XXRP vs. GLCR

Last updated Jun 25, 2026

XXRP (Teucrium 2x Long Daily XRP ETF) and GLCR (GlacierShares Nasdaq Iceland ETF) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while GLCR is a Europe Equities fund tracking the MarketVector Iceland Global Total Return Net Index. XXRP is actively managed, while GLCR is passively managed. Over the past year, XXRP returned -91.50% vs -8.02% for GLCR. At a 0.30 correlation, their price movements are largely independent. XXRP charges 1.89%/yr vs 0.95%/yr for GLCR.

Performance

XXRP vs. GLCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and GlacierShares Nasdaq Iceland ETF (GLCR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XXRP achieves a -77.61% return, which is significantly lower than GLCR's -13.13% return.

XXRP

• 1D: -9.36%
• 1M: -40.83%
• YTD: -77.61%
• 6M: -78.19%
• 1Y: -91.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GLCR

• 1D: -0.62%
• 1M: -12.16%
• YTD: -13.13%
• 6M: -12.67%
• 1Y: -8.02%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XXRP vs. GLCR - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-77.61%	-62.48%
GLCR GlacierShares Nasdaq Iceland ETF	-13.13%	24.35%

Correlation

The correlation between XXRP and GLCR is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.29
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025	0.30

Return for Risk

XXRP vs. GLCR — 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: 2
XXRP Omega Ratio Rank: 3
XXRP Calmar Ratio Rank: 1
XXRP Martin Ratio Rank: 3

GLCR

GLCR Risk / Return Rank: 5
GLCR Sharpe Ratio Rank: 5
GLCR Sortino Ratio Rank: 5
GLCR Omega Ratio Rank: 5
GLCR Calmar Ratio Rank: 6
GLCR Martin Ratio Rank: 4

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. GLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and GlacierShares Nasdaq Iceland ETF (GLCR). 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	GLCR	Difference
Sharpe ratio: Return per unit of total volatility	-0.61	-0.48	-0.13
Sortino ratio: Return per unit of downside risk	-1.30	-0.54	-0.76
Omega ratio: Gain probability vs. loss probability	0.86	0.93	-0.07
Calmar ratio: Return relative to maximum drawdown	-0.95	-0.42	-0.53
Martin ratio: Return relative to average drawdown	-1.23	-1.10	-0.12

XXRP vs. GLCR - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.61, which is comparable to the GLCR Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of XXRP and GLCR, 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. GLCR - Drawdown Comparison

The maximum XXRP drawdown since its inception was -96.46%, which is greater than GLCR's maximum drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for XXRP and GLCR.

Drawdown Indicators

	XXRP	GLCR	Difference
Max Drawdown Largest peak-to-trough decline	-96.46%	-19.25%	-77.21%
Max Drawdown (1Y) Largest decline over 1 year	-96.46%	-19.25%	-77.21%
Current Drawdown Current decline from peak	-96.46%	-19.25%	-77.21%
Average Drawdown Average peak-to-trough decline	-61.14%	-5.19%	-55.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	74.59%	7.28%	+67.31%

Volatility

XXRP vs. GLCR - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 38.93% compared to GlacierShares Nasdaq Iceland ETF (GLCR) at 8.06%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than GLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXRP	GLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	38.93%	8.06%	+30.87%
Volatility (6M) Calculated over the trailing 6-month period	108.39%	13.37%	+95.02%
Volatility (1Y) Calculated over the trailing 1-year period	151.24%	16.73%	+134.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	147.21%	18.55%	+128.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	147.21%	18.55%	+128.66%

XXRP vs. GLCR - Expense Ratio Comparison

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

Dividends

XXRP vs. GLCR - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 29.18%, more than GLCR's 1.12% yield.

Position	TTM	2025
GLCR GlacierShares Nasdaq Iceland ETF	1.12%	0.97%
XXRP Teucrium 2x Long Daily XRP ETF	29.18%	6.40%

Frequently Asked Questions

Can I hold both XXRP and GLCR in my portfolio?

XXRP and GLCR have a correlation of 0.29, 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 GLCR?

XXRP has higher volatility (38.93%) compared to GLCR (8.06%). In terms of maximum drawdown, XXRP dropped -96.46% vs GLCR's -19.25%.

Which ETF is better, XXRP or GLCR?

On 1-year performance, GLCR leads with -8.02% vs -91.50% for XXRP. On fees, GLCR is cheaper at 0.95% per year. On volatility, GLCR has been the lower-risk option at 8.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XXRP or GLCR?

Over the 1-year period, GLCR has performed better with a -8.02% return vs -91.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XXRP or GLCR?

GLCR is cheaper with a 0.95% expense ratio, compared with 1.89% for XXRP.

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

XXRP has the higher dividend yield at 29.18%, compared with 1.12% for GLCR.

What is the main difference between XXRP and GLCR?

XXRP is categorized as Leveraged Cryptocurrency, while GLCR is Europe Equities. Their fees differ too: 1.89% for XXRP and 0.95% for GLCR.

Which has better risk-adjusted returns?

GLCR currently has the higher Sharpe Ratio (-0.48 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.