Summary
ETHA
Prices · period metrics · 12M
NAV as of 15/10/2026
02/04/2025 → 02/04/2026
Return -38.74% Volatility 75.92% Sharpe 0.06
Official loaded data — not a live quote.

iShares Ethereum Trust ETF

Symbol: ETHA

Exchange: NASDAQ

Sector: N/A

Category: Digital Assets

Inception date: 24/06/2024

Latest date: 15/10/2026

Current price: $55.41

Expense ratio: 0.25%

Assets under management
$9.8B
4.74% 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

1.48%

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

27.20%

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

2.78%

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

-38.74%

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

181.84%

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: 15/10/2025 - 15/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.116%

Best day

11.761%

25/02/2026
Worst day

-13.953%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
15/10/2026 $52.90 $55.65 $52.49 $55.41 11,196,900
14/10/2026 $55.87 $56.21 $54.60 $54.89 12,834,500
13/10/2026 $56.75 $57.15 $56.38 $56.68 6,333,500
12/10/2026 $57.12 $57.53 $56.58 $56.95 9,121,200
09/10/2026 $56.44 $56.60 $55.94 $55.99 8,705,700
08/10/2026 $57.27 $57.40 $54.39 $55.70 28,888,500
07/10/2026 $57.92 $58.31 $57.38 $58.10 19,894,800
06/10/2026 $61.31 $61.65 $60.69 $60.89 9,033,300
05/10/2026 $61.56 $61.78 $60.60 $61.29 6,306,200
02/10/2026 $62.23 $62.72 $59.94 $60.33 13,048,833