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Grayscale Ethereum Staking ETF Shares ETHE
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | ETHE | Replication |
|---|---|---|
| Annualized growth | -6.0% | 22.4% |
| Annualized volatility | 63.6% | 45.9% |
| Sharpe ratio | 0.22 | 0.66 |
| Maximum drawdown | 67.8% | 51.5% |
| Replication fit (R²) | 0.61 · Tracking error 39.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model ETHE’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IBIT | Alternatives · Bitcoin | 100.0% |