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ETHY.TO vs. FETH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ETHY.TO vs. FETH - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Ether Yield ETF - ETF Units (ETHY.TO) and Fidelity Ethereum Fund (FETH). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ETHY.TO is traded in CAD, while FETH is traded in USD. To make them comparable, the FETH values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ETHY.TO achieves a -44.43% return, which is significantly lower than FETH's -34.75% return.


ETHY.TO

1D
5.04%
1M
15.84%
6M
-48.08%
YTD
-44.43%
1Y
-44.79%
3Y*
-8.05%
5Y*
10Y*

FETH

1D
5.78%
1M
14.22%
6M
-40.35%
YTD
-34.75%
1Y
-35.57%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ETHY.TO vs. FETH - Yearly Performance Comparison


2026 (YTD)20252024
ETHY.TO
Purpose Ether Yield ETF - ETF Units
-44.43%-16.24%2.22%
FETH
Fidelity Ethereum Fund
-34.75%-15.42%-0.60%

Correlation

The correlation between ETHY.TO and FETH is 0.94, 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

0.94

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2024

0.92

The correlation between ETHY.TO and FETH has been stable across timeframes, ranging from 0.92 to 0.94 - a consistent structural relationship.

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Return for Risk

ETHY.TO vs. FETH — Risk / Return Rank

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

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

FETH
FETH Risk / Return Rank: 55
Overall Rank
FETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FETH Sortino Ratio Rank: 55
Sortino Ratio Rank
FETH Omega Ratio Rank: 55
Omega Ratio Rank
FETH Calmar Ratio Rank: 55
Calmar Ratio Rank
FETH Martin Ratio Rank: 55
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.

ETHY.TO vs. FETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Ether Yield ETF - ETF Units (ETHY.TO) and Fidelity Ethereum Fund (FETH). 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.


ETHY.TOFETHDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

0.93

0.95

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.63

-0.53

-0.10

Martin ratioReturn relative to average drawdown

-1.02

-0.82

-0.20

ETHY.TO vs. FETH - Sharpe Ratio Comparison

The current ETHY.TO Sharpe Ratio is -0.62, which is comparable to the FETH Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of ETHY.TO and FETH, 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

ETHY.TO vs. FETH - Drawdown Comparison

The maximum ETHY.TO drawdown since its inception was -77.54%, which is greater than FETH's maximum drawdown of -67.56%. Use the drawdown chart below to compare losses from any high point for ETHY.TO and FETH.


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Drawdown Indicators


ETHY.TOFETHDifference

Max Drawdown

Largest peak-to-trough decline

-77.54%

-67.56%

-9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-71.48%

-67.56%

-3.92%

Max Drawdown (3Y)

Largest decline over 3 years

-71.48%

Current Drawdown

Current decline from peak

-70.67%

-60.67%

-10.00%

Average Drawdown

Average peak-to-trough decline

-53.38%

-34.87%

-18.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.16%

43.49%

+0.67%

Volatility

ETHY.TO vs. FETH - Volatility Comparison

Purpose Ether Yield ETF - ETF Units (ETHY.TO) has a higher volatility of 22.09% compared to Fidelity Ethereum Fund (FETH) at 16.46%. This indicates that ETHY.TO's price experiences larger fluctuations and is considered to be riskier than FETH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETHY.TOFETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.09%

16.46%

+5.63%

Volatility (6M)

Calculated over the trailing 6-month period

56.60%

47.19%

+9.41%

Volatility (1Y)

Calculated over the trailing 1-year period

72.70%

68.64%

+4.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.88%

71.95%

-6.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.88%

71.95%

-6.07%

Dividends

ETHY.TO vs. FETH - Dividend Comparison

ETHY.TO's dividend yield for the trailing twelve months is around 44.86%, while FETH has not paid dividends to shareholders.


PositionTTM20252024202320222021
ETHY.TO
Purpose Ether Yield ETF - ETF Units
44.86%19.26%21.40%10.34%26.08%0.63%
FETH
Fidelity Ethereum Fund
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.94, ETHY.TO and FETH 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: Purpose Investments and Fidelity.

Portfolio Optimizer

Find the right allocation for ETHY.TO and FETH

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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