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HDX1.DE vs. ETHA.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HDX1.DE vs. ETHA.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and 21Shares Ethereum Staking ETP (ETHA.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HDX1.DE achieves a -29.97% return, which is significantly higher than ETHA.DE's -39.59% return.


HDX1.DE

1D
-3.83%
1M
-21.06%
YTD
-29.97%
6M
-32.20%
1Y
-41.17%
3Y*
19.62%
5Y*
10Y*

ETHA.DE

1D
-3.89%
1M
-23.90%
YTD
-39.59%
6M
-41.48%
1Y
-32.56%
3Y*
-4.07%
5Y*
-6.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HDX1.DE vs. ETHA.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
HDX1.DE
Hashdex Nasdaq Crypto Index Europe ETP EUR
-29.97%-21.32%108.60%133.00%-27.55%
ETHA.DE
21Shares Ethereum Staking ETP
-39.59%-22.34%52.23%90.31%-32.11%

Correlation

The correlation between HDX1.DE and ETHA.DE 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 9, 2022

0.83

The correlation between HDX1.DE and ETHA.DE has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.

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Return for Risk

HDX1.DE vs. ETHA.DE — Risk / Return Rank

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

HDX1.DE
HDX1.DE Risk / Return Rank: 22
Overall Rank
HDX1.DE Sharpe Ratio Rank: 22
Sharpe Ratio Rank
HDX1.DE Sortino Ratio Rank: 22
Sortino Ratio Rank
HDX1.DE Omega Ratio Rank: 22
Omega Ratio Rank
HDX1.DE Calmar Ratio Rank: 22
Calmar Ratio Rank
HDX1.DE Martin Ratio Rank: 22
Martin Ratio Rank

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

HDX1.DE vs. ETHA.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and 21Shares Ethereum Staking ETP (ETHA.DE). 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.


HDX1.DEETHA.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

0.85

0.94

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.55

-0.24

Martin ratioReturn relative to average drawdown

-1.36

-0.94

-0.42

HDX1.DE vs. ETHA.DE - Sharpe Ratio Comparison

The current HDX1.DE Sharpe Ratio is -0.96, which is lower than the ETHA.DE Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of HDX1.DE and ETHA.DE, 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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Sharpe Ratios by Period


HDX1.DEETHA.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.96

-0.57

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.01

+0.40

Drawdowns

HDX1.DE vs. ETHA.DE - Drawdown Comparison

The maximum HDX1.DE drawdown since its inception was -53.03%, smaller than the maximum ETHA.DE drawdown of -76.82%. Use the drawdown chart below to compare losses from any high point for HDX1.DE and ETHA.DE.


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Drawdown Indicators


HDX1.DEETHA.DEDifference

Max Drawdown

Largest peak-to-trough decline

-53.03%

-76.82%

+23.79%

Max Drawdown (1Y)

Largest decline over 1 year

-53.03%

-61.72%

+8.69%

Max Drawdown (3Y)

Largest decline over 3 years

-53.03%

-64.71%

+11.68%

Max Drawdown (5Y)

Largest decline over 5 years

-76.82%

Current Drawdown

Current decline from peak

-53.03%

-64.41%

+11.38%

Average Drawdown

Average peak-to-trough decline

-16.03%

-43.74%

+27.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.87%

36.35%

-5.48%

Volatility

HDX1.DE vs. ETHA.DE - Volatility Comparison

Hashdex Nasdaq Crypto Index Europe ETP EUR (HDX1.DE) and 21Shares Ethereum Staking ETP (ETHA.DE) have volatilities of 10.07% and 10.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HDX1.DEETHA.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.07%

10.14%

-0.07%

Volatility (6M)

Calculated over the trailing 6-month period

32.86%

42.04%

-9.18%

Volatility (1Y)

Calculated over the trailing 1-year period

43.43%

59.62%

-16.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.02%

67.07%

-16.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.02%

69.50%

-18.48%

HDX1.DE vs. ETHA.DE - Expense Ratio Comparison

HDX1.DE has a 1.00% expense ratio, which is lower than ETHA.DE's 1.49% expense ratio.


Dividends

HDX1.DE vs. ETHA.DE - Dividend Comparison

Neither HDX1.DE nor ETHA.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, HDX1.DE and ETHA.DE 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.

On fees, HDX1.DE is cheaper at 1.00% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HDX1.DE is cheaper with a 1.00% expense ratio, compared with 1.49% for ETHA.DE.

They also come from different issuers: Hashdex and 21Shares. Their fees differ too: 1.00% for HDX1.DE and 1.49% for ETHA.DE.

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