XXRP vs. BSCQ

Last updated Jun 23, 2026

XXRP (Teucrium 2x Long Daily XRP ETF) and BSCQ (Invesco BulletShares 2026 Corporate Bond ETF) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while BSCQ is a Corporate Bonds fund tracking the NASDAQ BulletShares USD Corporate Bond 2026 Index. XXRP is actively managed, while BSCQ is passively managed. Over the past year, XXRP returned -89.71% vs 4.25% for BSCQ. At a correlation of -0.01, they often move in opposite directions. XXRP charges 1.89%/yr vs 0.10%/yr for BSCQ.

Performance

XXRP vs. BSCQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XXRP achieves a -74.04% return, which is significantly lower than BSCQ's 1.68% return.

XXRP

• 1D: -1.20%
• 1M: -31.39%
• YTD: -74.04%
• 6M: -76.03%
• 1Y: -89.71%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSCQ

• 1D: -0.03%
• 1M: 0.25%
• YTD: 1.68%
• 6M: 1.81%
• 1Y: 4.25%
• 3Y*: 5.17%
• 5Y*: 1.53%
• 10Y*: —

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

XXRP vs. BSCQ - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-74.04%	-62.48%
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	1.68%	3.89%

Correlation

The correlation between XXRP and BSCQ 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 (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025	-0.01

Return for Risk

XXRP vs. BSCQ — Risk / Return Rank

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

XXRP

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

BSCQ

BSCQ Risk / Return Rank: 99
BSCQ Sharpe Ratio Rank: 99
BSCQ Sortino Ratio Rank: 99
BSCQ Omega Ratio Rank: 99
BSCQ Calmar Ratio Rank: 99
BSCQ Martin Ratio Rank: 99

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.

XXRP vs. BSCQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Invesco BulletShares 2026 Corporate Bond ETF (BSCQ). 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.

	XXRP	BSCQ	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	7.04	-7.63
Sortino ratio: Return per unit of downside risk	-1.11	15.58	-16.69
Omega ratio: Gain probability vs. loss probability	0.88	3.43	-2.55
Calmar ratio: Return relative to maximum drawdown	-0.93	41.77	-42.71
Martin ratio: Return relative to average drawdown	-1.21	181.80	-183.01

XXRP vs. BSCQ - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.59, which is lower than the BSCQ Sharpe Ratio of 7.04. The chart below compares the historical Sharpe Ratios of XXRP and BSCQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XXRP vs. BSCQ - Drawdown Comparison

The maximum XXRP drawdown since its inception was -96.08%, which is greater than BSCQ's maximum drawdown of -16.50%. Use the drawdown chart below to compare losses from any high point for XXRP and BSCQ.

Drawdown Indicators

	XXRP	BSCQ	Difference
Max Drawdown Largest peak-to-trough decline	-96.08%	-16.50%	-79.58%
Max Drawdown (1Y) Largest decline over 1 year	-96.08%	-0.10%	-95.98%
Max Drawdown (3Y) Largest decline over 3 years	—	-1.13%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.02%	—
Current Drawdown Current decline from peak	-95.90%	-0.03%	-95.87%
Average Drawdown Average peak-to-trough decline	-60.90%	-2.84%	-58.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	74.10%	0.02%	+74.08%

Volatility

XXRP vs. BSCQ - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 38.45% compared to Invesco BulletShares 2026 Corporate Bond ETF (BSCQ) at 0.13%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than BSCQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXRP	BSCQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	38.45%	0.13%	+38.32%
Volatility (6M) Calculated over the trailing 6-month period	108.86%	0.43%	+108.43%
Volatility (1Y) Calculated over the trailing 1-year period	151.35%	0.61%	+150.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	147.41%	3.29%	+144.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	147.41%	4.75%	+142.66%

XXRP vs. BSCQ - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than BSCQ's 0.10% expense ratio.

Dividends

XXRP vs. BSCQ - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 25.16%, more than BSCQ's 4.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
BSCQ Invesco BulletShares 2026 Corporate Bond ETF	4.46%	4.14%	4.05%	3.53%	2.54%	1.91%	2.42%	2.96%	3.32%	2.92%	0.51%
XXRP Teucrium 2x Long Daily XRP ETF	25.16%	6.40%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XXRP and BSCQ in my portfolio?

XXRP and BSCQ 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 is riskier, XXRP or BSCQ?

XXRP has higher volatility (38.45%) compared to BSCQ (0.13%). In terms of maximum drawdown, XXRP dropped -96.08% vs BSCQ's -16.50%.

Which ETF is better, XXRP or BSCQ?

On 1-year performance, BSCQ leads with 4.25% vs -89.71% for XXRP. On fees, BSCQ is cheaper at 0.10% per year. On volatility, BSCQ has been the lower-risk option at 0.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XXRP or BSCQ?

Over the 1-year period, BSCQ has performed better with a 4.25% return vs -89.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XXRP or BSCQ?

BSCQ is cheaper with a 0.10% expense ratio, compared with 1.89% for XXRP.

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

XXRP has the higher dividend yield at 25.16%, compared with 4.46% for BSCQ.

What is the main difference between XXRP and BSCQ?

XXRP is categorized as Leveraged Cryptocurrency, while BSCQ is Corporate Bonds. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.89% for XXRP and 0.10% for BSCQ.

Which has better risk-adjusted returns?

BSCQ currently has the higher Sharpe Ratio (7.04 vs -0.59), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.