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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 0.87% return, which is significantly higher than XRP-USD's -38.39% return.


ERNX.DE

1D
0.04%
1M
0.28%
YTD
0.87%
6M
0.97%
1Y
2.18%
3Y*
3.33%
5Y*
10Y*

XRP-USD

1D
-4.07%
1M
-20.48%
YTD
-38.39%
6M
-44.82%
1Y
-47.31%
3Y*
24.81%
5Y*
3.87%
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
0.87%2.69%4.04%3.34%0.10%
XRP-USD
XRP
-38.39%-22.05%255.79%75.16%-44.40%

Correlation

The correlation between ERNX.DE and XRP-USD is -0.08, 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

-0.08

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

0.01

Correlation (All Time)
Calculated using the full available price history since Apr 30, 2022

-0.02

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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: 9494
Overall Rank
ERNX.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ERNX.DE Sortino Ratio Rank: 9595
Sortino Ratio Rank
ERNX.DE Omega Ratio Rank: 9494
Omega Ratio Rank
ERNX.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
ERNX.DE Martin Ratio Rank: 9898
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5252
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5656
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.


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

+3.65

Sortino ratioReturn per unit of downside risk

+5.89

Omega ratioGain probability vs. loss probability

1.67

0.90

+0.76

Calmar ratioReturn relative to maximum drawdown

10.99

-0.69

+11.68

Martin ratioReturn relative to average drawdown

54.93

-1.11

+56.04

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

The current ERNX.DE Sharpe Ratio is 2.94, which is higher than the XRP-USD Sharpe Ratio of -0.71. 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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Sharpe Ratios by Period


ERNX.DEXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.94

-0.71

+3.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

3.90

0.57

+3.33

Drawdowns

ERNX.DE vs. XRP-USD - Drawdown Comparison

The maximum ERNX.DE drawdown since its inception was -0.83%, 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

-0.83%

-95.28%

+94.45%

Max Drawdown (1Y)

Largest decline over 1 year

-0.20%

-68.24%

+68.04%

Max Drawdown (3Y)

Largest decline over 3 years

-0.20%

-69.93%

+69.73%

Max Drawdown (5Y)

Largest decline over 5 years

-74.75%

Current Drawdown

Current decline from peak

-0.00%

-69.93%

+69.93%

Average Drawdown

Average peak-to-trough decline

-0.09%

-69.64%

+69.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.04%

43.24%

-43.20%

Volatility

ERNX.DE vs. XRP-USD - Volatility Comparison

The current volatility for iShares Euro Ultrashort Bond UCITS ETF EUR Accumulating (ERNX.DE) is 0.17%, while XRP (XRP-USD) has a volatility of 12.26%. 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

0.17%

12.26%

-12.09%

Volatility (6M)

Calculated over the trailing 6-month period

0.56%

45.25%

-44.69%

Volatility (1Y)

Calculated over the trailing 1-year period

0.74%

55.49%

-54.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.68%

71.36%

-70.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.68%

103.22%

-102.54%

Frequently Asked Questions


ERNX.DE and XRP-USD have a correlation of -0.08, 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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