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XXRP vs. BTCL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XXRP vs. BTCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and T-REX 2X Long Bitcoin Daily Target ETF (BTCL). The values are adjusted to include any dividend payments, if applicable.

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XXRP vs. BTCL - Yearly Performance Comparison


2026 (YTD)2025
XXRP
Teucrium 2x Long Daily XRP ETF
-59.12%-56.74%
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
-46.59%0.89%

Returns By Period

In the year-to-date period, XXRP achieves a -59.12% return, which is significantly lower than BTCL's -46.59% return.


XXRP

1D
1.30%
1M
-10.37%
YTD
-59.12%
6M
-87.90%
1Y
3Y*
5Y*
10Y*

BTCL

1D
1.25%
1M
-5.85%
YTD
-46.59%
6M
-73.47%
1Y
-56.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XXRP vs. BTCL - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than BTCL's 0.95% expense ratio.


Return for Risk

XXRP vs. BTCL — Risk / Return Rank

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

XXRP

BTCL
BTCL Risk / Return Rank: 33
Overall Rank
BTCL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BTCL Sortino Ratio Rank: 33
Sortino Ratio Rank
BTCL Omega Ratio Rank: 44
Omega Ratio Rank
BTCL Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCL Martin Ratio Rank: 22
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.

XXRP vs. BTCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and T-REX 2X Long Bitcoin Daily Target ETF (BTCL). 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.

XXRP vs. BTCL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XXRPBTCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.21

-0.33

Correlation

The correlation between XXRP and BTCL is 0.81, 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

XXRP vs. BTCL - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 15.98%, more than BTCL's 3.17% yield.


TTM20252024
XXRP
Teucrium 2x Long Daily XRP ETF
15.98%6.40%0.00%
BTCL
T-REX 2X Long Bitcoin Daily Target ETF
3.17%1.70%4.35%

Drawdowns

XXRP vs. BTCL - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, which is greater than BTCL's maximum drawdown of -78.41%. Use the drawdown chart below to compare losses from any high point for XXRP and BTCL.


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Drawdown Indicators


XXRPBTCLDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-78.41%

-15.97%

Max Drawdown (1Y)

Largest decline over 1 year

-78.41%

Current Drawdown

Current decline from peak

-93.54%

-76.78%

-16.76%

Average Drawdown

Average peak-to-trough decline

-53.71%

-30.40%

-23.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.03%

Volatility

XXRP vs. BTCL - Volatility Comparison


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Volatility by Period


XXRPBTCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.68%

Volatility (6M)

Calculated over the trailing 6-month period

74.39%

Volatility (1Y)

Calculated over the trailing 1-year period

154.47%

90.56%

+63.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.47%

100.31%

+54.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

154.47%

100.31%

+54.16%