WEAT vs. XXRP

Last updated Apr 2, 2026

Compare and contrast key facts about Teucrium Wheat Fund (WEAT) and Teucrium 2x Long Daily XRP ETF (XXRP).

WEAT and XXRP are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEAT is a passively managed fund by Teucrium that tracks the performance of the Teucrium Wheat Fund Benchmark. It was launched on Sep 19, 2011. XXRP is an actively managed fund by Teucrium. It was launched on Apr 7, 2025.

Performance

WEAT vs. XXRP - Performance Comparison

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

WEAT vs. XXRP - Yearly Performance Comparison

	2026 (YTD)	2025
WEAT Teucrium Wheat Fund	14.32%	-14.48%
XXRP Teucrium 2x Long Daily XRP ETF	-59.12%	-56.74%

Returns By Period

In the year-to-date period, WEAT achieves a 14.32% return, which is significantly higher than XXRP's -59.12% return.

WEAT

• 1D: -3.14%
• 1M: 3.82%
• YTD: 14.32%
• 6M: 10.56%
• 1Y: -3.26%
• 3Y*: -13.52%
• 5Y*: -5.06%
• 10Y*: -6.59%

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)

WEAT vs. XXRP - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than XXRP's 1.89% expense ratio.

WEAT

Teucrium Wheat Fund

XXRP

Teucrium 2x Long Daily XRP ETF

Return for Risk

WEAT vs. XXRP — Risk / Return Rank

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

WEAT

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

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.

WEAT vs. XXRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) 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.

	WEAT	XXRP	Difference
Sharpe ratio Return per unit of total volatility	-0.16	—	—
Sortino ratio Return per unit of downside risk	-0.10	—	—
Omega ratio Gain probability vs. loss probability	0.99	—	—
Calmar ratio Return relative to maximum drawdown	-0.14	—	—
Martin ratio Return relative to average drawdown	-0.22	—	—
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

	WEAT	XXRP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.16	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.17	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.42	-0.54	+0.12

Correlation

The correlation between WEAT and XXRP is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

WEAT vs. XXRP - Dividend Comparison

WEAT has not paid dividends to shareholders, while XXRP's dividend yield for the trailing twelve months is around 15.98%.

	TTM	2025
WEAT Teucrium Wheat Fund	0.00%	0.00%
XXRP Teucrium 2x Long Daily XRP ETF	15.98%	6.40%

Drawdowns

WEAT vs. XXRP - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, smaller than the maximum XXRP drawdown of -94.38%. Use the drawdown chart below to compare losses from any high point for WEAT and XXRP.

Drawdown Indicators

	WEAT	XXRP	Difference
Max Drawdown Largest peak-to-trough decline	-84.32%	-94.38%	+10.06%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-67.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-67.83%	—	—
Current Drawdown Current decline from peak	-81.99%	-93.54%	+11.55%
Average Drawdown Average peak-to-trough decline	-62.91%	-53.71%	-9.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.29%	—	—

Volatility

Volatility by Period

	WEAT	XXRP	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	14.83%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	20.24%	154.47%	-134.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.49%	154.47%	-123.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.74%	154.47%	-127.73%