CoinShares Physical Ethereum (ETH)

10-Year Study

CETH.XETRA · · DE · Common Stock

Executive Summary: CoinShares Physical Ethereum (ETH) has compounded at 39.3% annually over the last 10 years, with a maximum drawdown of 87.4% and an annualized volatility of 178.9%.

1Y CAGR
-14.3%
3Y CAGR
+5.3%
5Y CAGR
+25.5%
10Y CAGR
+39.3%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
87.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
2.58
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
9.23
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
290.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +186.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · -75.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
86%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026174.3-28.59.210.4————————136.5%
2025531.2-34.7-20.0-8.347.3-8.858.411.6-5.0-4.5-21.7-67.963.6%
20240.449.03.6-15.424.3-8.1-4.1-27.35.80.445.5-84.8-75.5%
202331.35.48.91.42.2-3.0-0.3-7.10.77.99.714.691.5%
2022243.76.120.5-10.7-33.0-45.771.0-8.4-10.114.4-22.5-9.561.5%
2021-1.9-0.60.81.22.1171.211.344.6-9.747.67.8-83.45.8%
2020——————————180.02.2186.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 178.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 61.1% of variance. Idiosyncratic stock-specific factors contribute 15.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-09-0110000
2020-11-0128003.43063562149
2020-12-0128612.19895502209
2021-01-0128069.83909445177
2021-02-0127906.434966611017
2021-03-0128131.02769919825
2021-04-0128456.704040869186
2021-05-0129053.469532754265
2021-06-0178806.74612239664
2021-07-0187701.0434105335
2021-08-01126855.28690722298
2021-09-01114577.28956381665
2021-10-01169095.76232245492
2021-11-01182333.0944068058
2021-12-0130276.563614028386
2022-01-01104061.79093051772
2022-02-01110457.3558701479
2022-03-01133154.1747024169
2022-04-01118950.07117370334
2022-05-0179699.15053257761
2022-06-0143245.91771736916
2022-07-0173950.5787903286
2022-08-0167721.59600726553
2022-09-0160915.5250389521
2022-10-0169681.91102829637
2022-11-0154008.314904151484
2022-12-0148897.81231518188
2023-01-0164193.62390568347
2023-02-0167653.17833581832
2023-03-0173653.11065360162
2023-04-0174649.62891163702
2023-05-0176263.39355338091
2023-06-0174013.04709904127
2023-07-0173822.667491536
2023-08-0168557.48147146836
2023-09-0169054.25325980243
2023-10-0174508.3315466917
2023-11-0181699.62375206657
2023-12-0193620.65933140051
2024-01-0193992.49450230926
2024-02-01140047.99877106477
2024-03-01145060.3368749145
2024-04-01122675.85958620884
2024-05-01152511.9136999255
2024-06-01140174.42272917376
2024-07-01134448.16109717928
2024-08-0197703.4095079784
2024-09-01103332.9939955366
2024-10-01103771.7594972089
2024-11-01151024.57301629058
2024-12-0122937.304091464892
2025-01-01144770.30544160568
2025-02-0194557.68396209052
2025-03-0175683.3306867633
2025-04-0169402.290979773
2025-05-01102210.05177939222
2025-06-0193233.95075365544
2025-07-01147715.23999520284
2025-08-01164901.46159460445
2025-09-01156602.10057992153
2025-10-01149537.23233265564
2025-11-01117098.33202257786
2025-12-0137531.553698787895
2026-01-01102953.72212120968
2026-02-0173599.56638899076
2026-03-0180368.45384021332
2026-04-0188757.0552959143
Annual Return Matrix
YearAnnual Return
20201.861219895502209
20210.058169756949567164
20220.6150383821143262
20230.9146185667356128
2024-0.7549974091693703
20250.6362669976003679
20261.3648649349355546
Total Factor Risk
1.7890298394257431
VTI.US Exposure
-0.04073494242485066
VEA.US Exposure
0.024547901171435682
VWO.US Exposure
0.015478643076601097
QQQ.US Exposure
0.03265203546325135
VTV.US Exposure
-0.009177069130907345
IJR.US Exposure
0.023805549513539782
QUAL.US Exposure
0.032499572753523574
SHV.US Exposure
0.6109936645282529
TLT.US Exposure
-0.005568843711612339
LQD.US Exposure
0.01050158722947578
HYG.US Exposure
-0.00019542959573295746
GLD.US Exposure
0.009968905062544057
USO.US Exposure
0.0017504287564270294
VNQ.US Exposure
0.03774377657248588
BTC-USD.CC Exposure
0.06629871584746726
CPER.US Exposure
0.0004054954135314176
VIX.INDX Exposure
-0.004568135440683079
UUP.US Exposure
0.02842413768909498
TIP.US Exposure
0.012515009149447304
Idiosyncratic Exposure
0.15265899807670805
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
178.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-27.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
50.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is CoinShares Physical Ethereum (ETH) a high-risk investment?

CoinShares Physical Ethereum (ETH) (CETH.XETRA) has an annualized volatility of 178.9% and experienced a maximum drawdown of 87.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of CETH.XETRA?

Over the past 10 years, CETH.XETRA has generated a Compound Annual Growth Rate (CAGR) of 39.3%. It has had a positive return in 86% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on CoinShares Physical Ethereum (ETH)

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest