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STCE vs. TSOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

STCE vs. TSOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Schwab Crypto Thematic ETF (STCE) and 21Shares Solana ETF (TSOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, STCE achieves a 32.00% return, which is significantly higher than TSOL's -41.49% return.


STCE

1D
-1.96%
1M
16.12%
YTD
32.00%
6M
10.29%
1Y
84.98%
3Y*
58.04%
5Y*
10Y*

TSOL

1D
-4.53%
1M
-14.54%
YTD
-41.49%
6M
-48.57%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

STCE vs. TSOL - Yearly Performance Comparison


2026 (YTD)2025
STCE
Schwab Crypto Thematic ETF
32.00%-6.51%
TSOL
21Shares Solana ETF
-41.49%-6.28%

Correlation

The correlation between STCE and TSOL is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 20, 2025

0.66

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Return for Risk

STCE vs. TSOL — Risk / Return Rank

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

STCE
STCE Risk / Return Rank: 3333
Overall Rank
STCE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
STCE Sortino Ratio Rank: 3838
Sortino Ratio Rank
STCE Omega Ratio Rank: 3434
Omega Ratio Rank
STCE Calmar Ratio Rank: 3232
Calmar Ratio Rank
STCE Martin Ratio Rank: 2222
Martin Ratio Rank

TSOL
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.

STCE vs. TSOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Crypto Thematic ETF (STCE) and 21Shares Solana ETF (TSOL). 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.


STCETSOLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.24

Calmar ratioReturn relative to maximum drawdown

1.58

Martin ratioReturn relative to average drawdown

2.85

STCE vs. TSOL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


STCETSOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

-0.95

+1.60

Drawdowns

STCE vs. TSOL - Drawdown Comparison

The maximum STCE drawdown since its inception was -54.11%, which is greater than TSOL's maximum drawdown of -50.75%. Use the drawdown chart below to compare losses from any high point for STCE and TSOL.


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Drawdown Indicators


STCETSOLDifference

Max Drawdown

Largest peak-to-trough decline

-54.11%

-50.75%

-3.36%

Max Drawdown (1Y)

Largest decline over 1 year

-54.11%

Max Drawdown (3Y)

Largest decline over 3 years

-54.11%

Current Drawdown

Current decline from peak

-25.63%

-50.75%

+25.12%

Average Drawdown

Average peak-to-trough decline

-21.98%

-29.35%

+7.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.87%

Volatility

STCE vs. TSOL - Volatility Comparison


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Volatility by Period


STCETSOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.89%

Volatility (6M)

Calculated over the trailing 6-month period

42.80%

Volatility (1Y)

Calculated over the trailing 1-year period

61.14%

71.70%

-10.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.86%

71.70%

-15.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.86%

71.70%

-15.84%

STCE vs. TSOL - Expense Ratio Comparison

STCE has a 0.30% expense ratio, which is higher than TSOL's 0.21% expense ratio.


Dividends

STCE vs. TSOL - Dividend Comparison

STCE's dividend yield for the trailing twelve months is around 1.49%, less than TSOL's 4.78% yield.


PositionTTM2025202420232022
STCE
Schwab Crypto Thematic ETF
1.49%1.96%0.64%0.31%1.46%
TSOL
21Shares Solana ETF
4.78%0.00%0.00%0.00%0.00%

Frequently Asked Questions


STCE and TSOL have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, TSOL is cheaper at 0.21% per year. The better choice depends on whether you care most about return, fees, risk, or income.

TSOL is cheaper with a 0.21% expense ratio, compared with 0.30% for STCE.

TSOL has the higher dividend yield at 4.78%, compared with 1.49% for STCE.

STCE is categorized as Blockchain, while TSOL is Cryptocurrency. They also come from different issuers: Charles Schwab and 21Shares. Their fees differ too: 0.30% for STCE and 0.21% for TSOL.

Portfolio Optimizer

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