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XRPT vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

XRPT vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares 2x XRP ETF (XRPT) and XRP (XRP-USD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRPT achieves a -70.47% return, which is significantly lower than XRP-USD's -39.58% return.


XRPT

1D
-4.67%
1M
-33.40%
YTD
-70.47%
6M
-78.42%
1Y
-88.46%
3Y*
5Y*
10Y*

XRP-USD

1D
-4.83%
1M
-22.02%
YTD
-39.58%
6M
-45.39%
1Y
-46.96%
3Y*
27.95%
5Y*
3.29%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRPT vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)2025
XRPT
Volatility Shares 2x XRP ETF
-70.47%-67.83%
XRP-USD
XRP
-39.58%-24.36%

Correlation

The correlation between XRPT and XRP-USD is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since May 23, 2025

0.70

The correlation between XRPT and XRP-USD has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

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Return for Risk

XRPT vs. XRP-USD — Risk / Return Rank

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

XRPT
XRPT Risk / Return Rank: 33
Overall Rank
XRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XRPT Sortino Ratio Rank: 33
Sortino Ratio Rank
XRPT Omega Ratio Rank: 33
Omega Ratio Rank
XRPT Calmar Ratio Rank: 11
Calmar Ratio Rank
XRPT Martin Ratio Rank: 33
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5252
Overall Rank
XRP-USD Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5050
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 4949
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6262
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 5656
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.

XRPT vs. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares 2x XRP ETF (XRPT) and XRP (XRP-USD). 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.


XRPTXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.11

Sortino ratioReturn per unit of downside risk

-0.14

Omega ratioGain probability vs. loss probability

0.89

0.91

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.93

-0.68

-0.25

Martin ratioReturn relative to average drawdown

-1.25

-1.10

-0.16

XRPT vs. XRP-USD - Sharpe Ratio Comparison

The current XRPT Sharpe Ratio is -0.59, which is comparable to the XRP-USD Sharpe Ratio of -0.70. The chart below compares the historical Sharpe Ratios of XRPT and XRP-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XRPTXRP-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

-0.70

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

0.54

-1.14

Drawdowns

XRPT vs. XRP-USD - Drawdown Comparison

The maximum XRPT drawdown since its inception was -95.02%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for XRPT and XRP-USD.


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Drawdown Indicators


XRPTXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-95.02%

-95.87%

+0.85%

Max Drawdown (1Y)

Largest decline over 1 year

-95.02%

-68.72%

-26.30%

Max Drawdown (3Y)

Largest decline over 3 years

-68.72%

Max Drawdown (5Y)

Largest decline over 5 years

-77.83%

Current Drawdown

Current decline from peak

-95.02%

-68.72%

-26.30%

Average Drawdown

Average peak-to-trough decline

-63.11%

-71.01%

+7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.46%

43.44%

+27.02%

Volatility

XRPT vs. XRP-USD - Volatility Comparison

Volatility Shares 2x XRP ETF (XRPT) has a higher volatility of 27.84% compared to XRP (XRP-USD) at 12.72%. This indicates that XRPT's price experiences larger fluctuations and is considered to be riskier than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XRPTXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.84%

12.72%

+15.12%

Volatility (6M)

Calculated over the trailing 6-month period

104.32%

45.52%

+58.80%

Volatility (1Y)

Calculated over the trailing 1-year period

150.33%

56.10%

+94.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

149.19%

72.44%

+76.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

149.19%

111.84%

+37.35%

Frequently Asked Questions


XRPT and XRP-USD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRPT has higher volatility (27.84%) compared to XRP-USD (12.72%). In terms of maximum drawdown, XRPT dropped -95.02% vs XRP-USD's -95.87%.

XRPT currently has the higher Sharpe Ratio (-0.59 vs -0.70), 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.

Portfolio Optimizer

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