XAUT-USD vs. ETH-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Tether Gold USD (XAUT-USD) and Ethereum (ETH-USD).

Performance

XAUT-USD vs. ETH-USD - Performance Comparison

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

XAUT-USD vs. ETH-USD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
XAUT-USD Tether Gold USD	7.53%	64.73%	27.39%	13.75%	-0.68%	-4.67%	21.67%
ETH-USD Ethereum	-27.34%	-10.91%	46.00%	90.84%	-67.48%	398.30%	354.23%

Returns By Period

In the year-to-date period, XAUT-USD achieves a 7.53% return, which is significantly higher than ETH-USD's -27.34% return.

XAUT-USD

• 1D: -0.19%
• 1M: -12.31%
• YTD: 7.53%
• 6M: 20.56%
• 1Y: 49.22%
• 3Y*: 33.52%
• 5Y*: 21.85%
• 10Y*: —

ETH-USD

• 1D: 2.47%
• 1M: 6.32%
• YTD: -27.34%
• 6M: -50.45%
• 1Y: 13.15%
• 3Y*: 6.28%
• 5Y*: 0.20%
• 10Y*: 68.60%

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

Return for Risk

XAUT-USD vs. ETH-USD — Risk / Return Rank

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

XAUT-USD

XAUT-USD Risk / Return Rank: 97
XAUT-USD Sharpe Ratio Rank: 97
XAUT-USD Sortino Ratio Rank: 95
XAUT-USD Omega Ratio Rank: 96
XAUT-USD Calmar Ratio Rank: 97
XAUT-USD Martin Ratio Rank: 97

ETH-USD

ETH-USD Risk / Return Rank: 79
ETH-USD Sharpe Ratio Rank: 85
ETH-USD Sortino Ratio Rank: 84
ETH-USD Omega Ratio Rank: 83
ETH-USD Calmar Ratio Rank: 72
ETH-USD Martin Ratio Rank: 68

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.

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 ratio Return per unit of total volatility	1.81	0.18	+1.64
Sortino ratio Return per unit of downside risk	2.25	0.83	+1.42
Omega ratio Gain probability vs. loss probability	1.31	1.09	+0.23
Calmar ratio Return relative to maximum drawdown	2.88	-0.85	+3.73
Martin ratio Return relative to average drawdown	8.65	-1.46	+10.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XAUT-USD vs. ETH-USD - Sharpe Ratio Comparison

The current XAUT-USD Sharpe Ratio is 1.81, which is higher than the ETH-USD Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of XAUT-USD and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	XAUT-USD	ETH-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.81	0.18	+1.64
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.24	0.00	+1.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.06	0.80	+0.26

Correlation

The correlation between XAUT-USD and ETH-USD is 0.09, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

XAUT-USD vs. ETH-USD - Drawdown Comparison

The maximum XAUT-USD drawdown since its inception was -20.51%, 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.

Drawdown Indicators

	XAUT-USD	ETH-USD	Difference
Max Drawdown Largest peak-to-trough decline	-20.51%	-94.01%	+73.50%
Max Drawdown (1Y) Largest decline over 1 year	-20.33%	-62.26%	+41.93%
Max Drawdown (5Y) Largest decline over 5 years	-20.51%	-79.35%	+58.84%
Max Drawdown (10Y) Largest decline over 10 years	—	-94.01%	—
Current Drawdown Current decline from peak	-15.70%	-55.38%	+39.68%
Average Drawdown Average peak-to-trough decline	-6.15%	-50.81%	+44.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.78%	36.32%	-29.54%

Volatility

XAUT-USD vs. ETH-USD - Volatility Comparison

The current volatility for Tether Gold USD (XAUT-USD) is 9.65%, while Ethereum (ETH-USD) has a volatility of 17.83%. 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.

Volatility by Period

	XAUT-USD	ETH-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.65%	17.83%	-8.18%
Volatility (6M) Calculated over the trailing 6-month period	23.94%	51.52%	-27.58%
Volatility (1Y) Calculated over the trailing 1-year period	22.58%	62.50%	-39.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.63%	63.60%	-48.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.03%	78.85%	-63.82%