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 -91.50% vs 4.00% 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 -77.61% return, which is significantly lower than IBID's 1.94% return.
XXRP
- 1D
- -9.36%
- 1M
- -40.83%
- YTD
- -77.61%
- 6M
- -78.19%
- 1Y
- -91.50%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IBID
- 1D
- -0.00%
- 1M
- -0.25%
- YTD
- 1.94%
- 6M
- 1.99%
- 1Y
- 4.00%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XXRP vs. IBID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXRP Teucrium 2x Long Daily XRP ETF | -77.61% | -62.48% |
IBID iShares iBonds Oct 2027 Term TIPS ETF | 1.94% | 2.49% |
Correlation
The correlation between XXRP and IBID is 0.01, 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 | 0.01 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 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.
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 | IBID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.87 | ||
| Sortino ratioReturn per unit of downside risk | -6.82 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.74 | -0.88 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 7.30 | -8.25 |
| Martin ratioReturn relative to average drawdown | -1.23 | 28.77 | -30.00 |
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Drawdowns
XXRP vs. IBID - Drawdown Comparison
The maximum XXRP drawdown since its inception was -96.46%, 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 | -96.46% | -1.28% | -95.18% |
Max Drawdown (1Y)Largest decline over 1 year | -96.46% | -0.55% | -95.91% |
Current DrawdownCurrent decline from peak | -96.46% | -0.55% | -95.91% |
Average DrawdownAverage peak-to-trough decline | -61.14% | -0.22% | -60.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 74.59% | 0.14% | +74.45% |
Volatility
XXRP vs. IBID - Volatility Comparison
Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 38.93% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.35%. 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 | 38.93% | 0.35% | +38.58% |
Volatility (6M)Calculated over the trailing 6-month period | 108.39% | 0.86% | +107.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 151.24% | 1.23% | +150.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 147.21% | 2.24% | +144.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 147.21% | 2.24% | +144.97% |
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 29.18%, more than IBID's 3.68% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
IBID iShares iBonds Oct 2027 Term TIPS ETF | 3.68% | 4.43% | 4.24% | 0.81% |
XXRP Teucrium 2x Long Daily XRP ETF | 29.18% | 6.40% | 0.00% | 0.00% |
Frequently Asked Questions
XXRP and IBID have a correlation of 0.01, 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 IBID (0.35%). In terms of maximum drawdown, XXRP dropped -96.46% vs IBID's -1.28%.
On 1-year performance, IBID leads with 4.00% vs -91.50% for XXRP. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.35%. 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 4.00% return vs -91.50%. 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 29.18%, compared with 3.68% 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 (3.26 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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