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CSPX.L vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

CSPX.L vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSPX.L achieves a 8.40% return, which is significantly higher than XRP-USD's -37.47% return.


CSPX.L

1D
2.02%
1M
-0.83%
YTD
8.40%
6M
9.68%
1Y
24.86%
3Y*
20.75%
5Y*
13.23%
10Y*
15.24%

XRP-USD

1D
1.46%
1M
-22.57%
YTD
-37.47%
6M
-43.16%
1Y
-46.47%
3Y*
33.79%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSPX.L vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
8.40%17.45%25.25%26.74%-18.72%29.35%17.62%30.55%-5.46%21.60%
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 CSPX.L and XRP-USD is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.11

The correlation between CSPX.L and XRP-USD shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

CSPX.L vs. XRP-USD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSPX.L
CSPX.L Risk / Return Rank: 7373
Overall Rank
CSPX.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CSPX.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
CSPX.L Omega Ratio Rank: 7272
Omega Ratio Rank
CSPX.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
CSPX.L Martin Ratio Rank: 7676
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSPX.L vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) 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.


CSPX.LXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.71

Sortino ratioReturn per unit of downside risk

+3.85

Omega ratioGain probability vs. loss probability

1.36

0.91

+0.45

Calmar ratioReturn relative to maximum drawdown

2.98

-0.67

+3.66

Martin ratioReturn relative to average drawdown

12.45

-1.06

+13.50

CSPX.L vs. XRP-USD - Sharpe Ratio Comparison

The current CSPX.L Sharpe Ratio is 2.03, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of CSPX.L and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSPX.L vs. XRP-USD - Drawdown Comparison

The maximum CSPX.L drawdown since its inception was -33.90%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for CSPX.L and XRP-USD.


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Drawdown Indicators


CSPX.LXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-33.90%

-95.87%

+61.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.17%

-69.23%

+61.06%

Max Drawdown (3Y)

Largest decline over 3 years

-18.50%

-69.23%

+50.73%

Max Drawdown (5Y)

Largest decline over 5 years

-24.39%

-77.83%

+53.44%

Max Drawdown (10Y)

Largest decline over 10 years

-33.90%

Current Drawdown

Current decline from peak

-2.27%

-67.62%

+65.35%

Average Drawdown

Average peak-to-trough decline

-3.72%

-70.99%

+67.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

43.98%

-42.02%

Volatility

CSPX.L vs. XRP-USD - Volatility Comparison

The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) is 4.01%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that CSPX.L 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


CSPX.LXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.01%

14.05%

-10.04%

Volatility (6M)

Calculated over the trailing 6-month period

9.03%

46.30%

-37.27%

Volatility (1Y)

Calculated over the trailing 1-year period

12.04%

56.19%

-44.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.03%

72.34%

-56.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.22%

111.77%

-95.55%

Frequently Asked Questions


CSPX.L and XRP-USD have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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