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XDW0.DE vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XDW0.DE vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XDW0.DE is traded in EUR, while XRP-USD is traded in USD. To make them comparable, the XRP-USD values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XDW0.DE achieves a 31.10% return, which is significantly higher than XRP-USD's -37.42% return.


XDW0.DE

1D
-1.42%
1M
0.33%
YTD
31.10%
6M
30.99%
1Y
36.74%
3Y*
14.54%
5Y*
19.61%
10Y*
9.16%

XRP-USD

1D
0.00%
1M
-23.02%
YTD
-37.42%
6M
-42.70%
1Y
-47.32%
3Y*
30.25%
5Y*
5.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XDW0.DE vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDW0.DE
Xtrackers MSCI World Energy UCITS ETF 1C
31.10%2.24%7.48%0.19%53.95%52.21%-36.99%14.05%-12.13%-7.68%
XRP-USD
XRP
-37.42%-22.05%255.79%75.16%-55.92%306.34%4.58%-44.08%-83.33%32,043.81%

Correlation

The correlation between XDW0.DE and XRP-USD is -0.02, 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

-0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.03

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Return for Risk

XDW0.DE vs. XRP-USD — Risk / Return Rank

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

XDW0.DE
XDW0.DE Risk / Return Rank: 5757
Overall Rank
XDW0.DE Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
XDW0.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XDW0.DE Omega Ratio Rank: 5858
Omega Ratio Rank
XDW0.DE Calmar Ratio Rank: 5858
Calmar Ratio Rank
XDW0.DE Martin Ratio Rank: 5454
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.

XDW0.DE vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) 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.


XDW0.DEXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+2.48

Sortino ratioReturn per unit of downside risk

+3.16

Omega ratioGain probability vs. loss probability

1.31

0.90

+0.41

Calmar ratioReturn relative to maximum drawdown

2.57

-0.69

+3.26

Martin ratioReturn relative to average drawdown

8.23

-1.08

+9.31

XDW0.DE vs. XRP-USD - Sharpe Ratio Comparison

The current XDW0.DE Sharpe Ratio is 1.77, which is higher than the XRP-USD Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of XDW0.DE 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.


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Drawdowns

XDW0.DE vs. XRP-USD - Drawdown Comparison

The maximum XDW0.DE drawdown since its inception was -66.27%, smaller than the maximum XRP-USD drawdown of -95.28%. Use the drawdown chart below to compare losses from any high point for XDW0.DE and XRP-USD.


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Drawdown Indicators


XDW0.DEXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-66.27%

-95.28%

+29.01%

Max Drawdown (1Y)

Largest decline over 1 year

-15.05%

-68.72%

+53.67%

Max Drawdown (3Y)

Largest decline over 3 years

-23.70%

-70.38%

+46.68%

Max Drawdown (5Y)

Largest decline over 5 years

-23.70%

-74.75%

+51.05%

Max Drawdown (10Y)

Largest decline over 10 years

-61.44%

Current Drawdown

Current decline from peak

-8.52%

-69.46%

+60.94%

Average Drawdown

Average peak-to-trough decline

-23.00%

-69.61%

+46.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.71%

43.82%

-39.11%

Volatility

XDW0.DE vs. XRP-USD - Volatility Comparison

The current volatility for Xtrackers MSCI World Energy UCITS ETF 1C (XDW0.DE) is 6.78%, while XRP (XRP-USD) has a volatility of 12.97%. This indicates that XDW0.DE 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.


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Volatility by Period


XDW0.DEXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

12.97%

-6.19%

Volatility (6M)

Calculated over the trailing 6-month period

18.98%

45.84%

-26.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.83%

55.39%

-33.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.12%

71.24%

-47.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.55%

103.17%

-76.62%

Frequently Asked Questions


XDW0.DE and XRP-USD have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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