XRP-USD vs. DAX
XRP-USD (XRP) is a cryptocurrency, while DAX (Global X DAX Germany ETF) is Europe Equities fund tracking the DAX Index. Over the past 5 years, XRP-USD returned 4.64%/yr vs 7.56%/yr for DAX. At a 0.16 correlation, their price movements are largely independent.
Performance
XRP-USD vs. DAX - Performance Comparison
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Returns By Period
In the year-to-date period, XRP-USD achieves a -37.24% return, which is significantly lower than DAX's -2.02% return.
XRP-USD
- 1D
- -0.09%
- 1M
- -18.75%
- YTD
- -37.24%
- 6M
- -44.31%
- 1Y
- -49.12%
- 3Y*
- 28.98%
- 5Y*
- 4.64%
- 10Y*
- —
DAX
- 1D
- -0.07%
- 1M
- -1.60%
- YTD
- -2.02%
- 6M
- 0.86%
- 1Y
- 1.43%
- 3Y*
- 17.37%
- 5Y*
- 7.56%
- 10Y*
- 9.21%
XRP-USD vs. DAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XRP-USD XRP | -37.24% | -11.56% | 237.88% | 81.04% | -59.10% | 278.06% | 13.98% | -45.31% | -84.67% | 38,242.83% |
DAX Global X DAX Germany ETF | -2.02% | 39.00% | 10.55% | 23.62% | -18.47% | 7.73% | 12.27% | 22.11% | -22.92% | 28.23% |
Correlation
The correlation between XRP-USD and DAX is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.16 |
The correlation between XRP-USD and DAX shifts across timeframes, from 0.16 (all time) to 0.35 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XRP-USD vs. DAX — Risk / Return Rank
XRP-USD
DAX
XRP-USD vs. DAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and Global X DAX Germany ETF (DAX). 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.
| XRP-USD | DAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -1.20 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.03 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 0.10 | -0.81 |
| Martin ratioReturn relative to average drawdown | -1.13 | 0.30 | -1.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XRP-USD | DAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.73 | 0.08 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.05 | 0.37 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.44 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.34 | +0.20 |
Drawdowns
XRP-USD vs. DAX - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for XRP-USD and DAX.
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Drawdown Indicators
| XRP-USD | DAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -45.58% | -50.29% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -14.82% | -54.41% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -16.03% | -53.20% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -39.72% | -38.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.58% | — |
Current DrawdownCurrent decline from peak | -67.51% | -5.93% | -61.58% |
Average DrawdownAverage peak-to-trough decline | -71.01% | -10.50% | -60.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 4.71% | +39.27% |
Volatility
XRP-USD vs. DAX - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.20% compared to Global X DAX Germany ETF (DAX) at 5.30%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than DAX 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 | DAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.20% | 5.30% | +8.90% |
Volatility (6M)Calculated over the trailing 6-month period | 46.00% | 14.59% | +31.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.17% | 17.86% | +38.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 20.41% | +51.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.80% | 21.28% | +90.52% |
Frequently Asked Questions
XRP-USD and DAX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XRP-USD has higher volatility (14.20%) compared to DAX (5.30%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs DAX's -45.58%.
DAX currently has the higher Sharpe Ratio (0.08 vs -0.73), 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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