MAGY vs. XXRP

Last updated Apr 2, 2026

Compare and contrast key facts about Roundhill Magnificent Seven Covered Call ETF (MAGY) and Teucrium 2x Long Daily XRP ETF (XXRP).

MAGY and XXRP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025. XXRP is an actively managed fund by Teucrium. It was launched on Apr 7, 2025.

Performance

MAGY vs. XXRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Magnificent Seven Covered Call ETF (MAGY) and Teucrium 2x Long Daily XRP ETF (XXRP). The values are adjusted to include any dividend payments, if applicable.

MAGY vs. XXRP - Yearly Performance Comparison

	2026 (YTD)	2025
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.17%	26.79%
XXRP Teucrium 2x Long Daily XRP ETF	-59.12%	-69.69%

Returns By Period

In the year-to-date period, MAGY achieves a -9.17% return, which is significantly higher than XXRP's -59.12% return.

MAGY

• 1D: 0.52%
• 1M: -4.67%
• YTD: -9.17%
• 6M: -7.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

XXRP

• 1D: 1.30%
• 1M: -10.37%
• YTD: -59.12%
• 6M: -87.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

MAGY vs. XXRP - Expense Ratio Comparison

MAGY has a 0.99% expense ratio, which is lower than XXRP's 1.89% expense ratio.

XXRP

Teucrium 2x Long Daily XRP ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

MAGY vs. XXRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Magnificent Seven Covered Call ETF (MAGY) and Teucrium 2x Long Daily XRP ETF (XXRP). 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.

Sharpe Ratios by Period

	MAGY	XXRP	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	-0.54	+1.64

Correlation

The correlation between MAGY and XXRP is 0.38, 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

MAGY vs. XXRP - Dividend Comparison

MAGY's dividend yield for the trailing twelve months is around 36.95%, more than XXRP's 15.98% yield.

	TTM	2025
MAGY Roundhill Magnificent Seven Covered Call ETF	36.95%	23.38%
XXRP Teucrium 2x Long Daily XRP ETF	15.98%	6.40%

Drawdowns

MAGY vs. XXRP - Drawdown Comparison

The maximum MAGY drawdown since its inception was -14.29%, smaller than the maximum XXRP drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for MAGY and XXRP.

Drawdown Indicators

	MAGY	XXRP	Difference
Max Drawdown Largest peak-to-trough decline	-14.29%	-94.38%	+80.09%
Current Drawdown Current decline from peak	-11.14%	-93.54%	+82.40%
Average Drawdown Average peak-to-trough decline	-2.24%	-53.71%	+51.47%

Volatility

Volatility by Period

	MAGY	XXRP	Difference
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	154.47%	-139.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.84%	154.47%	-139.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.84%	154.47%	-139.63%