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XBNB vs. BEGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBNB vs. BEGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Rareview 2x Bull Cryptocurrency & Precious Metals ETF (BEGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


XBNB

1D
-0.44%
1M
-15.49%
6M
YTD
1Y
3Y*
5Y*
10Y*

BEGS

1D
0.67%
1M
-10.83%
6M
-51.34%
YTD
-39.06%
1Y
-34.65%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XBNB vs. BEGS - Yearly Performance Comparison


Correlation

The correlation between XBNB and BEGS is 0.80, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Apr 28, 2026

0.80

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Return for Risk

XBNB vs. BEGS — Risk / Return Rank

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

XBNB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BEGS
BEGS Risk / Return Rank: 55
Overall Rank
BEGS Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BEGS Sortino Ratio Rank: 66
Sortino Ratio Rank
BEGS Omega Ratio Rank: 66
Omega Ratio Rank
BEGS Calmar Ratio Rank: 55
Calmar Ratio Rank
BEGS Martin Ratio Rank: 44
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.

XBNB vs. BEGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Rareview 2x Bull Cryptocurrency & Precious Metals ETF (BEGS). 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.


XBNBBEGSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.58

Martin ratioReturn relative to average drawdown

-1.16

XBNB vs. BEGS - Sharpe Ratio Comparison


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Drawdowns

XBNB vs. BEGS - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, smaller than the maximum BEGS drawdown of -60.23%. Use the drawdown chart below to compare losses from any high point for XBNB and BEGS.


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Drawdown Indicators


XBNBBEGSDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-60.23%

+19.26%

Max Drawdown (1Y)

Largest decline over 1 year

-60.23%

Current Drawdown

Current decline from peak

-34.67%

-54.84%

+20.17%

Average Drawdown

Average peak-to-trough decline

-19.62%

-19.60%

-0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.88%

Volatility

XBNB vs. BEGS - Volatility Comparison


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Volatility by Period


XBNBBEGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.39%

Volatility (6M)

Calculated over the trailing 6-month period

57.12%

Volatility (1Y)

Calculated over the trailing 1-year period

86.63%

67.39%

+19.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.63%

63.71%

+22.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.63%

63.71%

+22.92%

XBNB vs. BEGS - Expense Ratio Comparison

XBNB has a 1.89% expense ratio, which is higher than BEGS's 0.99% expense ratio.


Dividends

XBNB vs. BEGS - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, less than BEGS's 79.14% yield.


Frequently Asked Questions


XBNB and BEGS have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BEGS is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BEGS is cheaper with a 0.99% expense ratio, compared with 1.89% for XBNB.

BEGS has the higher dividend yield at 79.14%, compared with 0.01% for XBNB.

They also come from different issuers: Teucrium and Rareview. Their fees differ too: 1.89% for XBNB and 0.99% for BEGS.

Portfolio Optimizer

Find the right allocation for XBNB and BEGS

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