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GSOL vs. ETHE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSOL vs. ETHE - Performance Comparison

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

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Returns By Period


GSOL

1D
-4.43%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

ETHE

1D
-5.64%
1M
-23.64%
YTD
-39.63%
6M
-42.89%
1Y
-32.48%
3Y*
19.37%
5Y*
-11.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GSOL vs. ETHE - Yearly Performance Comparison


Correlation

The correlation between GSOL and ETHE is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since May 29, 2026

0.80

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Return for Risk

GSOL vs. ETHE — Risk / Return Rank

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

GSOL

ETHE
ETHE Risk / Return Rank: 55
Overall Rank
ETHE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ETHE Sortino Ratio Rank: 55
Sortino Ratio Rank
ETHE Omega Ratio Rank: 55
Omega Ratio Rank
ETHE Calmar Ratio Rank: 44
Calmar Ratio Rank
ETHE 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.

GSOL vs. ETHE - Risk-Adjusted Trends Comparison

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


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GSOL vs. ETHE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


GSOLETHEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-2.23

0.06

-2.30

Drawdowns

GSOL vs. ETHE - Drawdown Comparison

The maximum GSOL drawdown since its inception was -12.36%, smaller than the maximum ETHE drawdown of -96.26%. Use the drawdown chart below to compare losses from any high point for GSOL and ETHE.


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Drawdown Indicators


GSOLETHEDifference

Max Drawdown

Largest peak-to-trough decline

-12.36%

-96.26%

+83.90%

Max Drawdown (1Y)

Largest decline over 1 year

-63.16%

Max Drawdown (3Y)

Largest decline over 3 years

-66.12%

Max Drawdown (5Y)

Largest decline over 5 years

-89.85%

Current Drawdown

Current decline from peak

-12.36%

-77.17%

+64.81%

Average Drawdown

Average peak-to-trough decline

-5.53%

-72.23%

+66.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.98%

Volatility

GSOL vs. ETHE - Volatility Comparison


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Volatility by Period


GSOLETHEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

Volatility (6M)

Calculated over the trailing 6-month period

46.00%

Volatility (1Y)

Calculated over the trailing 1-year period

51.66%

68.31%

-16.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.66%

82.26%

-30.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.66%

191.84%

-140.18%

GSOL vs. ETHE - Expense Ratio Comparison

GSOL has a 0.35% expense ratio, which is lower than ETHE's 2.50% expense ratio.


Dividends

GSOL vs. ETHE - Dividend Comparison

GSOL has not paid dividends to shareholders, while ETHE's dividend yield for the trailing twelve months is around 1.35%.


Frequently Asked Questions


GSOL and ETHE have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GSOL is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GSOL is cheaper with a 0.35% expense ratio, compared with 2.50% for ETHE.

ETHE has the higher dividend yield at 1.35%, compared with 0.00% for GSOL.

Their fees differ too: 0.35% for GSOL and 2.50% for ETHE.

Portfolio Optimizer

Find the right allocation for GSOL and ETHE

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