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

Performance

EGLN.L vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Physical Gold ETC (EGLN.L) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

EGLN.L is traded in EUR, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EGLN.L achieves a 2.32% return, which is significantly higher than XRP-USD's -36.09% return.


EGLN.L

1D
-0.30%
1M
-6.16%
YTD
2.32%
6M
3.98%
1Y
28.23%
3Y*
27.04%
5Y*
19.18%
10Y*
11.21%

XRP-USD

1D
-0.11%
1M
-16.84%
YTD
-36.09%
6M
-43.81%
1Y
-49.65%
3Y*
25.99%
5Y*
5.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
EGLN.L
iShares Physical Gold ETC
2.32%46.01%34.32%9.37%6.00%3.85%13.68%20.59%3.38%-0.47%
XRP-USD
XRP
-36.09%-22.05%255.79%75.16%-55.92%306.34%4.58%-44.08%-83.33%32,043.81%

Correlation

The correlation between EGLN.L and XRP-USD is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.06

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

0.02

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

-0.01

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

0.04

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Return for Risk

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

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

EGLN.L
EGLN.L Risk / Return Rank: 3636
Overall Rank
EGLN.L Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
EGLN.L Sortino Ratio Rank: 3333
Sortino Ratio Rank
EGLN.L Omega Ratio Rank: 4242
Omega Ratio Rank
EGLN.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
EGLN.L Martin Ratio Rank: 3131
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5050
Overall Rank
XRP-USD Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4848
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4747
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5858
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5454
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Physical Gold ETC (EGLN.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.


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

+1.95

Sortino ratioReturn per unit of downside risk

+2.64

Omega ratioGain probability vs. loss probability

1.24

0.89

+0.35

Calmar ratioReturn relative to maximum drawdown

1.63

-0.72

+2.35

Martin ratioReturn relative to average drawdown

4.17

-1.15

+5.32

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

The current EGLN.L Sharpe Ratio is 1.21, which is higher than the XRP-USD Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of EGLN.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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Sharpe Ratios by Period


EGLN.LXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.21

-0.75

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.12

0.07

+1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.57

-0.20

Drawdowns

EGLN.L vs. XRP-USD - Drawdown Comparison

The maximum EGLN.L drawdown since its inception was -47.44%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for EGLN.L and XRP-USD.


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Drawdown Indicators


EGLN.LXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-47.44%

-95.28%

+47.84%

Max Drawdown (1Y)

Largest decline over 1 year

-17.24%

-68.64%

+51.40%

Max Drawdown (3Y)

Largest decline over 3 years

-17.24%

-70.30%

+53.06%

Max Drawdown (5Y)

Largest decline over 5 years

-17.24%

-74.75%

+57.51%

Max Drawdown (10Y)

Largest decline over 10 years

-26.21%

Current Drawdown

Current decline from peak

-17.24%

-68.81%

+51.57%

Average Drawdown

Average peak-to-trough decline

-22.54%

-69.64%

+47.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

43.77%

-37.02%

Volatility

EGLN.L vs. XRP-USD - Volatility Comparison

The current volatility for iShares Physical Gold ETC (EGLN.L) is 5.12%, while XRP (XRP-USD) has a volatility of 13.62%. This indicates that EGLN.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


EGLN.LXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

13.62%

-8.50%

Volatility (6M)

Calculated over the trailing 6-month period

20.24%

45.65%

-25.41%

Volatility (1Y)

Calculated over the trailing 1-year period

23.28%

55.50%

-32.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

71.27%

-54.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.94%

103.19%

-87.25%

Frequently Asked Questions


EGLN.L and XRP-USD have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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