Summary
ETHW
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return -41.98% 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: 31/08/2026

Current price: $17.76

Expense ratio: 0.00%

Assets under management
$198.6M
1.31% 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

32.93%

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

24.02%

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

21.81%

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

-41.98%

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

1.20%

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: 02/09/2025 - 31/08/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.134%

Best day

11.813%

25/02/2026
Worst day

-14.055%

05/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $17.53 $17.80 $17.43 $17.76 971,600
28/08/2026 $17.86 $18.07 $17.21 $17.41 1,858,300
27/08/2026 $17.89 $18.13 $17.77 $17.88 568,100
26/08/2026 $17.48 $17.76 $17.41 $17.67 557,300
25/08/2026 $17.56 $17.78 $17.46 $17.61 570,100
24/08/2026 $17.94 $18.11 $17.56 $17.68 1,491,200
21/08/2026 $17.08 $17.39 $16.93 $17.26 1,475,200
20/08/2026 $16.37 $16.86 $16.14 $16.63 2,513,000
19/08/2026 $13.85 $15.14 $13.78 $15.04 2,398,600
18/08/2026 $13.54 $13.74 $13.54 $13.67 655,400