Summary
QETH
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -44.79% 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: 16/07/2026

Current price: $18.66

Expense ratio: 0.25%

Assets under management
$15.9M
-0.43% 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

4.48%

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

-20.56%

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

-43.13%

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

-44.79%

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

-46.12%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.146%

Best day

14.55%

22/08/2025
Worst day

-13.955%

05/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $18.74 $18.78 $18.60 $18.66 26,400
15/07/2026 $19.24 $19.24 $19.02 $19.13 6,500
14/07/2026 $18.68 $18.73 $18.49 $18.64 27,600
13/07/2026 $17.65 $17.68 $17.49 $17.65 20,800
10/07/2026 $17.89 $18.01 $17.68 $17.82 8,700
09/07/2026 $17.32 $17.44 $17.26 $17.39 16,200
08/07/2026 $17.25 $17.32 $17.03 $17.30 33,100
07/07/2026 $17.58 $17.91 $17.51 $17.81 16,100
06/07/2026 $17.19 $17.87 $17.19 $17.81 23,400
02/07/2026 $16.99 $17.08 $16.86 $16.90 44,400