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 17.58%/yr vs -3.10%/yr for ETH-USD. At a 0.11 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 -7.55% return, which is significantly higher than ETH-USD's -47.34% return.
XAUT-USD
- 1D
- -0.22%
- 1M
- -11.23%
- YTD
- -7.55%
- 6M
- -10.98%
- 1Y
- 20.14%
- 3Y*
- 27.67%
- 5Y*
- 17.58%
- 10Y*
- —
ETH-USD
- 1D
- -3.54%
- 1M
- -24.55%
- YTD
- -47.34%
- 6M
- -46.17%
- 1Y
- -35.44%
- 3Y*
- -5.63%
- 5Y*
- -3.10%
- 10Y*
- 60.12%
XAUT-USD vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
XAUT-USD Tether Gold USD | -7.55% | 64.73% | 27.39% | 13.75% | -0.68% | -4.67% | 18.28% |
ETH-USD Ethereum | -47.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 339.93% |
Correlation
The correlation between XAUT-USD and ETH-USD is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2020 | 0.11 |
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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.
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.
| XAUT-USD | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 0.95 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.73 | -0.52 | +1.26 |
| Martin ratioReturn relative to average drawdown | 1.90 | -0.87 | +2.76 |
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Drawdowns
XAUT-USD vs. ETH-USD - Drawdown Comparison
The maximum XAUT-USD drawdown since its inception was -27.53%, 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 | -27.53% | -94.01% | +66.48% |
Max Drawdown (1Y)Largest decline over 1 year | -27.53% | -67.66% | +40.13% |
Max Drawdown (3Y)Largest decline over 3 years | -27.53% | -67.66% | +40.13% |
Max Drawdown (5Y)Largest decline over 5 years | -27.53% | -79.35% | +51.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -94.01% | — |
Current DrawdownCurrent decline from peak | -27.53% | -67.66% | +40.13% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -50.93% | +44.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.72% | 41.50% | -28.78% |
Volatility
XAUT-USD vs. ETH-USD - Volatility Comparison
The current volatility for Tether Gold USD (XAUT-USD) is 8.12%, while Ethereum (ETH-USD) has a volatility of 18.39%. 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 | 8.12% | 18.39% | -10.27% |
Volatility (6M)Calculated over the trailing 6-month period | 24.24% | 46.39% | -22.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.68% | 55.72% | -33.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.10% | 59.09% | -43.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.30% | 77.04% | -61.74% |
Frequently Asked Questions
XAUT-USD and ETH-USD 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.
ETH-USD has higher volatility (18.39%) compared to XAUT-USD (8.12%). In terms of maximum drawdown, XAUT-USD dropped -27.53% vs ETH-USD's -94.01%.
XAUT-USD currently has the higher Sharpe Ratio (0.74 vs -0.53), 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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