PortfoliosLab logoPortfoliosLab logo
XBNB vs. WXET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XBNB vs. WXET - Performance Comparison

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

Loading charts...

Returns By Period


XBNB

1D
0.71%
1M
10.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

WXET

1D
-4.11%
1M
12.10%
6M
24.81%
YTD
36.35%
1Y
14.21%
3Y*
5Y*
10Y*
ALL TIME*
-9.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$353.89K$378.33K$454.04K
$4.00K$3.54K$6.15K

XBNB vs. WXET - Yearly Performance Comparison


Correlation

The correlation between XBNB and WXET is 0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


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

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XBNB vs. WXET — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


WXET
WXET Risk / Return Rank: 1818
Overall Rank
WXET Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WXET Sortino Ratio Rank: 2020
Sortino Ratio Rank
WXET Omega Ratio Rank: 1919
Omega Ratio Rank
WXET Calmar Ratio Rank: 1717
Calmar Ratio Rank
WXET Martin Ratio Rank: 1717
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.

XBNB vs. WXET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Teucrium 2x Daily Wheat ETF (WXET). 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.


XBNBWXETDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.09

Calmar ratioReturn relative to maximum drawdown

0.46

Martin ratioReturn relative to average drawdown

1.09

XBNB vs. WXET - Sharpe Ratio Comparison


Loading charts...

Drawdowns

XBNB vs. WXET - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, smaller than the maximum WXET drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for XBNB and WXET.


Loading charts...

Drawdown Indicators


XBNBWXETDifference

Max Drawdown

Largest peak-to-trough decline

-40.97%

-48.31%

+7.34%

Max Drawdown (1Y)

Largest decline over 1 year

-30.76%

Current Drawdown

Current decline from peak

-32.46%

-29.52%

-2.94%

Average Drawdown

Average peak-to-trough decline

-22.96%

-30.48%

+7.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.05%

Volatility

XBNB vs. WXET - Volatility Comparison


Loading charts...

Volatility by Period


XBNBWXETDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.82%

Volatility (6M)

Calculated over the trailing 6-month period

44.47%

Volatility (1Y)

Calculated over the trailing 1-year period

80.05%

51.79%

+28.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.05%

49.92%

+30.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.05%

49.92%

+30.13%

XBNB vs. WXET - Expense Ratio Comparison

XBNB has a 1.89% expense ratio, which is higher than WXET's 0.95% expense ratio.


Dividends

XBNB vs. WXET - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, less than WXET's 1.74% yield.


PositionTTM20252024
WXET
Teucrium 2x Daily Wheat ETF
1.74%3.57%0.13%
XBNB
Teucrium xETFs 2x Long Daily BNB ETF
0.01%0.00%0.00%

Frequently Asked Questions


XBNB and WXET have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WXET is cheaper at 0.95% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WXET is cheaper with a 0.95% expense ratio, compared with 1.89% for XBNB.

WXET has the higher dividend yield at 1.74%, compared with 0.01% for XBNB.

XBNB is categorized as Leveraged Cryptocurrency, while WXET is Leveraged Commodities. Their fees differ too: 1.89% for XBNB and 0.95% for WXET.

Portfolio Optimizer

Find the right allocation for XBNB and WXET

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer