PortfoliosLab logoPortfoliosLab logo
IAU vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

IAU vs. XRP-USD - Performance Comparison

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

Loading charts...

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IAU vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

IAU vs. XRP-USD — Risk / Return Rank

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

IAU
IAU Risk / Return Rank: 2626
Overall Rank
IAU Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
IAU Sortino Ratio Rank: 2525
Sortino Ratio Rank
IAU Omega Ratio Rank: 3030
Omega Ratio Rank
IAU Calmar Ratio Rank: 2424
Calmar Ratio Rank
IAU Martin Ratio Rank: 2424
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
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.

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.


IAUXRP-USDDifference
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

IAU vs. XRP-USD - Sharpe Ratio Comparison

The current IAU Sharpe Ratio is 0.89, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of IAU 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.


Loading charts...

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.


Loading charts...

Drawdown Indicators


IAUXRP-USDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-22.03%

-67.62%

+45.59%

Average Drawdown

Average peak-to-trough decline

-15.97%

-70.99%

+55.02%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


IAUXRP-USDDifference

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.

Portfolio Optimizer

Find the right allocation for IAU and XRP-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer