GLD vs. XRP-USD
GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, GLD returned 17.55%/yr vs 4.64%/yr for XRP-USD. At a 0.07 correlation, their price movements are largely independent.
Performance
GLD vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, GLD achieves a 0.24% return, which is significantly higher than XRP-USD's -37.24% return.
GLD
- 1D
- 0.26%
- 1M
- -8.41%
- YTD
- 0.24%
- 6M
- 3.07%
- 1Y
- 30.18%
- 3Y*
- 29.71%
- 5Y*
- 17.55%
- 10Y*
- 12.56%
XRP-USD
- 1D
- -0.09%
- 1M
- -18.75%
- YTD
- -37.24%
- 6M
- -44.31%
- 1Y
- -49.12%
- 3Y*
- 28.98%
- 5Y*
- 4.64%
- 10Y*
- —
GLD vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 0.24% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
XRP-USD XRP | -37.24% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
Correlation
The correlation between GLD and XRP-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.07 |
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Return for Risk
GLD vs. XRP-USD — Risk / Return Rank
GLD
XRP-USD
GLD vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Gold Shares (GLD) 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.
| GLD | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.47 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 0.90 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.51 | -0.71 | +2.22 |
| Martin ratioReturn relative to average drawdown | 3.78 | -1.13 | +4.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLD | XRP-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | -0.73 | +1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.98 | 0.05 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.54 | +0.05 |
Drawdowns
GLD vs. XRP-USD - Drawdown Comparison
The maximum GLD drawdown since its inception was -45.56%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for GLD and XRP-USD.
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Drawdown Indicators
| GLD | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.56% | -95.87% | +50.31% |
Max Drawdown (1Y)Largest decline over 1 year | -20.10% | -69.23% | +49.13% |
Max Drawdown (3Y)Largest decline over 3 years | -20.10% | -69.23% | +49.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.03% | -77.83% | +56.80% |
Max Drawdown (10Y)Largest decline over 10 years | -22.00% | — | — |
Current DrawdownCurrent decline from peak | -19.89% | -67.51% | +47.62% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -71.01% | +54.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.01% | 43.98% | -35.97% |
Volatility
GLD vs. XRP-USD - Volatility Comparison
The current volatility for SPDR Gold Shares (GLD) is 5.68%, while XRP (XRP-USD) has a volatility of 14.20%. This indicates that GLD 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
| GLD | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 14.20% | -8.52% |
Volatility (6M)Calculated over the trailing 6-month period | 23.47% | 46.00% | -22.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.87% | 56.17% | -29.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.07% | 72.40% | -54.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.99% | 111.80% | -95.81% |
Frequently Asked Questions
GLD and XRP-USD have a correlation of 0.12, 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 (14.20%) compared to GLD (5.68%). In terms of maximum drawdown, GLD dropped -45.56% vs XRP-USD's -95.87%.
GLD currently has the higher Sharpe Ratio (1.13 vs -0.73), 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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