Summary
QETH
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return -43.90% Volatility 75.72% Sharpe 0.05
Official loaded data — not a live quote.

Invesco Galaxy Ethereum ETF

Symbol: QETH

Exchange: BATS

Sector: N/A

Category: Digital Assets

Inception date: 23/07/2024

Latest date: 03/09/2026

Current price: $25.06

Expense ratio: 0.25%

Assets under management
$16.3M
4.20% 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

34.75%

Ann. 14.97% (Sharpe / Sortino numerator)

Volatility

64.85%

Sharpe ratio

0.175

VaR 95%

-5.87%

CVaR 95%: -6.01%
Max drawdown: -14.72%
Sortino ratio: 0.344
Calmar ratio: 1.02

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

39.92%

Ann. -81.34% (Sharpe / Sortino numerator)

Volatility

79.07%

Sharpe ratio

-1.075

VaR 95%

-7.24%

CVaR 95%: -11.49%
Max drawdown: -45.21%
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

27.14%

Ann. -79.28% (Sharpe / Sortino numerator)

Volatility

75.73%

Sharpe ratio

-1.095

VaR 95%

-7.88%

CVaR 95%: -10.79%
Max drawdown: -60.76%
Sortino ratio: -1.682
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

-43.90%

Ann. 7.68% (Sharpe / Sortino numerator)

Volatility

75.72%

Sharpe ratio

0.053

VaR 95%

-6.98%

CVaR 95%: -10.04%
Max drawdown: -61.69%
Sortino ratio: 0.086
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

2.58%

Ann. -19.79% (Sharpe / Sortino numerator)

Volatility

74.03%

Sharpe ratio

-0.316

VaR 95%

-6.42%

CVaR 95%: -10.49%
Max drawdown: -64.07%
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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.147%

Best day

11.898%

25/02/2026
Worst day

-13.955%

05/02/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $24.05 $25.11 $24.05 $25.06 48,600
02/09/2026 $23.66 $23.95 $23.62 $23.81 46,800
01/09/2026 $24.28 $24.41 $23.72 $24.04 38,700
31/08/2026 $24.41 $24.76 $24.28 $24.70 64,600
28/08/2026 $25.03 $25.06 $24.02 $24.22 26,700
27/08/2026 $24.82 $25.15 $24.79 $24.87 7,200
26/08/2026 $24.43 $24.66 $24.33 $24.59 12,300
25/08/2026 $24.46 $24.65 $24.46 $24.52 8,600
24/08/2026 $24.93 $25.09 $24.46 $24.59 45,200
21/08/2026 $23.75 $24.13 $23.59 $24.00 65,000