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Gauntlet WETH Prime

WETH·Ethereum·curated by Gauntlet
APY4.62%+0.21% vs 30d
TVL$287.9M
Risk score19/ 100
Plain English explanationWritten by Sharpe Finance research · model card · last update 2026-05-12
What this vault actually does

Institutional WETH yield via short-duration loans against wstETH, weETH, and cbBTC. Conservative parameter posture.

Where the yield comes from

ETH borrowers — usually staking-yield maximizers or LRT loopers — pay a small premium to be ETH-denominated. The vault captures that premium without taking principal exposure to LST/LRT discount risk.

Why the APY exists

Borrow demand from weETH and wstETH loopers has been steady because their gross staking yield exceeds the ETH borrow rate. The spread is small but consistent and well-modeled by Gauntlet's risk engine.

Why institutions may trust it

Gauntlet's parameter optimization framework has been live across major lending protocols since 2020. Allocations are auto-rebalanced via a public risk model.

Why they may not

Yield is structurally lower than USDC vaults; ETH-denominated returns can underperform if ETH appreciates strongly relative to USD-denominated benchmarks.

What breaks this vault

The honest version. Every structural failure mode this vault is exposed to, ranked by severity. If you want to know whether to invest, start here.

Discount risk is partially neutralized because both collateral and loan are ETH-denominated, but socialized bad debt is still possible in extreme scenarios.

Markets are immutable, so an undiscovered bug cannot be patched.

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