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MSBT vs. ETH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MSBT vs. ETH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Morgan Stanley Bitcoin Trust (MSBT) and Grayscale Ethereum Staking Mini ETF (ETH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


MSBT

1D
-2.70%
1M
-18.41%
YTD
6M
1Y
3Y*
5Y*
10Y*

ETH

1D
-5.52%
1M
-23.42%
YTD
-38.95%
6M
-42.17%
1Y
-30.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MSBT vs. ETH - Yearly Performance Comparison


Correlation

The correlation between MSBT and ETH 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 (All Time)
Calculated using the full available price history since Apr 9, 2026

0.91

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Return for Risk

MSBT vs. ETH — Risk / Return Rank

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

MSBT

ETH
ETH Risk / Return Rank: 55
Overall Rank
ETH Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ETH Sortino Ratio Rank: 66
Sortino Ratio Rank
ETH Omega Ratio Rank: 66
Omega Ratio Rank
ETH Calmar Ratio Rank: 55
Calmar Ratio Rank
ETH 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.

MSBT vs. ETH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Morgan Stanley Bitcoin Trust (MSBT) and Grayscale Ethereum Staking Mini ETF (ETH). 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.

MSBT vs. ETH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MSBTETHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.33

-0.41

-0.92

Drawdowns

MSBT vs. ETH - Drawdown Comparison

The maximum MSBT drawdown since its inception was -20.25%, smaller than the maximum ETH drawdown of -64.01%. Use the drawdown chart below to compare losses from any high point for MSBT and ETH.


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Drawdown Indicators


MSBTETHDifference

Max Drawdown

Largest peak-to-trough decline

-20.25%

-64.01%

+43.76%

Max Drawdown (1Y)

Largest decline over 1 year

-62.40%

Current Drawdown

Current decline from peak

-20.25%

-62.40%

+42.15%

Average Drawdown

Average peak-to-trough decline

-3.91%

-32.58%

+28.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.50%

Volatility

MSBT vs. ETH - Volatility Comparison


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Volatility by Period


MSBTETHDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.90%

Volatility (6M)

Calculated over the trailing 6-month period

46.02%

Volatility (1Y)

Calculated over the trailing 1-year period

32.92%

68.34%

-35.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.92%

72.26%

-39.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.92%

72.26%

-39.34%

MSBT vs. ETH - Expense Ratio Comparison

MSBT has a 0.14% expense ratio, which is lower than ETH's 0.15% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

MSBT vs. ETH - Dividend Comparison

Neither MSBT nor ETH has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, MSBT and ETH 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, MSBT is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MSBT is cheaper with a 0.14% expense ratio, compared with 0.15% for ETH.

MSBT and ETH have nearly identical dividend yields, around 0.00%.

They also come from different issuers: Morgan Stanley and Grayscale. Their fees differ too: 0.14% for MSBT and 0.15% for ETH.

Portfolio Optimizer

Find the right allocation for MSBT and ETH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer