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ETHX-B.TO vs. ETC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHX-B.TO vs. ETC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in CI Galaxy Ethereum ETF (ETHX-B.TO) and Evolve Cryptocurrencies ETF (ETC.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, ETHX-B.TO achieves a -36.70% return, which is significantly lower than ETC.TO's -28.30% return.


ETHX-B.TO

1D
-1.93%
1M
5.41%
6M
-43.63%
YTD
-36.70%
1Y
-45.22%
3Y*
0.63%
5Y*
0.58%
10Y*

ETC.TO

1D
-0.89%
1M
0.08%
6M
-35.47%
YTD
-28.30%
1Y
-48.17%
3Y*
22.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHX-B.TO vs. ETC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETHX-B.TO
CI Galaxy Ethereum ETF
-36.70%-15.87%55.80%90.02%-65.68%27.97%
ETC.TO
Evolve Cryptocurrencies ETF
-28.30%-13.66%117.58%126.17%-63.55%10.00%

Correlation

The correlation between ETHX-B.TO and ETC.TO is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.88

The correlation between ETHX-B.TO and ETC.TO has been stable across timeframes, ranging from 0.87 to 0.91 - a consistent structural relationship.

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Return for Risk

ETHX-B.TO vs. ETC.TO — Risk / Return Rank

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

ETHX-B.TO
ETHX-B.TO Risk / Return Rank: 44
Overall Rank
ETHX-B.TO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHX-B.TO Sortino Ratio Rank: 44
Sortino Ratio Rank
ETHX-B.TO Omega Ratio Rank: 44
Omega Ratio Rank
ETHX-B.TO Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHX-B.TO Martin Ratio Rank: 55
Martin Ratio Rank

ETC.TO
ETC.TO Risk / Return Rank: 22
Overall Rank
ETC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ETC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
ETC.TO Omega Ratio Rank: 22
Omega Ratio Rank
ETC.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
ETC.TO Martin Ratio Rank: 22
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.

ETHX-B.TO vs. ETC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CI Galaxy Ethereum ETF (ETHX-B.TO) and Evolve Cryptocurrencies ETF (ETC.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.


ETHX-B.TOETC.TODifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.73

Omega ratioGain probability vs. loss probability

0.91

0.83

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.68

-0.85

+0.18

Martin ratioReturn relative to average drawdown

-1.03

-1.32

+0.28

ETHX-B.TO vs. ETC.TO - Sharpe Ratio Comparison

The current ETHX-B.TO Sharpe Ratio is -0.69, which is higher than the ETC.TO Sharpe Ratio of -1.00. The chart below compares the historical Sharpe Ratios of ETHX-B.TO and ETC.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

ETHX-B.TO vs. ETC.TO - Drawdown Comparison

The maximum ETHX-B.TO drawdown since its inception was -78.38%, roughly equal to the maximum ETC.TO drawdown of -75.66%. Use the drawdown chart below to compare losses from any high point for ETHX-B.TO and ETC.TO.


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Drawdown Indicators


ETHX-B.TOETC.TODifference

Max Drawdown

Largest peak-to-trough decline

-78.38%

-75.66%

-2.72%

Max Drawdown (1Y)

Largest decline over 1 year

-67.14%

-56.51%

-10.63%

Max Drawdown (3Y)

Largest decline over 3 years

-67.14%

-56.51%

-10.63%

Max Drawdown (5Y)

Largest decline over 5 years

-78.38%

Current Drawdown

Current decline from peak

-61.51%

-52.77%

-8.74%

Average Drawdown

Average peak-to-trough decline

-43.19%

-35.85%

-7.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

43.92%

36.65%

+7.27%

Volatility

ETHX-B.TO vs. ETC.TO - Volatility Comparison

CI Galaxy Ethereum ETF (ETHX-B.TO) has a higher volatility of 13.81% compared to Evolve Cryptocurrencies ETF (ETC.TO) at 11.49%. This indicates that ETHX-B.TO's price experiences larger fluctuations and is considered to be riskier than ETC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHX-B.TOETC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.81%

11.49%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

45.49%

36.82%

+8.67%

Volatility (1Y)

Calculated over the trailing 1-year period

65.74%

48.18%

+17.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.84%

54.01%

+14.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.70%

54.01%

+17.69%

Dividends

ETHX-B.TO vs. ETC.TO - Dividend Comparison

ETHX-B.TO has not paid dividends to shareholders, while ETC.TO's dividend yield for the trailing twelve months is around 0.82%.


PositionTTM20252024
ETC.TO
Evolve Cryptocurrencies ETF
0.82%0.58%0.05%
ETHX-B.TO
CI Galaxy Ethereum ETF
0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.91, ETHX-B.TO and ETC.TO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

They also come from different issuers: CI and Evolve.

Portfolio Optimizer

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