SOLQ.TO vs. ETHX.TO
SOLQ.TO (3iQ Solana Staking ETF) and ETHX.TO (CI Galaxy Ethereum ETF CAD Hedged Series) are both Cryptocurrency funds. Both are actively managed. Their correlation of 0.84 suggests significant overlap in exposure.
Performance
SOLQ.TO vs. ETHX.TO - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with SOLQ.TO having a -35.22% return and ETHX.TO slightly lower at -36.29%.
SOLQ.TO
- 1D
- -0.23%
- 1M
- 3.04%
- 6M
- -46.18%
- YTD
- -35.22%
- 1Y
- -49.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ETHX.TO
- 1D
- 2.37%
- 1M
- 6.01%
- 6M
- -43.93%
- YTD
- -36.29%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SOLQ.TO vs. ETHX.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SOLQ.TO 3iQ Solana Staking ETF | -35.22% | -37.04% |
ETHX.TO CI Galaxy Ethereum ETF CAD Hedged Series | -36.29% | -36.36% |
Correlation
The correlation between SOLQ.TO and ETHX.TO is 0.84, 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 Aug 27, 2025 | 0.84 |
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Return for Risk
SOLQ.TO vs. ETHX.TO — Risk / Return Rank
SOLQ.TO
ETHX.TO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
SOLQ.TO vs. ETHX.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for 3iQ Solana Staking ETF (SOLQ.TO) and CI Galaxy Ethereum ETF CAD Hedged Series (ETHX.TO). 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.
| SOLQ.TO | ETHX.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.91 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | — | — |
| Martin ratioReturn relative to average drawdown | -0.98 | — | — |
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Drawdowns
SOLQ.TO vs. ETHX.TO - Drawdown Comparison
The maximum SOLQ.TO drawdown since its inception was -73.59%, which is greater than ETHX.TO's maximum drawdown of -67.53%. Use the drawdown chart below to compare losses from any high point for SOLQ.TO and ETHX.TO.
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Drawdown Indicators
| SOLQ.TO | ETHX.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.59% | -67.53% | -6.06% |
Max Drawdown (1Y)Largest decline over 1 year | -73.59% | — | — |
Current DrawdownCurrent decline from peak | -67.55% | -60.00% | -7.55% |
Average DrawdownAverage peak-to-trough decline | -37.30% | -41.16% | +3.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.13% | — | — |
Volatility
SOLQ.TO vs. ETHX.TO - Volatility Comparison
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Volatility by Period
| SOLQ.TO | ETHX.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.13% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 51.32% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 73.16% | 69.00% | +4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.18% | 69.00% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.18% | 69.00% | +2.18% |
Dividends
SOLQ.TO vs. ETHX.TO - Dividend Comparison
Neither SOLQ.TO nor ETHX.TO has paid dividends to shareholders.
Frequently Asked Questions
SOLQ.TO and ETHX.TO have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
They also come from different issuers: 3iQ and CI Global Asset Management.
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