XXRP vs. IBID
XXRP (Teucrium 2x Long Daily XRP ETF) and IBID (iShares iBonds Oct 2027 Term TIPS ETF) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while IBID is a Inflation-Protected Bonds fund tracking the ICE 2027 Maturity US Inflation-Linked Treasury Index. XXRP is actively managed, while IBID is passively managed. Over the past year, XXRP returned -90.09% vs 4.83% for IBID. At a correlation of -0.06, they often move in opposite directions. XXRP charges 1.89%/yr vs 0.10%/yr for IBID.
Performance
XXRP vs. IBID - Performance Comparison
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Returns By Period
In the year-to-date period, XXRP achieves a -69.63% return, which is significantly lower than IBID's 2.46% return.
XXRP
- 1D
- -2.69%
- 1M
- -28.47%
- YTD
- -69.63%
- 6M
- -79.63%
- 1Y
- -90.09%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- 0.08%
- 1M
- 0.49%
- YTD
- 2.46%
- 6M
- 2.57%
- 1Y
- 4.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XXRP vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXRP Teucrium 2x Long Daily XRP ETF | -69.63% | -56.74% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 2.46% | 2.22% |
Correlation
The correlation between XXRP and IBID is -0.02, 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 | -0.02 |
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025 | -0.06 |
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Return for Risk
XXRP vs. IBID — Risk / Return Rank
XXRP
IBID
XXRP vs. IBID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.
| XXRP | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.51 | ||
| Sortino ratioReturn per unit of downside risk | -7.92 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.94 | -1.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 13.33 | -14.27 |
| Martin ratioReturn relative to average drawdown | -1.26 | 39.52 | -40.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XXRP | IBID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.60 | 3.91 | -4.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.57 | 2.56 | -3.13 |
Drawdowns
XXRP vs. IBID - Drawdown Comparison
The maximum XXRP drawdown since its inception was -95.20%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for XXRP and IBID.
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Drawdown Indicators
| XXRP | IBID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.20% | -1.28% | -93.92% |
Max Drawdown (1Y)Largest decline over 1 year | -95.20% | -0.36% | -94.84% |
Current DrawdownCurrent decline from peak | -95.20% | 0.00% | -95.20% |
Average DrawdownAverage peak-to-trough decline | -59.63% | -0.22% | -59.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 71.22% | 0.12% | +71.10% |
Volatility
XXRP vs. IBID - Volatility Comparison
Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 27.69% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XXRP | IBID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 27.69% | 0.32% | +27.37% |
Volatility (6M)Calculated over the trailing 6-month period | 105.84% | 0.80% | +105.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 149.92% | 1.25% | +148.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 146.13% | 2.25% | +143.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 146.13% | 2.25% | +143.88% |
XXRP vs. IBID - Expense Ratio Comparison
XXRP has a 1.89% expense ratio, which is higher than IBID's 0.10% expense ratio.
Dividends
XXRP vs. IBID - Dividend Comparison
XXRP's dividend yield for the trailing twelve months is around 21.50%, more than IBID's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.66% | 4.43% | 4.24% | 0.81% |
XXRP Teucrium 2x Long Daily XRP ETF | 21.50% | 6.40% | 0.00% | 0.00% |
Frequently Asked Questions
XXRP and IBID have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XXRP has higher volatility (27.69%) compared to IBID (0.32%). In terms of maximum drawdown, XXRP dropped -95.20% vs IBID's -1.28%.
On 1-year performance, IBID leads with 4.83% vs -90.09% for XXRP. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, IBID has performed better with a 4.83% return vs -90.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBID is cheaper with a 0.10% expense ratio, compared with 1.89% for XXRP.
XXRP has the higher dividend yield at 21.50%, compared with 3.66% for IBID.
XXRP is categorized as Leveraged Cryptocurrency, while IBID is Inflation-Protected Bonds. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.89% for XXRP and 0.10% for IBID.
IBID currently has the higher Sharpe Ratio (3.91 vs -0.60), 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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