ACWI vs. XRP-USD
ACWI (iShares MSCI ACWI ETF) is Global Equities fund tracking the MSCI All Country World Index, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, ACWI returned 10.88%/yr vs 5.19%/yr for XRP-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
ACWI vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ACWI achieves a 10.59% return, which is significantly higher than XRP-USD's -37.47% return.
ACWI
- 1D
- 0.41%
- 1M
- -0.11%
- YTD
- 10.59%
- 6M
- 11.34%
- 1Y
- 26.86%
- 3Y*
- 19.78%
- 5Y*
- 10.88%
- 10Y*
- 13.02%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
ACWI vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 10.59% | 22.41% | 17.45% | 22.27% | -18.39% | 18.66% | 16.34% | 26.59% | -9.19% | 24.33% |
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between ACWI and XRP-USD is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.20 |
The correlation between ACWI and XRP-USD shifts across timeframes, from 0.20 (all time) to 0.40 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ACWI vs. XRP-USD — Risk / Return Rank
ACWI
XRP-USD
ACWI vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI ACWI ETF (ACWI) and XRP (XRP-USD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACWI | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.59 | ||
| Sortino ratioReturn per unit of downside risk | +3.47 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 0.91 | +0.43 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | -0.67 | +3.29 |
| Martin ratioReturn relative to average drawdown | 11.46 | -1.06 | +12.52 |
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Drawdowns
ACWI vs. XRP-USD - Drawdown Comparison
The maximum ACWI drawdown since its inception was -56.00%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for ACWI and XRP-USD.
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Drawdown Indicators
| ACWI | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.00% | -95.87% | +39.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.73% | -69.23% | +59.50% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -69.23% | +52.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.42% | -77.83% | +51.41% |
Max Drawdown (10Y)Largest decline over 10 years | -33.53% | — | — |
Current DrawdownCurrent decline from peak | -2.19% | -67.62% | +65.43% |
Average DrawdownAverage peak-to-trough decline | -8.60% | -70.99% | +62.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.22% | 43.98% | -41.76% |
Volatility
ACWI vs. XRP-USD - Volatility Comparison
The current volatility for iShares MSCI ACWI ETF (ACWI) is 5.17%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that ACWI experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACWI | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.17% | 14.05% | -8.88% |
Volatility (6M)Calculated over the trailing 6-month period | 11.09% | 46.30% | -35.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.42% | 56.19% | -42.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.15% | 72.34% | -56.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 111.77% | -94.63% |
Frequently Asked Questions
ACWI and XRP-USD have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRP-USD has higher volatility (14.05%) compared to ACWI (5.17%). In terms of maximum drawdown, ACWI dropped -56.00% vs XRP-USD's -95.87%.
ACWI currently has the higher Sharpe Ratio (1.90 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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