TILL vs. XXRP

Last updated Apr 3, 2026

Compare and contrast key facts about Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium 2x Long Daily XRP ETF (XXRP).

TILL and XXRP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TILL is an actively managed fund by Teucrium. It was launched on May 16, 2022. XXRP is an actively managed fund by Teucrium. It was launched on Apr 7, 2025.

Performance

TILL vs. XXRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium 2x Long Daily XRP ETF (XXRP). The values are adjusted to include any dividend payments, if applicable.

TILL vs. XXRP - Yearly Performance Comparison

	2026 (YTD)	2025
TILL Teucrium Agricultural Strategy No K-1 ETF	8.82%	-5.97%
XXRP Teucrium 2x Long Daily XRP ETF	-61.85%	-56.74%

Returns By Period

In the year-to-date period, TILL achieves a 8.82% return, which is significantly higher than XXRP's -61.85% return.

TILL

• 1D: -0.17%
• 1M: 4.82%
• YTD: 8.82%
• 6M: 6.30%
• 1Y: -0.98%
• 3Y*: -5.59%
• 5Y*: —
• 10Y*: —

XXRP

• 1D: -6.68%
• 1M: -11.25%
• YTD: -61.85%
• 6M: -89.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TILL vs. XXRP - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is lower than XXRP's 1.89% expense ratio.

XXRP

Teucrium 2x Long Daily XRP ETF

TILL

Teucrium Agricultural Strategy No K-1 ETF

Return for Risk

TILL vs. XXRP — Risk / Return Rank

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

TILL

TILL Risk / Return Rank: 9
TILL Sharpe Ratio Rank: 10
TILL Sortino Ratio Rank: 8
TILL Omega Ratio Rank: 9
TILL Calmar Ratio Rank: 9
TILL Martin Ratio Rank: 9

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.

TILL vs. XXRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) 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.

	TILL	XXRP	Difference
Sharpe ratio Return per unit of total volatility	-0.09	—	—
Sortino ratio Return per unit of downside risk	-0.04	—	—
Omega ratio Gain probability vs. loss probability	1.00	—	—
Calmar ratio Return relative to maximum drawdown	-0.07	—	—
Martin ratio Return relative to average drawdown	-0.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	TILL	XXRP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	-0.55	+0.01

Correlation

The correlation between TILL and XXRP is 0.07, 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

TILL vs. XXRP - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.56%, less than XXRP's 17.12% yield.

	TTM	2025	2024	2023	2022
TILL Teucrium Agricultural Strategy No K-1 ETF	4.56%	4.97%	2.55%	51.24%	0.73%
XXRP Teucrium 2x Long Daily XRP ETF	17.12%	6.40%	0.00%	0.00%	0.00%

Drawdowns

TILL vs. XXRP - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum XXRP drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for TILL and XXRP.

Drawdown Indicators

	TILL	XXRP	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-94.38%	+60.62%
Max Drawdown (1Y) Largest decline over 1 year	-9.94%	—	—
Current Drawdown Current decline from peak	-26.97%	-93.97%	+67.00%
Average Drawdown Average peak-to-trough decline	-21.15%	-53.87%	+32.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	—	—

Volatility

Volatility by Period

	TILL	XXRP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.55%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	154.29%	-142.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	154.29%	-139.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	154.29%	-139.65%