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NEHI vs. ETHW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NEHI vs. ETHW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NEOS Ethereum High Income ETF (NEHI) and Bitwise Ethereum ETF (ETHW). The values are adjusted to include any dividend payments, if applicable.

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NEHI vs. ETHW - Yearly Performance Comparison


2026 (YTD)2025
NEHI
NEOS Ethereum High Income ETF
-26.13%-3.02%
ETHW
Bitwise Ethereum ETF
-28.02%-5.30%

Returns By Period

In the year-to-date period, NEHI achieves a -26.13% return, which is significantly higher than ETHW's -28.02% return.


NEHI

1D
1.12%
1M
4.55%
YTD
-26.13%
6M
1Y
3Y*
5Y*
10Y*

ETHW

1D
2.07%
1M
5.01%
YTD
-28.02%
6M
-50.72%
1Y
11.83%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NEHI vs. ETHW - Expense Ratio Comparison

NEHI has a 0.98% expense ratio, which is higher than ETHW's 0.20% expense ratio.


Return for Risk

NEHI vs. ETHW — Risk / Return Rank

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

NEHI

ETHW
ETHW Risk / Return Rank: 1919
Overall Rank
ETHW Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ETHW Sortino Ratio Rank: 2626
Sortino Ratio Rank
ETHW Omega Ratio Rank: 2222
Omega Ratio Rank
ETHW Calmar Ratio Rank: 1717
Calmar Ratio Rank
ETHW Martin Ratio Rank: 1616
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.

NEHI vs. ETHW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NEOS Ethereum High Income ETF (NEHI) and Bitwise Ethereum ETF (ETHW). 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.

NEHI vs. ETHW - Sharpe Ratio Comparison


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Sharpe Ratios by Period


NEHIETHWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.98

-0.34

-0.64

Correlation

The correlation between NEHI and ETHW is 0.98, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

NEHI vs. ETHW - Dividend Comparison

NEHI's dividend yield for the trailing twelve months is around 14.42%, while ETHW has not paid dividends to shareholders.


TTM2025
NEHI
NEOS Ethereum High Income ETF
14.42%2.87%
ETHW
Bitwise Ethereum ETF
0.00%0.00%

Drawdowns

NEHI vs. ETHW - Drawdown Comparison

The maximum NEHI drawdown since its inception was -42.50%, smaller than the maximum ETHW drawdown of -64.04%. Use the drawdown chart below to compare losses from any high point for NEHI and ETHW.


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Drawdown Indicators


NEHIETHWDifference

Max Drawdown

Largest peak-to-trough decline

-42.50%

-64.04%

+21.54%

Max Drawdown (1Y)

Largest decline over 1 year

-61.69%

Current Drawdown

Current decline from peak

-33.93%

-55.87%

+21.94%

Average Drawdown

Average peak-to-trough decline

-22.04%

-30.46%

+8.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.62%

Volatility

NEHI vs. ETHW - Volatility Comparison


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Volatility by Period


NEHIETHWDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.96%

Volatility (6M)

Calculated over the trailing 6-month period

53.61%

Volatility (1Y)

Calculated over the trailing 1-year period

66.41%

75.78%

-9.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

66.41%

74.63%

-8.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

66.41%

74.63%

-8.22%