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PYF.TO vs. XRPP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PYF.TO vs. XRPP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose XRP ETF CAD Currency Hedged Units (XRPP.TO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PYF.TO achieves a 1.16% return, which is significantly higher than XRPP.TO's -34.43% return.


PYF.TO

1D
-0.42%
1M
0.79%
YTD
1.16%
6M
1.28%
1Y
2.22%
3Y*
6.48%
5Y*
5.99%
10Y*
4.63%

XRPP.TO

1D
-0.55%
1M
-12.92%
YTD
-34.43%
6M
-45.39%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PYF.TO vs. XRPP.TO - Yearly Performance Comparison


Correlation

The correlation between PYF.TO and XRPP.TO is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 19, 2025

0.17

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Return for Risk

PYF.TO vs. XRPP.TO — Risk / Return Rank

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

PYF.TO
PYF.TO Risk / Return Rank: 2222
Overall Rank
PYF.TO Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
PYF.TO Sortino Ratio Rank: 2020
Sortino Ratio Rank
PYF.TO Omega Ratio Rank: 2121
Omega Ratio Rank
PYF.TO Calmar Ratio Rank: 2323
Calmar Ratio Rank
PYF.TO Martin Ratio Rank: 2323
Martin Ratio Rank

XRPP.TO
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.

PYF.TO vs. XRPP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Purpose Premium Yield Fund Series ETF (PYF.TO) and Purpose XRP ETF CAD Currency Hedged Units (XRPP.TO). 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.


PYF.TOXRPP.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

1.05

Martin ratioReturn relative to average drawdown

2.83

PYF.TO vs. XRPP.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


PYF.TOXRPP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

-0.62

+1.33

Drawdowns

PYF.TO vs. XRPP.TO - Drawdown Comparison

The maximum PYF.TO drawdown since its inception was -20.53%, smaller than the maximum XRPP.TO drawdown of -66.98%. Use the drawdown chart below to compare losses from any high point for PYF.TO and XRPP.TO.


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Drawdown Indicators


PYF.TOXRPP.TODifference

Max Drawdown

Largest peak-to-trough decline

-20.53%

-66.98%

+46.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.11%

Max Drawdown (3Y)

Largest decline over 3 years

-5.57%

Max Drawdown (5Y)

Largest decline over 5 years

-5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-20.53%

Current Drawdown

Current decline from peak

-0.42%

-66.67%

+66.25%

Average Drawdown

Average peak-to-trough decline

-0.98%

-38.53%

+37.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.79%

Volatility

PYF.TO vs. XRPP.TO - Volatility Comparison


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Volatility by Period


PYF.TOXRPP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.29%

Volatility (1Y)

Calculated over the trailing 1-year period

3.20%

74.60%

-71.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.19%

74.60%

-69.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.67%

74.60%

-67.93%

Dividends

PYF.TO vs. XRPP.TO - Dividend Comparison

PYF.TO's dividend yield for the trailing twelve months is around 7.36%, while XRPP.TO has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019201820172016
PYF.TO
Purpose Premium Yield Fund Series ETF
7.36%7.84%7.66%7.47%5.78%5.74%5.69%5.29%5.38%5.83%6.59%
XRPP.TO
Purpose XRP ETF CAD Currency Hedged Units
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PYF.TO and XRPP.TO have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PYF.TO is categorized as Diversified Portfolio, while XRPP.TO is Cryptocurrency.

Portfolio Optimizer

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