XBNB vs. XXRP

Last updated Jul 16, 2026

XBNB (Teucrium xETFs 2x Long Daily BNB ETF) and XXRP (Teucrium 2x Long Daily XRP ETF) are both Leveraged Cryptocurrency funds from Teucrium. XBNB is passively managed, while XXRP is actively managed. A 0.80 correlation means they provide meaningful diversification when combined. Both charge a 1.89% expense ratio.

Performance

XBNB vs. XXRP - 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 Long Daily XRP ETF (XXRP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XBNB

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

XXRP

• 1D: -0.35%
• 1M: -26.97%
• 6M: -81.84%
• YTD: -75.90%
• 1Y: -94.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XBNB vs. XXRP - Yearly Performance Comparison

	2026 (YTD)
XBNB Teucrium xETFs 2x Long Daily BNB ETF	-21.36%
XXRP Teucrium 2x Long Daily XRP ETF	-43.10%

Correlation

The correlation between XBNB and XXRP 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

Return for Risk

XBNB vs. XXRP — 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.

XXRP

XXRP Risk / Return Rank: 2
XXRP Sharpe Ratio Rank: 4
XXRP Sortino Ratio Rank: 1
XXRP Omega Ratio Rank: 1
XXRP Calmar Ratio Rank: 0
XXRP Martin Ratio Rank: 3

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. XXRP - 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 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.

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.

	XBNB	XXRP	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.64	—
Sortino ratio: Return per unit of downside risk	—	-1.74	—
Omega ratio: Gain probability vs. loss probability	—	0.81	—
Calmar ratio: Return relative to maximum drawdown	—	-0.98	—
Martin ratio: Return relative to average drawdown	—	-1.21	—

Drawdowns

XBNB vs. XXRP - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, smaller than the maximum XXRP drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for XBNB and XXRP.

Drawdown Indicators

	XBNB	XXRP	Difference
Max Drawdown Largest peak-to-trough decline	-40.97%	-96.66%	+55.69%
Max Drawdown (1Y) Largest decline over 1 year	—	-96.66%	—
Current Drawdown Current decline from peak	-34.67%	-96.19%	+61.52%
Average Drawdown Average peak-to-trough decline	-19.62%	-62.69%	+43.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	77.96%	—

Volatility

Volatility by Period

	XBNB	XXRP	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	36.52%	—
Volatility (6M) Calculated over the trailing 6-month period	—	104.48%	—
Volatility (1Y) Calculated over the trailing 1-year period	86.63%	146.40%	-59.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.63%	145.22%	-58.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.63%	145.22%	-58.59%

XBNB vs. XXRP - Expense Ratio Comparison

Both XBNB and XXRP have an expense ratio of 1.89%.

Dividends

XBNB vs. XXRP - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, less than XXRP's 27.10% yield.

Position	TTM	2025
XBNB Teucrium xETFs 2x Long Daily BNB ETF	0.01%	0.00%
XXRP Teucrium 2x Long Daily XRP ETF	27.10%	6.40%

Frequently Asked Questions

Can I hold both XBNB and XXRP in my portfolio?

XBNB and XXRP 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.

Which ETF is better, XBNB or XXRP?

Both ETFs have the same 1.89% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XBNB or XXRP?

XBNB and XXRP have the same expense ratio: 1.89% per year.

Which ETF pays a higher dividend yield, XBNB or XXRP?

XXRP has the higher dividend yield at 27.10%, compared with 0.01% for XBNB.