Summary
FETH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -44.82% Volatility 75.63% Sharpe 0.05
Official loaded data — not a live quote.

Fidelity Ethereum Fund

Symbol: FETH

Exchange: BATS

Sector: N/A

Category: Digital Assets

Inception date: 22/07/2024

Latest date: 16/07/2026

Current price: $18.68

Expense ratio: 0.25%

Assets under management
$750.9M
-0.48% 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

4.47%

Ann. 15.57% (Sharpe / Sortino numerator)

Volatility

65.21%

Sharpe ratio

0.183

VaR 95%

-5.87%

CVaR 95%: -5.98%
Max drawdown: -14.70%
Sortino ratio: 0.364
Calmar ratio: 1.06

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

-20.61%

Ann. -81.38% (Sharpe / Sortino numerator)

Volatility

78.77%

Sharpe ratio

-1.079

VaR 95%

-7.16%

CVaR 95%: -11.41%
Max drawdown: -45.16%
Sortino ratio: -1.544
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

-43.14%

Ann. -79.27% (Sharpe / Sortino numerator)

Volatility

75.69%

Sharpe ratio

-1.095

VaR 95%

-7.99%

CVaR 95%: -10.75%
Max drawdown: -60.77%
Sortino ratio: -1.690
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

-44.82%

Ann. 7.78% (Sharpe / Sortino numerator)

Volatility

75.63%

Sharpe ratio

0.055

VaR 95%

-6.99%

CVaR 95%: -10.01%
Max drawdown: -61.74%
Sortino ratio: 0.089
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

-46.10%

Ann. -19.81% (Sharpe / Sortino numerator)

Volatility

74.00%

Sharpe ratio

-0.316

VaR 95%

-6.45%

CVaR 95%: -10.46%
Max drawdown: -64.00%
Sortino ratio: -0.464
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

14.719%

22/08/2025
Worst day

-13.889%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $18.77 $18.85 $18.55 $18.68 1,353,700
15/07/2026 $19.28 $19.34 $18.96 $19.16 1,351,400
14/07/2026 $18.71 $18.80 $18.52 $18.70 3,194,600
13/07/2026 $17.62 $17.78 $17.43 $17.66 1,499,700
10/07/2026 $17.89 $18.05 $17.69 $17.86 1,392,600
09/07/2026 $17.34 $17.51 $17.24 $17.40 741,100
08/07/2026 $17.28 $17.39 $17.05 $17.33 1,780,300
07/07/2026 $17.63 $18.04 $17.52 $17.82 1,154,500
06/07/2026 $17.27 $17.97 $17.22 $17.86 2,103,600
02/07/2026 $16.76 $17.16 $16.72 $16.94 2,419,300