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XXRP vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXRP vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). The values are adjusted to include any dividend payments, if applicable.

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

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

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

XXRP
XXRP Risk / Return Rank: 33
Overall Rank
XXRP Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XXRP Sortino Ratio Rank: 33
Sortino Ratio Rank
XXRP Omega Ratio Rank: 33
Omega Ratio Rank
XXRP Calmar Ratio Rank: 11
Calmar Ratio Rank
XXRP Martin Ratio Rank: 33
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9797
Overall Rank
IBID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9797
Omega Ratio Rank
IBID Calmar Ratio Rank: 9898
Calmar Ratio Rank
IBID Martin Ratio Rank: 9696
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. 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.


XXRPIBIDDifference
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

XXRP vs. IBID - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.60, which is lower than the IBID Sharpe Ratio of 3.91. The chart below compares the historical Sharpe Ratios of XXRP and IBID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


XXRPIBIDDifference

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


XXRPIBIDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-95.20%

0.00%

-95.20%

Average Drawdown

Average peak-to-trough decline

-59.63%

-0.22%

-59.41%

Ulcer Index

Depth 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


XXRPIBIDDifference

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.


PositionTTM202520242023
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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