XBNB vs. YFYA

Last updated Jul 16, 2026

XBNB (Teucrium xETFs 2x Long Daily BNB ETF) and YFYA (Yields for You Income Strategy A ETF) are both exchange-traded funds - XBNB is a Leveraged Cryptocurrency fund tracking the Binance Coin (BNB), while YFYA is a Ultrashort Bond fund actively managed by Teucrium. XBNB is passively managed, while YFYA is actively managed. At a 0.32 correlation, their price movements are largely independent. XBNB charges 1.89%/yr vs 1.16%/yr for YFYA.

Performance

XBNB vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Yields for You Income Strategy A ETF (YFYA). 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*: —

YFYA

• 1D: 0.26%
• 1M: 0.41%
• 6M: 1.79%
• YTD: 2.24%
• 1Y: 4.45%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XBNB vs. YFYA - Yearly Performance Comparison

	2026 (YTD)
XBNB Teucrium xETFs 2x Long Daily BNB ETF	-21.36%
YFYA Yields for You Income Strategy A ETF	0.97%

Correlation

The correlation between XBNB and YFYA is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Apr 28, 2026	0.32

Return for Risk

XBNB vs. YFYA — 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.

YFYA

YFYA Risk / Return Rank: 59
YFYA Sharpe Ratio Rank: 42
YFYA Sortino Ratio Rank: 42
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 76

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Yields for You Income Strategy A ETF (YFYA). 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	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	—	1.25	—
Sortino ratio: Return per unit of downside risk	—	1.81	—
Omega ratio: Gain probability vs. loss probability	—	1.32	—
Calmar ratio: Return relative to maximum drawdown	—	2.78	—
Martin ratio: Return relative to average drawdown	—	11.25	—

Drawdowns

XBNB vs. YFYA - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for XBNB and YFYA.

Drawdown Indicators

	XBNB	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-40.97%	-2.29%	-38.68%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.61%	—
Current Drawdown Current decline from peak	-34.67%	-0.10%	-34.57%
Average Drawdown Average peak-to-trough decline	-19.62%	-0.35%	-19.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.40%	—

Volatility

Volatility by Period

	XBNB	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.50%	—
Volatility (6M) Calculated over the trailing 6-month period	—	3.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	86.63%	3.61%	+83.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.63%	3.53%	+83.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.63%	3.53%	+83.10%

XBNB vs. YFYA - Expense Ratio Comparison

XBNB has a 1.89% expense ratio, which is higher than YFYA's 1.16% expense ratio.

Dividends

XBNB vs. YFYA - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, less than YFYA's 5.17% yield.

Position	TTM	2025
XBNB Teucrium xETFs 2x Long Daily BNB ETF	0.01%	0.00%
YFYA Yields for You Income Strategy A ETF	5.17%	3.67%

Frequently Asked Questions

Can I hold both XBNB and YFYA in my portfolio?

XBNB and YFYA have a correlation of 0.32, 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 YFYA?

On fees, YFYA is cheaper at 1.16% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XBNB or YFYA?

YFYA is cheaper with a 1.16% expense ratio, compared with 1.89% for XBNB.

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

YFYA has the higher dividend yield at 5.17%, compared with 0.01% for XBNB.

What is the main difference between XBNB and YFYA?

XBNB is categorized as Leveraged Cryptocurrency, while YFYA is Ultrashort Bond. Their fees differ too: 1.89% for XBNB and 1.16% for YFYA.