iShares Ethereum Trust ETF

10-Year Study

ETHA.US · · US · ETF

Executive Summary: iShares Ethereum Trust ETF has compounded at -17.2% annually over the last 10 years, with a maximum drawdown of 55.8% and an annualized volatility of 330.9%.

1Y CAGR
-9.3%
3Y CAGR
-17.2%
5Y CAGR
-17.2%
10Y CAGR
-17.2%

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 →
55.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.05
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
77.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +-11.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -20.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
0%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-10.1-28.09.012.6————————-20.6%
2025-0.7-33.2-17.7-2.244.2-2.248.216.1-4.0-6.8-21.8-2.3-11.3%
2024———————-23.33.5-3.343.0-7.02.0%

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 330.9%. The dominant macroeconomic risk driver is SHV.US, accounting for 90.1% of variance. Idiosyncratic stock-specific factors contribute 0.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2024-07-0110000
2024-08-017668.414492463703
2024-09-017934.650806718422
2024-10-017672.448469273915
2024-11-0110968.132121781013
2024-12-0110201.694224096145
2025-01-0110133.11815712736
2025-02-016772.892414461688
2025-03-015574.82823091305
2025-04-015453.8120042163255
2025-05-017862.040762939425
2025-06-017692.617583922567
2025-07-0111403.791615052589
2025-08-0113239.208746566543
2025-09-0112710.770094867315
2025-10-0111843.485085134376
2025-11-019257.765193773996
2025-12-019048.003016057428
2026-01-018136.345030814567
2026-02-015857.200267752036
2026-03-016385.639134883936
2026-04-017188.38214678659
Annual Return Matrix
YearAnnual Return
2025-0.1130881971852995
2026-0.20552832110804797
Total Factor Risk
3.3092419023241204
VTI.US Exposure
0.04266534015503399
VEA.US Exposure
0.004817419740958343
VWO.US Exposure
0.015173605158886196
QQQ.US Exposure
-0.0183961715332193
VTV.US Exposure
0.00800897831831702
IJR.US Exposure
0.009993254169154035
QUAL.US Exposure
0.015195268374220488
SHV.US Exposure
0.9009252305187709
TLT.US Exposure
0.00393641825257005
LQD.US Exposure
0.00021915705341560645
HYG.US Exposure
-0.002116979351204312
GLD.US Exposure
0.0018471187065757055
USO.US Exposure
-0.000003567819575680682
VNQ.US Exposure
-0.0016347957618435582
BTC-USD.CC Exposure
0.014244679110838238
CPER.US Exposure
-0.000888083261192946
VIX.INDX Exposure
0.004636394475689045
UUP.US Exposure
-0.00007467944261150813
TIP.US Exposure
0.00027870460902002203
Idiosyncratic Exposure
0.0011727085261975612
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
330.9%

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 →
+12.9%
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 →
-26.7%
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 →
51.3% 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 iShares Ethereum Trust ETF a high-risk investment?

iShares Ethereum Trust ETF (ETHA.US) has an annualized volatility of 330.9% and experienced a maximum drawdown of 55.8% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of ETHA.US?

Over the past 10 years, ETHA.US has generated a Compound Annual Growth Rate (CAGR) of -17.2%. It has had a positive return in 0% 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.

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