IAU vs. XRP-USD
IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price, while XRP-USD (XRP) is a cryptocurrency. Over the past 5 years, IAU returned 17.23%/yr vs 5.19%/yr for XRP-USD. At a 0.08 correlation, their price movements are largely independent.
Performance
IAU vs. XRP-USD - Performance Comparison
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Returns By Period
In the year-to-date period, IAU achieves a -2.44% return, which is significantly higher than XRP-USD's -37.47% return.
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
IAU vs. XRP-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
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 IAU and XRP-USD is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.08 |
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Return for Risk
IAU vs. XRP-USD — Risk / Return Rank
IAU
XRP-USD
IAU vs. XRP-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Gold Trust (IAU) 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.
| IAU | XRP-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.57 | ||
| Sortino ratioReturn per unit of downside risk | +2.10 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.91 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.67 | +1.66 |
| Martin ratioReturn relative to average drawdown | 2.83 | -1.06 | +3.89 |
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Drawdowns
IAU vs. XRP-USD - Drawdown Comparison
The maximum IAU drawdown since its inception was -45.14%, smaller than the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for IAU and XRP-USD.
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Drawdown Indicators
| IAU | XRP-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.14% | -95.87% | +50.73% |
Max Drawdown (1Y)Largest decline over 1 year | -24.40% | -69.23% | +44.83% |
Max Drawdown (3Y)Largest decline over 3 years | -24.40% | -69.23% | +44.83% |
Max Drawdown (5Y)Largest decline over 5 years | -24.40% | -77.83% | +53.43% |
Max Drawdown (10Y)Largest decline over 10 years | -24.40% | — | — |
Current DrawdownCurrent decline from peak | -22.03% | -67.62% | +45.59% |
Average DrawdownAverage peak-to-trough decline | -15.97% | -70.99% | +55.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.47% | 43.98% | -35.51% |
Volatility
IAU vs. XRP-USD - Volatility Comparison
The current volatility for iShares Gold Trust (IAU) is 7.70%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that IAU 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
| IAU | XRP-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.70% | 14.05% | -6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 23.94% | 46.30% | -22.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.17% | 56.19% | -29.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.16% | 72.34% | -54.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.02% | 111.77% | -95.75% |
Frequently Asked Questions
IAU and XRP-USD have a correlation of 0.14, 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 (14.05%) compared to IAU (7.70%). In terms of maximum drawdown, IAU dropped -45.14% vs XRP-USD's -95.87%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.69), 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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