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XRP vs. BCDF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRP vs. BCDF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise XRP ETF (XRP) and Horizon Kinetics Blockchain Development ETF (BCDF). The values are adjusted to include any dividend payments, if applicable.

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XRP vs. BCDF - Yearly Performance Comparison


2026 (YTD)2025
XRP
Bitwise XRP ETF
-26.75%-8.64%
BCDF
Horizon Kinetics Blockchain Development ETF
1.72%2.91%

Returns By Period

In the year-to-date period, XRP achieves a -26.75% return, which is significantly lower than BCDF's 1.72% return.


XRP

1D
1.76%
1M
-0.86%
YTD
-26.75%
6M
1Y
3Y*
5Y*
10Y*

BCDF

1D
2.24%
1M
-3.88%
YTD
1.72%
6M
-0.09%
1Y
13.04%
3Y*
15.60%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XRP vs. BCDF - Expense Ratio Comparison

XRP has a 0.34% expense ratio, which is lower than BCDF's 0.85% expense ratio.


Return for Risk

XRP vs. BCDF — Risk / Return Rank

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

XRP

BCDF
BCDF Risk / Return Rank: 4343
Overall Rank
BCDF Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BCDF Sortino Ratio Rank: 4242
Sortino Ratio Rank
BCDF Omega Ratio Rank: 3939
Omega Ratio Rank
BCDF Calmar Ratio Rank: 5555
Calmar Ratio Rank
BCDF Martin Ratio Rank: 3939
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.

XRP vs. BCDF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise XRP ETF (XRP) and Horizon Kinetics Blockchain Development ETF (BCDF). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XRP vs. BCDF - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XRPBCDFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

0.38

-1.17

Correlation

The correlation between XRP and BCDF is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

XRP vs. BCDF - Dividend Comparison

XRP has not paid dividends to shareholders, while BCDF's dividend yield for the trailing twelve months is around 2.48%.


TTM2025202420232022
XRP
Bitwise XRP ETF
0.00%0.00%0.00%0.00%0.00%
BCDF
Horizon Kinetics Blockchain Development ETF
2.48%2.53%1.63%0.69%0.38%

Drawdowns

XRP vs. BCDF - Drawdown Comparison

The maximum XRP drawdown since its inception was -48.71%, which is greater than BCDF's maximum drawdown of -27.70%. Use the drawdown chart below to compare losses from any high point for XRP and BCDF.


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Drawdown Indicators


XRPBCDFDifference

Max Drawdown

Largest peak-to-trough decline

-48.71%

-27.70%

-21.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.84%

Current Drawdown

Current decline from peak

-42.08%

-5.09%

-36.99%

Average Drawdown

Average peak-to-trough decline

-24.29%

-10.23%

-14.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

Volatility

XRP vs. BCDF - Volatility Comparison


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Volatility by Period


XRPBCDFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.22%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

Volatility (1Y)

Calculated over the trailing 1-year period

87.42%

16.82%

+70.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.42%

17.06%

+70.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

87.42%

17.06%

+70.36%