YETH vs. ETH-USD
YETH (Roundhill Ether Covered Call Strategy ETF) is Derivative Income fund actively managed by Roundhill, while ETH-USD (Ethereum) is a cryptocurrency. Over the past year, YETH returned -35.08% vs -44.85% for ETH-USD. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
YETH vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, YETH achieves a -29.48% return, which is significantly higher than ETH-USD's -36.94% return.
YETH
- 1D
- -2.65%
- 1M
- 11.61%
- 6M
- -21.42%
- YTD
- -29.48%
- 1Y
- -35.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -23.31%
ETH-USD
- 1D
- 1.51%
- 1M
- 6.54%
- 6M
- -17.51%
- YTD
- -36.94%
- 1Y
- -44.85%
- 3Y*
- 0.66%
- 5Y*
- -5.69%
- 10Y*
- 66.66%
- ALL TIME*
- 79.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
ETH-USD Ethereum | $18.30T | $18.49T | $25.83T |
| $413.46K | $455.45K | $751.44K |
YETH vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
YETH Roundhill Ether Covered Call Strategy ETF | -29.48% | -32.10% | 26.02% |
ETH-USD Ethereum | -36.94% | -10.91% | 37.38% |
Correlation
The correlation between YETH and ETH-USD is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2024 | 0.64 |
The correlation between YETH and ETH-USD has been stable across timeframes, ranging from 0.64 to 0.65 - a consistent structural relationship.
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Return for Risk
YETH vs. ETH-USD — Risk / Return Rank
YETH
ETH-USD
YETH vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Ether Covered Call Strategy ETF (YETH) and Ethereum (ETH-USD). 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.
| YETH | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 0.92 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.66 | -0.02 |
| Martin ratioReturn relative to average drawdown | -1.06 | -0.98 | -0.08 |
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Drawdowns
YETH vs. ETH-USD - Drawdown Comparison
The maximum YETH drawdown since its inception was -64.41%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for YETH and ETH-USD.
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Drawdown Indicators
| YETH | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.41% | -94.01% | +29.60% |
Max Drawdown (1Y)Largest decline over 1 year | -58.73% | -67.60% | +8.87% |
Max Drawdown (3Y)Largest decline over 3 years | — | -67.60% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -79.35% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -56.91% | -61.27% | +4.36% |
Average DrawdownAverage peak-to-trough decline | -33.27% | -51.05% | +17.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.51% | 34.91% | +2.60% |
Volatility
YETH vs. ETH-USD - Volatility Comparison
The current volatility for Roundhill Ether Covered Call Strategy ETF (YETH) is 8.65%, while Ethereum (ETH-USD) has a volatility of 11.59%. This indicates that YETH experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YETH | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.65% | 11.59% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 39.12% | 43.68% | -4.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 57.48% | 54.71% | +2.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.75% | 58.51% | -3.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.75% | 76.01% | -21.26% |
Frequently Asked Questions
YETH and ETH-USD have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (11.59%) compared to YETH (8.65%). In terms of maximum drawdown, YETH dropped -64.41% vs ETH-USD's -94.01%.
ETH-USD currently has the higher Sharpe Ratio (-0.68 vs -0.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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