XXRP vs. MAGY

Last updated Apr 2, 2026

Compare and contrast key facts about Teucrium 2x Long Daily XRP ETF (XXRP) and Roundhill Magnificent Seven Covered Call ETF (MAGY).

XXRP and MAGY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XXRP is an actively managed fund by Teucrium. It was launched on Apr 7, 2025. MAGY is an actively managed fund by Roundhill. It was launched on Apr 23, 2025.

Performance

XXRP vs. MAGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Long Daily XRP ETF (XXRP) and Roundhill Magnificent Seven Covered Call ETF (MAGY). The values are adjusted to include any dividend payments, if applicable.

XXRP vs. MAGY - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-59.12%	-69.69%
MAGY Roundhill Magnificent Seven Covered Call ETF	-9.17%	26.79%

Returns By Period

In the year-to-date period, XXRP achieves a -59.12% return, which is significantly lower than MAGY's -9.17% return.

XXRP

• 1D: 1.30%
• 1M: -10.37%
• YTD: -59.12%
• 6M: -87.90%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

MAGY

• 1D: 0.52%
• 1M: -4.67%
• YTD: -9.17%
• 6M: -7.20%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

XXRP vs. MAGY - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than MAGY's 0.99% expense ratio.

XXRP

Teucrium 2x Long Daily XRP ETF

MAGY

Roundhill Magnificent Seven Covered Call ETF

Return for Risk

XXRP vs. MAGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Roundhill Magnificent Seven Covered Call ETF (MAGY). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	XXRP	MAGY	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	1.10	-1.64

Correlation

The correlation between XXRP and MAGY is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

XXRP vs. MAGY - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 15.98%, less than MAGY's 36.95% yield.

	TTM	2025
XXRP Teucrium 2x Long Daily XRP ETF	15.98%	6.40%
MAGY Roundhill Magnificent Seven Covered Call ETF	36.95%	23.38%

Drawdowns

XXRP vs. MAGY - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, which is greater than MAGY's maximum drawdown of -14.29%. Use the drawdown chart below to compare losses from any high point for XXRP and MAGY.

Drawdown Indicators

	XXRP	MAGY	Difference
Max Drawdown Largest peak-to-trough decline	-94.38%	-14.29%	-80.09%
Current Drawdown Current decline from peak	-93.54%	-11.14%	-82.40%
Average Drawdown Average peak-to-trough decline	-53.71%	-2.24%	-51.47%

Volatility

Volatility by Period

	XXRP	MAGY	Difference
Volatility (1Y) Calculated over the trailing 1-year period	154.47%	14.84%	+139.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	154.47%	14.84%	+139.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	154.47%	14.84%	+139.63%