Summary
FETH
Prices · period metrics · 12M
NAV as of 31/08/2026
02/04/2025 → 02/04/2026
Return -41.99% 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: 31/08/2026

Current price: $24.73

Expense ratio: 0.25%

Assets under management
$880.9M
1.31% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

32.89%

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

23.96%

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

21.76%

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

-41.99%

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

1.06%

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

Methodology: adjusted prices + daily simple return
Average daily return

-0.135%

Best day

11.798%

25/02/2026
Worst day

-13.889%

05/02/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
31/08/2026 $24.41 $24.80 $24.27 $24.73 1,398,600
28/08/2026 $24.91 $25.17 $23.98 $24.26 1,961,100
27/08/2026 $24.95 $25.25 $24.74 $24.91 3,206,400
26/08/2026 $24.37 $24.75 $24.23 $24.62 1,478,100
25/08/2026 $24.48 $24.77 $24.32 $24.54 1,606,800
24/08/2026 $24.99 $25.23 $24.46 $24.63 3,584,000
21/08/2026 $23.79 $24.23 $23.59 $24.05 3,404,600
20/08/2026 $22.79 $23.49 $22.46 $23.16 4,672,500
19/08/2026 $19.28 $21.07 $19.20 $20.93 6,271,300
18/08/2026 $18.87 $19.14 $18.84 $19.06 1,005,400