XAUT-USD vs. ETH-USD
XAUT-USD (Tether Gold USD) and ETH-USD (Ethereum) are both cryptocurrencies. Over the past 5 years, XAUT-USD returned 17.91%/yr vs -10.08%/yr for ETH-USD. At a 0.10 correlation, their price movements are largely independent.
Performance
XAUT-USD vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, XAUT-USD achieves a -0.64% return, which is significantly higher than ETH-USD's -46.29% return.
XAUT-USD
- 1D
- -2.92%
- 1M
- -8.03%
- YTD
- -0.64%
- 6M
- 2.58%
- 1Y
- 27.99%
- 3Y*
- 29.96%
- 5Y*
- 17.91%
- 10Y*
- —
ETH-USD
- 1D
- -9.90%
- 1M
- -32.21%
- YTD
- -46.29%
- 6M
- -47.28%
- 1Y
- -34.03%
- 3Y*
- -5.45%
- 5Y*
- -10.08%
- 10Y*
- 59.97%
XAUT-USD vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XAUT-USD Tether Gold USD | -0.64% | 64.73% | 27.39% | 13.75% | -0.68% | -4.67% | 21.67% |
ETH-USD Ethereum | -46.29% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 354.23% |
Correlation
The correlation between XAUT-USD and ETH-USD is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jan 24, 2020 | 0.10 |
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Return for Risk
XAUT-USD vs. ETH-USD — Risk / Return Rank
XAUT-USD
ETH-USD
XAUT-USD vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tether Gold USD (XAUT-USD) and Ethereum (ETH-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.
| XAUT-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.56 | ||
| Sortino ratioReturn per unit of downside risk | +1.84 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.96 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.27 | -0.51 | +1.77 |
| Martin ratioReturn relative to average drawdown | 3.09 | -0.89 | +3.98 |
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
| XAUT-USD | ETH-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.06 | -0.50 | +1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | -0.14 | +1.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.64 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.94 | 0.74 | +0.20 |
Drawdowns
XAUT-USD vs. ETH-USD - Drawdown Comparison
The maximum XAUT-USD drawdown since its inception was -22.11%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for XAUT-USD and ETH-USD.
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Drawdown Indicators
| XAUT-USD | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.11% | -94.01% | +71.90% |
Max Drawdown (1Y)Largest decline over 1 year | -22.11% | -67.02% | +44.91% |
Max Drawdown (3Y)Largest decline over 3 years | -22.11% | -67.02% | +44.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.11% | -79.35% | +57.24% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -22.11% | -67.02% | +44.91% |
Average DrawdownAverage peak-to-trough decline | -6.44% | -50.88% | +44.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 44.01% | -33.24% |
Volatility
XAUT-USD vs. ETH-USD - Volatility Comparison
The current volatility for Tether Gold USD (XAUT-USD) is 5.51%, while Ethereum (ETH-USD) has a volatility of 14.30%. This indicates that XAUT-USD experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XAUT-USD | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.51% | 14.30% | -8.79% |
Volatility (6M)Calculated over the trailing 6-month period | 23.35% | 46.06% | -22.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.04% | 56.49% | -34.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.92% | 59.61% | -44.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 78.01% | -62.86% |
Frequently Asked Questions
XAUT-USD and ETH-USD have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (14.30%) compared to XAUT-USD (5.51%). In terms of maximum drawdown, XAUT-USD dropped -22.11% vs ETH-USD's -94.01%.
XAUT-USD currently has the higher Sharpe Ratio (1.06 vs -0.50), 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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