XXRP vs. IBTF

Last updated Jun 4, 2026

XXRP (Teucrium 2x Long Daily XRP ETF) and IBTF (iShares iBonds Dec 2025 Term Treasury ETF) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while IBTF is a Government Bonds fund tracking the ICE 2025 Maturity US Treasury Index. XXRP is actively managed, while IBTF is passively managed. Over the past year, XXRP returned -90.09% vs 2.14% for IBTF. At a correlation of -0.02, they often move in opposite directions. XXRP charges 1.89%/yr vs 0.07%/yr for IBTF.

Performance

XXRP vs. IBTF - 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 Dec 2025 Term Treasury ETF (IBTF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XXRP

• 1D: -2.69%
• 1M: -28.47%
• YTD: -69.63%
• 6M: -79.63%
• 1Y: -90.09%
• 3Y*: —
• 5Y*: —
• 10Y*: —

IBTF

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.09%
• 1Y: 2.14%
• 3Y*: 3.66%
• 5Y*: 0.90%
• 10Y*: —

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

XXRP vs. IBTF - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-69.63%	-56.74%
IBTF iShares iBonds Dec 2025 Term Treasury ETF	0.00%	2.73%

Correlation

The correlation between XXRP and IBTF is -0.04, 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	-0.04
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025	-0.02

Return for Risk

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

IBTF

IBTF Risk / Return Rank: 99
IBTF Sharpe Ratio Rank: 99
IBTF Sortino Ratio Rank: 99
IBTF Omega Ratio Rank: 100
IBTF Calmar Ratio Rank: 100
IBTF Martin Ratio Rank: 99

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. IBTF - 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 Dec 2025 Term Treasury ETF (IBTF). 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	IBTF	Difference
Sharpe ratio: Return per unit of total volatility	-0.60	7.08	-7.68
Sortino ratio: Return per unit of downside risk	-1.17	20.07	-21.25
Omega ratio: Gain probability vs. loss probability	0.87	6.23	-5.36
Calmar ratio: Return relative to maximum drawdown	-0.95	59.41	-60.35
Martin ratio: Return relative to average drawdown	-1.26	269.70	-270.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XXRP vs. IBTF - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.60, which is lower than the IBTF Sharpe Ratio of 7.08. The chart below compares the historical Sharpe Ratios of XXRP and IBTF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	XXRP	IBTF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.60	7.08	-7.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.39	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.57	0.44	-1.01

Drawdowns

XXRP vs. IBTF - Drawdown Comparison

The maximum XXRP drawdown since its inception was -95.20%, which is greater than IBTF's maximum drawdown of -10.45%. Use the drawdown chart below to compare losses from any high point for XXRP and IBTF.

Drawdown Indicators

	XXRP	IBTF	Difference
Max Drawdown Largest peak-to-trough decline	-95.20%	-10.45%	-84.75%
Max Drawdown (1Y) Largest decline over 1 year	-95.20%	-0.04%	-95.16%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.67%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-9.53%	—
Current Drawdown Current decline from peak	-95.20%	0.00%	-95.20%
Average Drawdown Average peak-to-trough decline	-59.63%	-3.33%	-56.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	71.22%	0.01%	+71.21%

Volatility

XXRP vs. IBTF - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 27.69% compared to iShares iBonds Dec 2025 Term Treasury ETF (IBTF) at 0.00%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than IBTF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXRP	IBTF	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.69%	0.00%	+27.69%
Volatility (6M) Calculated over the trailing 6-month period	105.84%	0.19%	+105.65%
Volatility (1Y) Calculated over the trailing 1-year period	149.92%	0.36%	+149.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	146.13%	2.38%	+143.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	146.13%	2.56%	+143.57%

XXRP vs. IBTF - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than IBTF's 0.07% expense ratio.

Dividends

XXRP vs. IBTF - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 21.50%, more than IBTF's 2.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
IBTF iShares iBonds Dec 2025 Term Treasury ETF	2.08%	3.83%	4.32%	4.03%	1.93%	0.57%	0.59%
XXRP Teucrium 2x Long Daily XRP ETF	21.50%	6.40%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XXRP and IBTF in my portfolio?

XXRP and IBTF have a correlation of -0.04, 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 IBTF?

XXRP has higher volatility (27.69%) compared to IBTF (0.00%). In terms of maximum drawdown, XXRP dropped -95.20% vs IBTF's -10.45%.

Which ETF is better, XXRP or IBTF?

On 1-year performance, IBTF leads with 2.14% vs -90.09% for XXRP. On fees, IBTF is cheaper at 0.07% per year. On volatility, IBTF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XXRP or IBTF?

Over the 1-year period, IBTF has performed better with a 2.14% return vs -90.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XXRP or IBTF?

IBTF is cheaper with a 0.07% expense ratio, compared with 1.89% for XXRP.

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

XXRP has the higher dividend yield at 21.50%, compared with 2.08% for IBTF.

What is the main difference between XXRP and IBTF?

XXRP is categorized as Leveraged Cryptocurrency, while IBTF is Government Bonds. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.89% for XXRP and 0.07% for IBTF.

Which has better risk-adjusted returns?

IBTF currently has the higher Sharpe Ratio (7.08 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.