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XLM-USD vs. ISLN.L
Performance
Return for Risk
Drawdowns
Volatility

Performance

XLM-USD vs. ISLN.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Stellar (XLM-USD) and iShares Physical Silver ETC (ISLN.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLM-USD achieves a -6.87% return, which is significantly lower than ISLN.L's -5.58% return. Over the past 10 years, XLM-USD has outperformed ISLN.L with an annualized return of 60.23%, while ISLN.L has yielded a comparatively lower 14.26% annualized return.


XLM-USD

1D
-1.52%
1M
15.17%
YTD
-6.87%
6M
-21.39%
1Y
-28.35%
3Y*
33.09%
5Y*
-11.45%
10Y*
60.23%

ISLN.L

1D
5.80%
1M
-20.59%
YTD
-5.58%
6M
9.90%
1Y
86.37%
3Y*
41.38%
5Y*
19.06%
10Y*
14.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLM-USD vs. ISLN.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XLM-USD
Stellar
-6.87%-39.55%157.40%81.66%-73.35%108.68%184.76%-60.36%-68.37%14,396.90%
ISLN.L
iShares Physical Silver ETC
-5.58%147.62%21.10%-0.76%3.39%-12.85%45.85%16.36%-8.76%3.66%

Correlation

The correlation between XLM-USD and ISLN.L 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

0.07

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

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Aug 4, 2014

0.07

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Return for Risk

XLM-USD vs. ISLN.L — Risk / Return Rank

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

XLM-USD
XLM-USD Risk / Return Rank: 7777
Overall Rank
XLM-USD Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
XLM-USD Sortino Ratio Rank: 7777
Sortino Ratio Rank
XLM-USD Omega Ratio Rank: 7777
Omega Ratio Rank
XLM-USD Calmar Ratio Rank: 7878
Calmar Ratio Rank
XLM-USD Martin Ratio Rank: 7878
Martin Ratio Rank

ISLN.L
ISLN.L Risk / Return Rank: 4444
Overall Rank
ISLN.L Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ISLN.L Sortino Ratio Rank: 4343
Sortino Ratio Rank
ISLN.L Omega Ratio Rank: 5252
Omega Ratio Rank
ISLN.L Calmar Ratio Rank: 4444
Calmar Ratio Rank
ISLN.L Martin Ratio Rank: 3333
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.

XLM-USD vs. ISLN.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Stellar (XLM-USD) and iShares Physical Silver ETC (ISLN.L). 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.


XLM-USDISLN.LDifference
Sharpe ratioReturn per unit of total volatility

-1.82

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.00

1.29

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.40

1.96

-2.35

Martin ratioReturn relative to average drawdown

-0.57

4.36

-4.93

XLM-USD vs. ISLN.L - Sharpe Ratio Comparison

The current XLM-USD Sharpe Ratio is -0.33, which is lower than the ISLN.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of XLM-USD and ISLN.L, 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

XLM-USD vs. ISLN.L - Drawdown Comparison

The maximum XLM-USD drawdown since its inception was -96.21%, which is greater than ISLN.L's maximum drawdown of -76.69%. Use the drawdown chart below to compare losses from any high point for XLM-USD and ISLN.L.


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Drawdown Indicators


XLM-USDISLN.LDifference

Max Drawdown

Largest peak-to-trough decline

-96.21%

-76.69%

-19.52%

Max Drawdown (1Y)

Largest decline over 1 year

-71.19%

-43.83%

-27.36%

Max Drawdown (3Y)

Largest decline over 3 years

-74.37%

-43.83%

-30.54%

Max Drawdown (5Y)

Largest decline over 5 years

-83.25%

-43.83%

-39.42%

Max Drawdown (10Y)

Largest decline over 10 years

-96.21%

-43.83%

-52.38%

Current Drawdown

Current decline from peak

-78.80%

-40.57%

-38.23%

Average Drawdown

Average peak-to-trough decline

-72.14%

-53.73%

-18.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.48%

19.70%

+30.78%

Volatility

XLM-USD vs. ISLN.L - Volatility Comparison

Stellar (XLM-USD) has a higher volatility of 43.48% compared to iShares Physical Silver ETC (ISLN.L) at 15.90%. This indicates that XLM-USD's price experiences larger fluctuations and is considered to be riskier than ISLN.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XLM-USDISLN.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.48%

15.90%

+27.58%

Volatility (6M)

Calculated over the trailing 6-month period

59.28%

54.92%

+4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

70.60%

57.77%

+12.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.72%

35.79%

+38.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

112.79%

31.08%

+81.71%

Frequently Asked Questions


XLM-USD and ISLN.L 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.

Portfolio Optimizer

Find the right allocation for XLM-USD and ISLN.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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