XRP-USD vs. CSPX.L
XRP-USD (XRP) is a cryptocurrency, while CSPX.L (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, XRP-USD returned 5.19%/yr vs 13.23%/yr for CSPX.L. At a 0.11 correlation, their price movements are largely independent.
Performance
XRP-USD vs. CSPX.L - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than CSPX.L's 8.40% return.
XRP-USD
- 1D
- 1.46%
- 1M
- -22.57%
- YTD
- -37.47%
- 6M
- -43.16%
- 1Y
- -46.47%
- 3Y*
- 33.79%
- 5Y*
- 5.19%
- 10Y*
- —
CSPX.L
- 1D
- 2.02%
- 1M
- -0.83%
- YTD
- 8.40%
- 6M
- 9.68%
- 1Y
- 24.86%
- 3Y*
- 20.75%
- 5Y*
- 13.23%
- 10Y*
- 15.24%
XRP-USD vs. CSPX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.47% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 8.40% | 17.45% | 25.25% | 26.74% | -18.72% | 29.35% | 17.62% | 30.55% | -5.46% | 21.60% |
Correlation
The correlation between XRP-USD and CSPX.L is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.11 |
The correlation between XRP-USD and CSPX.L shifts across timeframes, from 0.11 (all time) to 0.22 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. CSPX.L — Risk / Return Rank
XRP-USD
CSPX.L
XRP-USD vs. CSPX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.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.
| XRP-USD | CSPX.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.71 | ||
| Sortino ratioReturn per unit of downside risk | -3.85 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.36 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 2.98 | -3.66 |
| Martin ratioReturn relative to average drawdown | -1.06 | 12.45 | -13.50 |
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Drawdowns
XRP-USD vs. CSPX.L - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than CSPX.L's maximum drawdown of -33.90%. Use the drawdown chart below to compare losses from any high point for XRP-USD and CSPX.L.
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Drawdown Indicators
| XRP-USD | CSPX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -33.90% | -61.97% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -8.17% | -61.06% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -18.50% | -50.73% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -24.39% | -53.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.90% | — |
Current DrawdownCurrent decline from peak | -67.62% | -2.27% | -65.35% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -3.72% | -67.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 1.96% | +42.02% |
Volatility
XRP-USD vs. CSPX.L - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (CSPX.L) at 4.01%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than CSPX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XRP-USD | CSPX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 4.01% | +10.04% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 9.03% | +37.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 12.04% | +44.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 16.03% | +56.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 16.22% | +95.55% |
Frequently Asked Questions
XRP-USD and CSPX.L have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for XRP-USD and CSPX.L
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