Summary
ETHA
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -44.87% Volatility 75.92% Sharpe 0.06
Official loaded data — not a live quote.

iShares Ethereum Trust (The)

Symbol: ETHA

Exchange: NASDAQ

Sector: N/A

Category: Digital Assets

Inception date: 24/06/2024

Latest date: 16/07/2026

Current price: $14.13

Expense ratio: 0.25%

Assets under management
$4.3B
-0.56% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.36%

Ann. 20.18% (Sharpe / Sortino numerator)

Volatility

65.14%

Sharpe ratio

0.254

VaR 95%

-5.93%

CVaR 95%: -6.04%
Max drawdown: -14.76%
Sortino ratio: 0.498
Calmar ratio: 1.37

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-20.71%

Ann. -81.20% (Sharpe / Sortino numerator)

Volatility

78.99%

Sharpe ratio

-1.074

VaR 95%

-7.37%

CVaR 95%: -11.49%
Max drawdown: -45.17%
Sortino ratio: -1.531
Calmar ratio: -1.80

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-43.21%

Ann. -79.19% (Sharpe / Sortino numerator)

Volatility

75.90%

Sharpe ratio

-1.091

VaR 95%

-7.93%

CVaR 95%: -10.83%
Max drawdown: -60.80%
Sortino ratio: -1.679
Calmar ratio: -1.30

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-44.87%

Ann. 8.05% (Sharpe / Sortino numerator)

Volatility

75.92%

Sharpe ratio

0.058

VaR 95%

-6.95%

CVaR 95%: -10.11%
Max drawdown: -61.66%
Sortino ratio: 0.094
Calmar ratio: 0.13

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-46.15%

Ann. -19.81% (Sharpe / Sortino numerator)

Volatility

74.25%

Sharpe ratio

-0.315

VaR 95%

-6.52%

CVaR 95%: -10.51%
Max drawdown: -64.02%
Sortino ratio: -0.462
Calmar ratio: -0.31

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.146%

Best day

14.559%

22/08/2025
Worst day

-13.953%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $14.21 $14.28 $14.05 $14.13 24,141,600
15/07/2026 $14.60 $14.65 $14.35 $14.52 29,267,200
14/07/2026 $14.18 $14.24 $14.02 $14.18 43,598,800
13/07/2026 $13.35 $13.47 $13.20 $13.37 25,435,700
10/07/2026 $13.54 $13.67 $13.39 $13.53 22,233,400
09/07/2026 $13.14 $13.27 $13.05 $13.19 12,683,700
08/07/2026 $13.10 $13.17 $12.91 $13.11 26,082,600
07/07/2026 $13.35 $13.67 $13.27 $13.51 20,872,900
06/07/2026 $13.06 $13.62 $13.04 $13.55 28,045,700
02/07/2026 $12.68 $13.01 $12.65 $12.86 40,532,900