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Grayscale Ethereum High Income ETF ETCO
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ETCO | Replication |
|---|---|---|
| Annualized growth | -46.2% | -13.4% |
| Annualized volatility | 48.5% | 42.1% |
| Sharpe ratio | -1.01 | -0.13 |
| Maximum drawdown | 59.2% | 41.6% |
| Replication fit (R²) | 0.67 · Tracking error 27.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ETCO’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IBIT | Alternatives · Bitcoin | 82.7% |
| SLV | Alternatives · Silver | 17.3% |