XXRP vs. GSG
XXRP (Teucrium 2x Long Daily XRP ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while GSG is a Commodities fund tracking the S&P GSCI Total Return Index. XXRP is actively managed, while GSG is passively managed. Over the past year, XXRP returned -94.21% vs 39.13% for GSG. At a 0.01 correlation, their price movements are largely independent. XXRP charges 1.89%/yr vs 0.75%/yr for GSG.
Performance
XXRP vs. GSG - Performance Comparison
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Returns By Period
In the year-to-date period, XXRP achieves a -75.90% return, which is significantly lower than GSG's 35.21% return.
XXRP
- 1D
- -0.35%
- 1M
- -26.97%
- 6M
- -81.84%
- YTD
- -75.90%
- 1Y
- -94.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- 0.58%
- 1M
- 3.48%
- 6M
- 29.81%
- YTD
- 35.21%
- 1Y
- 39.13%
- 3Y*
- 15.23%
- 5Y*
- 14.42%
- 10Y*
- 7.63%
XXRP vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXRP Teucrium 2x Long Daily XRP ETF | -75.90% | -62.48% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 35.21% | 11.78% |
Correlation
The correlation between XXRP and GSG is -0.03, 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 | -0.03 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025 | 0.01 |
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Return for Risk
XXRP vs. GSG — Risk / Return Rank
XXRP
GSG
XXRP vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -4.02 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.30 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.98 | 2.09 | -3.07 |
| Martin ratioReturn relative to average drawdown | -1.21 | 7.02 | -8.23 |
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Drawdowns
XXRP vs. GSG - Drawdown Comparison
The maximum XXRP drawdown since its inception was -96.66%, which is greater than GSG's maximum drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for XXRP and GSG.
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Drawdown Indicators
| XXRP | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.66% | -89.62% | -7.04% |
Max Drawdown (1Y)Largest decline over 1 year | -96.66% | -18.81% | -77.85% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.81% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -96.19% | -59.18% | -37.01% |
Average DrawdownAverage peak-to-trough decline | -62.69% | -63.69% | +1.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 77.96% | 5.59% | +72.37% |
Volatility
XXRP vs. GSG - Volatility Comparison
Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 36.52% compared to iShares S&P GSCI Commodity-Indexed Trust (GSG) at 7.27%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XXRP | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.52% | 7.27% | +29.25% |
Volatility (6M)Calculated over the trailing 6-month period | 104.48% | 21.53% | +82.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 146.40% | 23.45% | +122.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 145.22% | 22.80% | +122.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.22% | 22.00% | +123.22% |
XXRP vs. GSG - Expense Ratio Comparison
XXRP has a 1.89% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
XXRP vs. GSG - Dividend Comparison
XXRP's dividend yield for the trailing twelve months is around 27.10%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.00% | 0.00% |
XXRP Teucrium 2x Long Daily XRP ETF | 27.10% | 6.40% |
Frequently Asked Questions
XXRP and GSG have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XXRP has higher volatility (36.52%) compared to GSG (7.27%). In terms of maximum drawdown, XXRP dropped -96.66% vs GSG's -89.62%.
On 1-year performance, GSG leads with 39.13% vs -94.21% for XXRP. On fees, GSG is cheaper at 0.75% per year. On volatility, GSG has been the lower-risk option at 7.27%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, GSG has performed better with a 39.13% return vs -94.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSG is cheaper with a 0.75% expense ratio, compared with 1.89% for XXRP.
XXRP has the higher dividend yield at 27.10%, compared with 0.00% for GSG.
XXRP is categorized as Leveraged Cryptocurrency, while GSG is Commodities. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.89% for XXRP and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (1.68 vs -0.64), 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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