Summary
ETHW
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -44.79% Volatility 75.60% Sharpe 0.05
Official loaded data — not a live quote.

Bitwise Ethereum ETF (The)

Symbol: ETHW

Exchange: NYSE

Sector: N/A

Category: Digital Assets

Inception date: 22/07/2024

Latest date: 16/07/2026

Current price: $13.41

Expense ratio: 0.00%

Assets under management
$168.3M
-0.37% 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

4.52%

Ann. 16.10% (Sharpe / Sortino numerator)

Volatility

64.78%

Sharpe ratio

0.192

VaR 95%

-5.81%

CVaR 95%: -5.92%
Max drawdown: -14.67%
Sortino ratio: 0.384
Calmar ratio: 1.10

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

-20.60%

Ann. -81.35% (Sharpe / Sortino numerator)

Volatility

78.88%

Sharpe ratio

-1.077

VaR 95%

-7.25%

CVaR 95%: -11.47%
Max drawdown: -45.20%
Sortino ratio: -1.539
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

-43.11%

Ann. -79.26% (Sharpe / Sortino numerator)

Volatility

75.69%

Sharpe ratio

-1.095

VaR 95%

-7.87%

CVaR 95%: -10.78%
Max drawdown: -60.78%
Sortino ratio: -1.687
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

-44.79%

Ann. 7.68% (Sharpe / Sortino numerator)

Volatility

75.60%

Sharpe ratio

0.054

VaR 95%

-7.19%

CVaR 95%: -10.02%
Max drawdown: -61.69%
Sortino ratio: 0.087
Calmar ratio: 0.12

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

-46.04%

Ann. -19.74% (Sharpe / Sortino numerator)

Volatility

73.85%

Sharpe ratio

-0.316

VaR 95%

-6.77%

CVaR 95%: -10.46%
Max drawdown: -64.04%
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

14.564%

22/08/2025
Worst day

-14.055%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $13.46 $13.54 $13.32 $13.41 459,700
15/07/2026 $13.83 $13.88 $13.62 $13.76 505,700
14/07/2026 $13.44 $13.50 $13.29 $13.43 980,600
13/07/2026 $12.63 $12.76 $12.52 $12.69 606,700
10/07/2026 $12.85 $12.95 $12.70 $12.82 676,300
09/07/2026 $12.45 $12.56 $12.39 $12.51 436,500
08/07/2026 $12.41 $12.48 $12.24 $12.44 1,113,000
07/07/2026 $12.65 $12.96 $12.59 $12.80 754,400
06/07/2026 $12.39 $12.90 $12.36 $12.83 1,317,300
02/07/2026 $12.01 $12.32 $12.00 $12.17 726,300