XRPC vs. GXLM

Last updated Aug 1, 2026

XRPC (Canary XRP ETF) and GXLM (Grayscale Stellar Lumens Trust (XLM)) are both Cryptocurrency funds. Both are actively managed. Their 0.71 correlation means they have sometimes moved together and sometimes differently. XRPC charges 0.50%/yr vs 2.50%/yr for GXLM.

Performance

XRPC vs. GXLM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canary XRP ETF (XRPC) and Grayscale Stellar Lumens Trust (XLM) (GXLM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRPC achieves a -42.16% return, which is significantly lower than GXLM's 25.50% return.

XRPC

• 1D: -2.85%
• 1M: -2.34%
• 6M: -39.12%
• YTD: -42.16%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

GXLM

• 1D: -7.90%
• 1M: 6.07%
• 6M: 29.35%
• YTD: 25.50%
• 1Y: -23.74%
• 3Y*: -13.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -21.01%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GXLM Grayscale Stellar Lumens Trust (XLM)	$174.54K	$156.20K	$228.89K
XRPC Canary XRP ETF	$1.31M	$1.52M	$2.38M

XRPC vs. GXLM - Yearly Performance Comparison

	2026 (YTD)	2025
XRPC Canary XRP ETF	-42.16%	-26.96%
GXLM Grayscale Stellar Lumens Trust (XLM)	25.50%	-30.72%

Correlation

The correlation between XRPC and GXLM is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 13, 2025	0.71

Return for Risk

XRPC vs. GXLM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XRPC

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

GXLM

GXLM Risk / Return Rank: 8
GXLM Sharpe Ratio Rank: 7
GXLM Sortino Ratio Rank: 10
GXLM Omega Ratio Rank: 10
GXLM Calmar Ratio Rank: 6
GXLM Martin Ratio Rank: 7

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XRPC vs. GXLM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canary XRP ETF (XRPC) and Grayscale Stellar Lumens Trust (XLM) (GXLM). 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.

	XRPC	GXLM	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.34	—
Sortino ratio: Return per unit of downside risk	—	0.08	—
Omega ratio: Gain probability vs. loss probability	—	1.01	—
Calmar ratio: Return relative to maximum drawdown	—	-0.46	—
Martin ratio: Return relative to average drawdown	—	-0.61	—

Drawdowns

XRPC vs. GXLM - Drawdown Comparison

The maximum XRPC drawdown since its inception was -58.81%, smaller than the maximum GXLM drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for XRPC and GXLM.

Drawdown Indicators

	XRPC	GXLM	Difference
Max Drawdown Largest peak-to-trough decline	-58.81%	-94.01%	+35.20%
Max Drawdown (1Y) Largest decline over 1 year	—	-71.88%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-78.19%	—
Current Drawdown Current decline from peak	-57.75%	-72.26%	+14.51%
Average Drawdown Average peak-to-trough decline	-39.30%	-70.47%	+31.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	54.42%	—

Volatility

Volatility by Period

	XRPC	GXLM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	20.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	62.51%	—
Volatility (1Y) Calculated over the trailing 1-year period	72.66%	95.95%	-23.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	72.66%	147.33%	-74.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	72.66%	147.33%	-74.67%

XRPC vs. GXLM - Expense Ratio Comparison

XRPC has a 0.50% expense ratio, which is lower than GXLM's 2.50% expense ratio.

Dividends

XRPC vs. GXLM - Dividend Comparison

Neither XRPC nor GXLM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both XRPC and GXLM in my portfolio?

XRPC and GXLM have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XRPC or GXLM?

On fees, XRPC is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XRPC or GXLM?

XRPC is cheaper with a 0.50% expense ratio, compared with 2.50% for GXLM.

Which ETF pays a higher dividend yield, XRPC or GXLM?

XRPC and GXLM have nearly identical dividend yields, around 0.00%.

What is the main difference between XRPC and GXLM?

They also come from different issuers: Canary and Grayscale. Their fees differ too: 0.50% for XRPC and 2.50% for GXLM.