TO is categorized as Cryptocurrency, while BND.TO is Global Bonds. Their fees differ too: 1.00% for ETHH.TO and 0.45% for BND.TO.

Portfolio Optimizer

Find the right allocation for ETHH.TO and BND.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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