XRP-USD vs. IAU
XRP-USD (XRP) is a cryptocurrency, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 5 years, XRP-USD returned 5.19%/yr vs 17.23%/yr for IAU. At a 0.08 correlation, their price movements are largely independent.
Performance
XRP-USD vs. IAU - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than IAU's -2.44% 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*
- —
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
XRP-USD vs. IAU - 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% |
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between XRP-USD and IAU is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017 | 0.08 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
XRP-USD vs. IAU — Risk / Return Rank
XRP-USD
IAU
XRP-USD vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and iShares Gold Trust (IAU). 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 | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.10 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.19 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 0.99 | -1.66 |
| Martin ratioReturn relative to average drawdown | -1.06 | 2.83 | -3.89 |
Loading charts...
Drawdowns
XRP-USD vs. IAU - Drawdown Comparison
The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for XRP-USD and IAU.
Loading charts...
Drawdown Indicators
| XRP-USD | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.87% | -45.14% | -50.73% |
Max Drawdown (1Y)Largest decline over 1 year | -69.23% | -24.40% | -44.83% |
Max Drawdown (3Y)Largest decline over 3 years | -69.23% | -24.40% | -44.83% |
Max Drawdown (5Y)Largest decline over 5 years | -77.83% | -24.40% | -53.43% |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.40% | — |
Current DrawdownCurrent decline from peak | -67.62% | -22.03% | -45.59% |
Average DrawdownAverage peak-to-trough decline | -70.99% | -15.97% | -55.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 43.98% | 8.47% | +35.51% |
Volatility
XRP-USD vs. IAU - Volatility Comparison
XRP (XRP-USD) has a higher volatility of 14.05% compared to iShares Gold Trust (IAU) at 7.70%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than IAU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| XRP-USD | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.05% | 7.70% | +6.35% |
Volatility (6M)Calculated over the trailing 6-month period | 46.30% | 23.94% | +22.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.19% | 27.17% | +29.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.34% | 18.16% | +54.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 111.77% | 16.02% | +95.75% |
Frequently Asked Questions
XRP-USD and IAU have a correlation of 0.14, 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 (14.05%) compared to IAU (7.70%). In terms of maximum drawdown, XRP-USD dropped -95.87% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 vs -0.69), 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.
Find the right allocation for XRP-USD and IAU
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer