XRPR vs. IBMQ

Last updated Jun 6, 2026

XRPR (REX-Osprey XRP ETF) and IBMQ (iShares iBonds Dec 2028 Term Muni Bond ETF) are both exchange-traded funds - XRPR is a fund fund actively managed by REX, while IBMQ is a Municipal Bonds fund tracking the S&P AMT-Free Municipal Series Callable-Adjusted Dec 2028 Index. XRPR is actively managed, while IBMQ is passively managed. At a 0.04 correlation, their price movements are largely independent. XRPR charges 0.75%/yr vs 0.18%/yr for IBMQ.

Performance

XRPR vs. IBMQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in REX-Osprey XRP ETF (XRPR) and iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XRPR achieves a -39.79% return, which is significantly lower than IBMQ's 0.77% return.

XRPR

• 1D: -6.14%
• 1M: -22.91%
• YTD: -39.79%
• 6M: -45.83%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBMQ

• 1D: 0.00%
• 1M: 0.28%
• YTD: 0.77%
• 6M: 1.23%
• 1Y: 3.44%
• 3Y*: 2.90%
• 5Y*: 0.50%
• 10Y*: —

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

XRPR vs. IBMQ - Yearly Performance Comparison

	2026 (YTD)	2025
XRPR REX-Osprey XRP ETF	-39.79%	-41.78%
IBMQ iShares iBonds Dec 2028 Term Muni Bond ETF	0.77%	-0.02%

Correlation

The correlation between XRPR and IBMQ is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Sep 19, 2025	0.04

Return for Risk

XRPR vs. IBMQ — Risk / Return Rank

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

IBMQ

IBMQ Risk / Return Rank: 78
IBMQ Sharpe Ratio Rank: 90
IBMQ Sortino Ratio Rank: 93
IBMQ Omega Ratio Rank: 93
IBMQ Calmar Ratio Rank: 66
IBMQ Martin Ratio Rank: 51

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.

XRPR vs. IBMQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for REX-Osprey XRP ETF (XRPR) and iShares iBonds Dec 2028 Term Muni Bond ETF (IBMQ). 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.

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

Sharpe Ratios by Period

	XRPR	IBMQ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.88	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.99	0.36	-1.36

Drawdowns

XRPR vs. IBMQ - Drawdown Comparison

The maximum XRPR drawdown since its inception was -64.94%, which is greater than IBMQ's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for XRPR and IBMQ.

Drawdown Indicators

	XRPR	IBMQ	Difference
Max Drawdown Largest peak-to-trough decline	-64.94%	-15.85%	-49.09%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.13%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-3.57%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-11.51%	—
Current Drawdown Current decline from peak	-64.94%	-0.25%	-64.69%
Average Drawdown Average peak-to-trough decline	-41.01%	-3.25%	-37.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.43%	—

Volatility

Volatility by Period

	XRPR	IBMQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.35%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.89%	—
Volatility (1Y) Calculated over the trailing 1-year period	77.87%	1.20%	+76.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	77.87%	2.96%	+74.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	77.87%	5.54%	+72.33%

XRPR vs. IBMQ - Expense Ratio Comparison

XRPR has a 0.75% expense ratio, which is higher than IBMQ's 0.18% expense ratio.

Dividends

XRPR vs. IBMQ - Dividend Comparison

XRPR has not paid dividends to shareholders, while IBMQ's dividend yield for the trailing twelve months is around 2.45%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
IBMQ iShares iBonds Dec 2028 Term Muni Bond ETF	2.45%	2.43%	2.33%	1.93%	1.25%	1.05%	1.24%	1.03%
XRPR REX-Osprey XRP ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XRPR and IBMQ in my portfolio?

XRPR and IBMQ 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.

Which ETF is better, XRPR or IBMQ?

On fees, IBMQ is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XRPR or IBMQ?

IBMQ is cheaper with a 0.18% expense ratio, compared with 0.75% for XRPR.

Which ETF pays a higher dividend yield, XRPR or IBMQ?

IBMQ has the higher dividend yield at 2.45%, compared with 0.00% for XRPR.

What is the main difference between XRPR and IBMQ?

They also come from different issuers: REX and iShares. Their fees differ too: 0.75% for XRPR and 0.18% for IBMQ.