XXRP vs. DBE
XXRP (Teucrium 2x Long Daily XRP ETF) and DBE (Invesco DB Energy Fund) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while DBE is a Oil & Gas fund tracking the DBIQ Optimum Yield Energy Index. XXRP is actively managed, while DBE is passively managed. Over the past year, XXRP returned -91.50% vs 44.16% for DBE. At a correlation of -0.03, they often move in opposite directions. XXRP charges 1.89%/yr vs 0.78%/yr for DBE.
Performance
XXRP vs. DBE - Performance Comparison
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Returns By Period
In the year-to-date period, XXRP achieves a -77.61% return, which is significantly lower than DBE's 48.87% return.
XXRP
- 1D
- -9.36%
- 1M
- -40.83%
- YTD
- -77.61%
- 6M
- -78.19%
- 1Y
- -91.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DBE
- 1D
- -3.31%
- 1M
- -19.00%
- YTD
- 48.87%
- 6M
- 46.64%
- 1Y
- 44.16%
- 3Y*
- 15.52%
- 5Y*
- 13.92%
- 10Y*
- 9.75%
XXRP vs. DBE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXRP Teucrium 2x Long Daily XRP ETF | -77.61% | -62.48% |
DBE Invesco DB Energy Fund | 48.87% | 4.41% |
Correlation
The correlation between XXRP and DBE is -0.08, 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 | -0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025 | -0.03 |
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Return for Risk
XXRP vs. DBE — Risk / Return Rank
XXRP
DBE
XXRP vs. DBE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Invesco DB Energy Fund (DBE). 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 | DBE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.23 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.86 | -2.81 |
| Martin ratioReturn relative to average drawdown | -1.23 | 6.74 | -7.96 |
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Drawdowns
XXRP vs. DBE - Drawdown Comparison
The maximum XXRP drawdown since its inception was -96.46%, which is greater than DBE's maximum drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for XXRP and DBE.
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Drawdown Indicators
| XXRP | DBE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.46% | -86.69% | -9.77% |
Max Drawdown (1Y)Largest decline over 1 year | -96.46% | -23.89% | -72.57% |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.89% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -38.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -60.84% | — |
Current DrawdownCurrent decline from peak | -96.46% | -43.48% | -52.98% |
Average DrawdownAverage peak-to-trough decline | -61.14% | -57.24% | -3.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 74.59% | 6.57% | +68.02% |
Volatility
XXRP vs. DBE - Volatility Comparison
Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 38.93% compared to Invesco DB Energy Fund (DBE) at 9.69%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than DBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XXRP | DBE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 38.93% | 9.69% | +29.24% |
Volatility (6M)Calculated over the trailing 6-month period | 108.39% | 31.65% | +76.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 151.24% | 34.90% | +116.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 147.21% | 29.62% | +117.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 147.21% | 28.36% | +118.85% |
XXRP vs. DBE - Expense Ratio Comparison
XXRP has a 1.89% expense ratio, which is higher than DBE's 0.78% expense ratio.
Dividends
XXRP vs. DBE - Dividend Comparison
XXRP's dividend yield for the trailing twelve months is around 29.18%, more than DBE's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DBE Invesco DB Energy Fund | 2.60% | 3.86% | 6.32% | 3.87% | 0.75% | 0.00% | 0.00% | 1.79% | 1.67% |
XXRP Teucrium 2x Long Daily XRP ETF | 29.18% | 6.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XXRP and DBE have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XXRP has higher volatility (38.93%) compared to DBE (9.69%). In terms of maximum drawdown, XXRP dropped -96.46% vs DBE's -86.69%.
On 1-year performance, DBE leads with 44.16% vs -91.50% for XXRP. On fees, DBE is cheaper at 0.78% per year. On volatility, DBE has been the lower-risk option at 9.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DBE has performed better with a 44.16% return vs -91.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DBE is cheaper with a 0.78% expense ratio, compared with 1.89% for XXRP.
XXRP has the higher dividend yield at 29.18%, compared with 2.60% for DBE.
XXRP is categorized as Leveraged Cryptocurrency, while DBE is Oil & Gas. They also come from different issuers: Teucrium and Invesco. Their fees differ too: 1.89% for XXRP and 0.78% for DBE.
DBE currently has the higher Sharpe Ratio (1.28 vs -0.61), 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.
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