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UXRP vs. IBMQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UXRP vs. IBMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra XRP ETF (UXRP) and iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UXRP achieves a -77.99% return, which is significantly lower than IBMQ's 0.90% return.


UXRP

1D
-5.41%
1M
-7.09%
6M
-74.16%
YTD
-77.99%
1Y
-94.69%
3Y*
5Y*
10Y*
ALL TIME*
-94.38%

IBMQ

1D
0.04%
1M
-0.16%
6M
0.41%
YTD
0.90%
1Y
2.02%
3Y*
2.88%
5Y*
0.35%
10Y*
ALL TIME*
1.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.97M$1.98M$1.89M
$852.19K$746.96K$1.32M

UXRP vs. IBMQ - Yearly Performance Comparison


2026 (YTD)2025
UXRP
ProShares Ultra XRP ETF
-77.99%-77.43%
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
0.90%1.68%

Correlation

The correlation between UXRP and IBMQ is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

0.06

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Return for Risk

UXRP vs. IBMQ — Risk / Return Rank

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

UXRP
UXRP Risk / Return Rank: 22
Overall Rank
UXRP Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UXRP Sortino Ratio Rank: 11
Sortino Ratio Rank
UXRP Omega Ratio Rank: 11
Omega Ratio Rank
UXRP Calmar Ratio Rank: 00
Calmar Ratio Rank
UXRP Martin Ratio Rank: 33
Martin Ratio Rank

IBMQ
IBMQ Risk / Return Rank: 7272
Overall Rank
IBMQ Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
IBMQ Sortino Ratio Rank: 8585
Sortino Ratio Rank
IBMQ Omega Ratio Rank: 8686
Omega Ratio Rank
IBMQ Calmar Ratio Rank: 5959
Calmar Ratio Rank
IBMQ Martin Ratio Rank: 4747
Martin Ratio Rank
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.

UXRP vs. IBMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra XRP ETF (UXRP) and iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ). 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.


UXRPIBMQDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-4.79

Omega ratioGain probability vs. loss probability

0.79

1.39

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.99

2.09

-3.09

Martin ratioReturn relative to average drawdown

-1.23

5.46

-6.69

UXRP vs. IBMQ - Sharpe Ratio Comparison

The current UXRP Sharpe Ratio is -0.66, which is lower than the IBMQ Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of UXRP and IBMQ, 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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Drawdowns

UXRP vs. IBMQ - Drawdown Comparison

The maximum UXRP drawdown since its inception was -96.60%, which is greater than IBMQ's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for UXRP and IBMQ.


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Drawdown Indicators


UXRPIBMQDifference

Max Drawdown

Largest peak-to-trough decline

-96.60%

-15.85%

-80.75%

Max Drawdown (1Y)

Largest decline over 1 year

-95.74%

-1.13%

-94.61%

Max Drawdown (3Y)

Largest decline over 3 years

-2.64%

Max Drawdown (5Y)

Largest decline over 5 years

-11.47%

Current Drawdown

Current decline from peak

-96.51%

-0.25%

-96.26%

Average Drawdown

Average peak-to-trough decline

-74.97%

-3.19%

-71.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

76.79%

0.43%

+76.36%

Volatility

UXRP vs. IBMQ - Volatility Comparison

ProShares Ultra XRP ETF (UXRP) has a higher volatility of 24.70% compared to iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ) at 0.37%. This indicates that UXRP's price experiences larger fluctuations and is considered to be riskier than IBMQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UXRPIBMQDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.70%

0.37%

+24.33%

Volatility (6M)

Calculated over the trailing 6-month period

101.23%

0.88%

+100.35%

Volatility (1Y)

Calculated over the trailing 1-year period

142.99%

1.22%

+141.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

143.51%

2.94%

+140.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

143.51%

5.49%

+138.02%

UXRP vs. IBMQ - Expense Ratio Comparison

UXRP has a 1.67% expense ratio, which is higher than IBMQ's 0.18% expense ratio.


Dividends

UXRP vs. IBMQ - Dividend Comparison

UXRP's dividend yield for the trailing twelve months is around 0.02%, less than IBMQ's 2.45% yield.


PositionTTM2025202420232022202120202019
IBMQ
iShares iBonds Dec 2028 Term Muni Bond ETF
2.24%2.43%2.33%1.93%1.25%1.05%1.24%1.03%
UXRP
ProShares Ultra XRP ETF
0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UXRP and IBMQ have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UXRP has higher volatility (24.70%) compared to IBMQ (0.37%). In terms of maximum drawdown, UXRP dropped -96.60% vs IBMQ's -15.85%.

On 1-year performance, IBMQ leads with 2.02% vs -94.69% for UXRP. On fees, IBMQ is cheaper at 0.18% per year. On volatility, IBMQ has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBMQ has performed better with a 2.02% return vs -94.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMQ is cheaper with a 0.18% expense ratio, compared with 1.67% for UXRP.

IBMQ has the higher dividend yield at 2.24%, compared with 0.02% for UXRP.

UXRP is categorized as Leveraged Cryptocurrency, while IBMQ is Municipal Bonds. UXRP tracks Bloomberg XRP Index, while IBMQ tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 1.67% for UXRP and 0.18% for IBMQ.

IBMQ currently has the higher Sharpe Ratio (1.95 vs -0.66), 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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