FETH vs. SCHR
FETH (Fidelity Ethereum Fund) and SCHR (Schwab Intermediate-Term U.S. Treasury ETF) are both exchange-traded funds - FETH is a Cryptocurrency fund tracking the Fidelity Ethereum Reference Rate Index, while SCHR is a Government Bonds fund tracking the Bloomberg US Treasury 3-10 Year Index. Both are passively managed. Over the past year, FETH returned -38.43% vs 3.25% for SCHR. At a 0.06 correlation, their price movements are largely independent. FETH charges 0.25%/yr vs 0.05%/yr for SCHR.
Performance
FETH vs. SCHR - Performance Comparison
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Returns By Period
In the year-to-date period, FETH achieves a -44.01% return, which is significantly lower than SCHR's -0.27% return.
FETH
- 1D
- -1.01%
- 1M
- -26.28%
- YTD
- -44.01%
- 6M
- -46.08%
- 1Y
- -38.43%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SCHR
- 1D
- -0.12%
- 1M
- 0.05%
- YTD
- -0.27%
- 6M
- 0.04%
- 1Y
- 3.25%
- 3Y*
- 3.71%
- 5Y*
- 0.02%
- 10Y*
- 1.19%
FETH vs. SCHR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FETH Fidelity Ethereum Fund | -44.01% | -11.37% | -4.68% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | -0.27% | 7.33% | 0.73% |
Correlation
The correlation between FETH and SCHR is 0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2024 | 0.06 |
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Return for Risk
FETH vs. SCHR — Risk / Return Rank
FETH
SCHR
FETH vs. SCHR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Ethereum Fund (FETH) and Schwab Intermediate-Term U.S. Treasury ETF (SCHR). 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.
| FETH | SCHR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.17 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.57 | 1.17 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.98 | 3.29 | -4.27 |
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Drawdowns
FETH vs. SCHR - Drawdown Comparison
The maximum FETH drawdown since its inception was -67.57%, which is greater than SCHR's maximum drawdown of -16.11%. Use the drawdown chart below to compare losses from any high point for FETH and SCHR.
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Drawdown Indicators
| FETH | SCHR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.57% | -16.11% | -51.46% |
Max Drawdown (1Y)Largest decline over 1 year | -67.57% | -2.79% | -64.78% |
Max Drawdown (3Y)Largest decline over 3 years | — | -4.35% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -15.07% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -16.11% | — |
Current DrawdownCurrent decline from peak | -65.74% | -2.21% | -63.53% |
Average DrawdownAverage peak-to-trough decline | -33.30% | -3.64% | -29.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.31% | 0.99% | +38.32% |
Volatility
FETH vs. SCHR - Volatility Comparison
Fidelity Ethereum Fund (FETH) has a higher volatility of 17.03% compared to Schwab Intermediate-Term U.S. Treasury ETF (SCHR) at 1.11%. This indicates that FETH's price experiences larger fluctuations and is considered to be riskier than SCHR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FETH | SCHR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.03% | 1.11% | +15.92% |
Volatility (6M)Calculated over the trailing 6-month period | 46.32% | 2.40% | +43.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.12% | 3.38% | +65.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.38% | 5.38% | +67.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 72.38% | 4.47% | +67.91% |
FETH vs. SCHR - Expense Ratio Comparison
FETH has a 0.25% expense ratio, which is higher than SCHR's 0.05% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
FETH vs. SCHR - Dividend Comparison
FETH has not paid dividends to shareholders, while SCHR's dividend yield for the trailing twelve months is around 3.91%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FETH Fidelity Ethereum Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.91% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
Frequently Asked Questions
FETH and SCHR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FETH has higher volatility (17.03%) compared to SCHR (1.11%). In terms of maximum drawdown, FETH dropped -67.57% vs SCHR's -16.11%.
On 1-year performance, SCHR leads with 3.25% vs -38.43% for FETH. On fees, SCHR is cheaper at 0.05% per year. On volatility, SCHR has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SCHR has performed better with a 3.25% return vs -38.43%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCHR is cheaper with a 0.05% expense ratio, compared with 0.25% for FETH.
SCHR has the higher dividend yield at 3.91%, compared with 0.00% for FETH.
FETH is categorized as Cryptocurrency, while SCHR is Government Bonds. FETH tracks Fidelity Ethereum Reference Rate Index, while SCHR tracks Bloomberg US Treasury 3-10 Year Index. They also come from different issuers: Fidelity and Charles Schwab. Their fees differ too: 0.25% for FETH and 0.05% for SCHR.
SCHR currently has the higher Sharpe Ratio (0.97 vs -0.56), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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