XXRP vs. ISCMF

Last updated Aug 4, 2026

XXRP (Teucrium 2x Long Daily XRP ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while ISCMF is a Commodities fund tracking the Bloomberg Commodity Index. XXRP is actively managed, while ISCMF is passively managed. Over the past year, XXRP returned -94.61% vs 21.66% for ISCMF. Their -0.02 correlation means they have often moved in opposite directions in the past. XXRP charges 1.89%/yr vs 0.19%/yr for ISCMF.

Performance

XXRP vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XXRP achieves a -77.57% return, which is significantly lower than ISCMF's 11.96% return.

XXRP

• 1D: 3.54%
• 1M: -4.00%
• 6M: -68.90%
• YTD: -77.57%
• 1Y: -94.61%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -84.67%

ISCMF

• 1D: 0.00%
• 1M: 0.00%
• 6M: 1.00%
• YTD: 11.96%
• 1Y: 21.66%
• 3Y*: 10.24%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.78%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ISCMF iShares Diversified Commodity Swap UCITS ETF	$0.00	$8.28K	$54.64K
XXRP Teucrium 2x Long Daily XRP ETF	$3.46M	$3.65M	$7.63M

XXRP vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-77.57%	-62.48%
ISCMF iShares Diversified Commodity Swap UCITS ETF	11.96%	10.20%

Correlation

The correlation between XXRP and ISCMF is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.08
Correlation (All Time) Calculated using the full available price history since Apr 8, 2025	-0.02

Return for Risk

XXRP vs. ISCMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

XXRP

XXRP Risk / Return Rank: 2
XXRP Sharpe Ratio Rank: 4
XXRP Sortino Ratio Rank: 1
XXRP Omega Ratio Rank: 1
XXRP Calmar Ratio Rank: 0
XXRP Martin Ratio Rank: 3

ISCMF

ISCMF Risk / Return Rank: 54
ISCMF Sharpe Ratio Rank: 43
ISCMF Sortino Ratio Rank: 47
ISCMF Omega Ratio Rank: 97
ISCMF Calmar Ratio Rank: 43
ISCMF Martin Ratio Rank: 42

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

XXRP vs. ISCMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). 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	ISCMF	Difference
Sharpe ratio: Return per unit of total volatility	-0.66	1.11	-1.77
Sortino ratio: Return per unit of downside risk	-1.89	1.77	-3.67
Omega ratio: Gain probability vs. loss probability	0.80	1.81	-1.02
Calmar ratio: Return relative to maximum drawdown	-0.99	1.59	-2.58
Martin ratio: Return relative to average drawdown	-1.23	4.71	-5.93

XXRP vs. ISCMF - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.66, which is lower than the ISCMF Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of XXRP and ISCMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

XXRP vs. ISCMF - Drawdown Comparison

The maximum XXRP drawdown since its inception was -96.66%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for XXRP and ISCMF.

Drawdown Indicators

	XXRP	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-96.66%	-25.42%	-71.24%
Max Drawdown (1Y) Largest decline over 1 year	-95.81%	-13.68%	-82.13%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.68%	—
Current Drawdown Current decline from peak	-96.45%	-13.68%	-82.77%
Average Drawdown Average peak-to-trough decline	-64.01%	-13.31%	-50.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	77.05%	4.61%	+72.44%

Volatility

XXRP vs. ISCMF - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 24.45% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 0.00%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXRP	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.45%	0.00%	+24.45%
Volatility (6M) Calculated over the trailing 6-month period	101.99%	17.04%	+84.95%
Volatility (1Y) Calculated over the trailing 1-year period	143.57%	19.61%	+123.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	142.98%	14.74%	+128.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	142.98%	14.74%	+128.24%

XXRP vs. ISCMF - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

Dividends

XXRP vs. ISCMF - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 29.12%, while ISCMF has not paid dividends to shareholders.

Position	TTM	2025
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%
XXRP Teucrium 2x Long Daily XRP ETF	29.12%	6.40%

Frequently Asked Questions

Can I hold both XXRP and ISCMF in my portfolio?

XXRP and ISCMF have a correlation of -0.08, 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 ISCMF?

XXRP has higher volatility (24.45%) compared to ISCMF (0.00%). In terms of maximum drawdown, XXRP dropped -96.66% vs ISCMF's -25.42%.

Which ETF is better, XXRP or ISCMF?

On 1-year performance, ISCMF leads with 21.66% vs -94.61% for XXRP. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF 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 ISCMF?

Over the 1-year period, ISCMF has performed better with a 21.66% return vs -94.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XXRP or ISCMF?

ISCMF is cheaper with a 0.19% expense ratio, compared with 1.89% for XXRP.

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

XXRP has the higher dividend yield at 29.12%, compared with 0.00% for ISCMF.

What is the main difference between XXRP and ISCMF?

XXRP is categorized as Leveraged Cryptocurrency, while ISCMF is Commodities. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.89% for XXRP and 0.19% for ISCMF.

Which has better risk-adjusted returns?

ISCMF currently has the higher Sharpe Ratio (1.11 vs -0.66), 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.