XRP-USD vs. ISX5.L

Last updated Jun 14, 2026

XRP-USD (XRP) is a cryptocurrency, while ISX5.L (iShares Core EURO STOXX 50 UCITS ETF) is Europe Equities fund tracking the MSCI EMU NR EUR. Over the past 5 years, XRP-USD returned 5.19%/yr vs 10.63%/yr for ISX5.L. At a 0.11 correlation, their price movements are largely independent.

Performance

XRP-USD vs. ISX5.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in XRP (XRP-USD) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRP-USD achieves a -37.47% return, which is significantly lower than ISX5.L's 7.24% 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*: —

ISX5.L

• 1D: 2.46%
• 1M: 3.59%
• YTD: 7.24%
• 6M: 8.56%
• 1Y: 19.84%
• 3Y*: 18.31%
• 5Y*: 10.63%
• 10Y*: 13.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XRP-USD vs. ISX5.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%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	7.24%	37.35%	4.59%	26.91%	-13.63%	13.94%	6.81%	25.61%	1.58%	9.70%

Correlation

The correlation between XRP-USD and ISX5.L is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.19
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.16
Correlation (All Time) Calculated using the full available price history since Jan 2, 2017	0.11

Return for Risk

XRP-USD vs. ISX5.L — Risk / Return Rank

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

XRP-USD

XRP-USD Risk / Return Rank: 58
XRP-USD Sharpe Ratio Rank: 51
XRP-USD Sortino Ratio Rank: 56
XRP-USD Omega Ratio Rank: 54
XRP-USD Calmar Ratio Rank: 68
XRP-USD Martin Ratio Rank: 60

ISX5.L

ISX5.L Risk / Return Rank: 32
ISX5.L Sharpe Ratio Rank: 31
ISX5.L Sortino Ratio Rank: 32
ISX5.L Omega Ratio Rank: 31
ISX5.L Calmar Ratio Rank: 32
ISX5.L Martin Ratio Rank: 35

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.

XRP-USD vs. ISX5.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for XRP (XRP-USD) and iShares Core EURO STOXX 50 UCITS ETF (ISX5.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	ISX5.L	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	0.98	-1.67
Sortino ratio: Return per unit of downside risk	-0.85	1.55	-2.41
Omega ratio: Gain probability vs. loss probability	0.91	1.19	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.67	1.39	-2.06
Martin ratio: Return relative to average drawdown	-1.06	4.69	-5.74

XRP-USD vs. ISX5.L - Sharpe Ratio Comparison

The current XRP-USD Sharpe Ratio is -0.69, which is lower than the ISX5.L Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of XRP-USD and ISX5.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.

Drawdowns

XRP-USD vs. ISX5.L - Drawdown Comparison

The maximum XRP-USD drawdown since its inception was -95.87%, which is greater than ISX5.L's maximum drawdown of -38.62%. Use the drawdown chart below to compare losses from any high point for XRP-USD and ISX5.L.

Drawdown Indicators

	XRP-USD	ISX5.L	Difference
Max Drawdown Largest peak-to-trough decline	-95.87%	-38.62%	-57.25%
Max Drawdown (1Y) Largest decline over 1 year	-69.23%	-12.92%	-56.31%
Max Drawdown (3Y) Largest decline over 3 years	-69.23%	-15.36%	-53.87%
Max Drawdown (5Y) Largest decline over 5 years	-77.83%	-34.86%	-42.97%
Max Drawdown (10Y) Largest decline over 10 years	—	-38.62%	—
Current Drawdown Current decline from peak	-67.62%	-0.19%	-67.43%
Average Drawdown Average peak-to-trough decline	-70.99%	-8.34%	-62.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	43.98%	3.85%	+40.13%

Volatility

XRP-USD vs. ISX5.L - Volatility Comparison

XRP (XRP-USD) has a higher volatility of 14.05% compared to iShares Core EURO STOXX 50 UCITS ETF (ISX5.L) at 5.29%. This indicates that XRP-USD's price experiences larger fluctuations and is considered to be riskier than ISX5.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XRP-USD	ISX5.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	14.05%	5.29%	+8.76%
Volatility (6M) Calculated over the trailing 6-month period	46.30%	15.25%	+31.05%
Volatility (1Y) Calculated over the trailing 1-year period	56.19%	18.30%	+37.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.34%	21.91%	+50.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.77%	21.97%	+89.80%

Frequently Asked Questions

Can I hold both XRP-USD and ISX5.L in my portfolio?

XRP-USD and ISX5.L have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.