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XRPT vs. SOLZ
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XRPT vs. SOLZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares 2x XRP ETF (XRPT) and Solana ETF (SOLZ). The values are adjusted to include any dividend payments, if applicable.

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XRPT vs. SOLZ - Yearly Performance Comparison


2026 (YTD)2025
XRPT
Volatility Shares 2x XRP ETF
-58.49%-67.83%
SOLZ
Solana ETF
-33.12%-36.12%

Returns By Period

In the year-to-date period, XRPT achieves a -58.49% return, which is significantly lower than SOLZ's -33.12% return.


XRPT

1D
1.34%
1M
-10.27%
YTD
-58.49%
6M
-87.47%
1Y
3Y*
5Y*
10Y*

SOLZ

1D
1.33%
1M
-4.69%
YTD
-33.12%
6M
-63.37%
1Y
-40.75%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XRPT vs. SOLZ - Expense Ratio Comparison

XRPT has a 0.94% expense ratio, which is lower than SOLZ's 0.95% expense ratio.


Return for Risk

XRPT vs. SOLZ — Risk / Return Rank

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

XRPT

SOLZ
SOLZ Risk / Return Rank: 44
Overall Rank
SOLZ Sharpe Ratio Rank: 44
Sharpe Ratio Rank
SOLZ Sortino Ratio Rank: 55
Sortino Ratio Rank
SOLZ Omega Ratio Rank: 66
Omega Ratio Rank
SOLZ Calmar Ratio Rank: 33
Calmar Ratio Rank
SOLZ Martin Ratio Rank: 33
Martin Ratio Rank
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.

XRPT vs. SOLZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares 2x XRP ETF (XRPT) and Solana ETF (SOLZ). 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.

XRPT vs. SOLZ - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XRPTSOLZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

-0.51

-0.06

Correlation

The correlation between XRPT and SOLZ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

XRPT vs. SOLZ - Dividend Comparison

XRPT's dividend yield for the trailing twelve months is around 3.52%, more than SOLZ's 3.36% yield.


TTM2025
XRPT
Volatility Shares 2x XRP ETF
3.52%1.23%
SOLZ
Solana ETF
3.36%1.75%

Drawdowns

XRPT vs. SOLZ - Drawdown Comparison

The maximum XRPT drawdown since its inception was -93.94%, which is greater than SOLZ's maximum drawdown of -70.23%. Use the drawdown chart below to compare losses from any high point for XRPT and SOLZ.


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Drawdown Indicators


XRPTSOLZDifference

Max Drawdown

Largest peak-to-trough decline

-93.94%

-70.23%

-23.71%

Max Drawdown (1Y)

Largest decline over 1 year

-70.23%

Current Drawdown

Current decline from peak

-93.00%

-67.68%

-25.32%

Average Drawdown

Average peak-to-trough decline

-57.01%

-28.63%

-28.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.24%

Volatility

XRPT vs. SOLZ - Volatility Comparison


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Volatility by Period


XRPTSOLZDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.41%

Volatility (6M)

Calculated over the trailing 6-month period

58.49%

Volatility (1Y)

Calculated over the trailing 1-year period

159.44%

79.44%

+80.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

159.44%

79.75%

+79.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.44%

79.75%

+79.69%