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XRPR vs. DRNZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XRPR vs. DRNZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX-Osprey XRP ETF (XRPR) and REX Drone ETF (DRNZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XRPR achieves a -37.98% return, which is significantly lower than DRNZ's 1.73% return.


XRPR

1D
-1.06%
1M
-15.16%
YTD
-37.98%
6M
-40.37%
1Y
3Y*
5Y*
10Y*

DRNZ

1D
-2.51%
1M
-9.52%
YTD
1.73%
6M
-2.62%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XRPR vs. DRNZ - Yearly Performance Comparison


2026 (YTD)2025
XRPR
REX-Osprey XRP ETF
-37.98%-31.22%
DRNZ
REX Drone ETF
1.73%-12.91%

Correlation

The correlation between XRPR and DRNZ is 0.47, 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 Oct 29, 2025

0.47

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Return for Risk

XRPR vs. DRNZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX-Osprey XRP ETF (XRPR) and REX Drone ETF (DRNZ). 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.


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

XRPR vs. DRNZ - Sharpe Ratio Comparison


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Drawdowns

XRPR vs. DRNZ - Drawdown Comparison

The maximum XRPR drawdown since its inception was -65.15%, which is greater than DRNZ's maximum drawdown of -26.23%. Use the drawdown chart below to compare losses from any high point for XRPR and DRNZ.


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Drawdown Indicators


XRPRDRNZDifference

Max Drawdown

Largest peak-to-trough decline

-65.15%

-26.23%

-38.92%

Current Drawdown

Current decline from peak

-64.02%

-24.53%

-39.49%

Average Drawdown

Average peak-to-trough decline

-42.15%

-12.05%

-30.10%

Volatility

XRPR vs. DRNZ - Volatility Comparison


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Volatility by Period


XRPRDRNZDifference

Volatility (1Y)

Calculated over the trailing 1-year period

78.25%

51.17%

+27.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

78.25%

51.17%

+27.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

78.25%

51.17%

+27.08%

XRPR vs. DRNZ - Expense Ratio Comparison

XRPR has a 0.75% expense ratio, which is higher than DRNZ's 0.65% expense ratio.


Dividends

XRPR vs. DRNZ - Dividend Comparison

Neither XRPR nor DRNZ has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XRPR and DRNZ have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DRNZ is cheaper at 0.65% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DRNZ is cheaper with a 0.65% expense ratio, compared with 0.75% for XRPR.

XRPR and DRNZ have nearly identical dividend yields, around 0.00%.

Their fees differ too: 0.75% for XRPR and 0.65% for DRNZ.

Portfolio Optimizer

Find the right allocation for XRPR and DRNZ

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

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