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ERNX.DE vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ERNX.DE vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ERNX.DE 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, ERNX.DE achieves a 0.90% return, which is significantly higher than XRP-USD's -41.57% return.


ERNX.DE

1D
0.00%
1M
0.18%
YTD
0.90%
6M
0.90%
1Y
2.20%
3Y*
3.31%
5Y*
10Y*

XRP-USD

1D
-3.08%
1M
-19.83%
YTD
-41.57%
6M
-41.15%
1Y
-51.25%
3Y*
27.67%
5Y*
12.22%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERNX.DE vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025202420232022
ERNX.DE
iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating
0.90%2.79%4.06%3.19%0.20%
XRP-USD
XRP
-41.57%-22.05%255.79%75.16%-47.48%

Correlation

The correlation between ERNX.DE and XRP-USD is -0.05, 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

-0.05

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

0.04

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

0.00

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Return for Risk

ERNX.DE vs. XRP-USD — Risk / Return Rank

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

ERNX.DE
ERNX.DE Risk / Return Rank: 8080
Overall Rank
ERNX.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9494
Calmar Ratio Rank
ERNX.DE Martin Ratio Rank: 9696
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 4848
Overall Rank
XRP-USD Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 4444
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4444
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5353
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.

ERNX.DE vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) 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.


ERNX.DEXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.37

Sortino ratioReturn per unit of downside risk

+3.70

Omega ratioGain probability vs. loss probability

1.58

0.89

+0.69

Calmar ratioReturn relative to maximum drawdown

6.09

-0.73

+6.82

Martin ratioReturn relative to average drawdown

27.57

-1.12

+28.69

ERNX.DE vs. XRP-USD - Sharpe Ratio Comparison

The current ERNX.DE Sharpe Ratio is 1.60, which is higher than the XRP-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ERNX.DE 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

ERNX.DE vs. XRP-USD - Drawdown Comparison

The maximum ERNX.DE drawdown since its inception was -0.80%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for ERNX.DE and XRP-USD.


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Drawdown Indicators


ERNX.DEXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-0.80%

-95.28%

+94.48%

Max Drawdown (1Y)

Largest decline over 1 year

-0.36%

-69.88%

+69.52%

Max Drawdown (3Y)

Largest decline over 3 years

-0.36%

-71.48%

+71.12%

Max Drawdown (5Y)

Largest decline over 5 years

-74.75%

Current Drawdown

Current decline from peak

0.00%

-71.48%

+71.48%

Average Drawdown

Average peak-to-trough decline

-0.07%

-69.61%

+69.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.08%

39.82%

-39.74%

Volatility

ERNX.DE vs. XRP-USD - Volatility Comparison

The current volatility for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) is 0.55%, while XRP (XRP-USD) has a volatility of 14.98%. This indicates that ERNX.DE 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


ERNX.DEXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.55%

14.98%

-14.43%

Volatility (6M)

Calculated over the trailing 6-month period

1.08%

45.79%

-44.71%

Volatility (1Y)

Calculated over the trailing 1-year period

1.37%

55.32%

-53.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.24%

70.22%

-68.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.24%

103.02%

-101.78%

Frequently Asked Questions


ERNX.DE and XRP-USD have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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