XXRP vs. SOYB

Last updated Jun 3, 2026

XXRP (Teucrium 2x Long Daily XRP ETF) and SOYB (Teucrium Soybean Fund) are both exchange-traded funds - XXRP is a Leveraged Cryptocurrency fund actively managed by Teucrium, while SOYB is a Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. XXRP is actively managed, while SOYB is passively managed. Over the past year, XXRP returned -88.75% vs 15.85% for SOYB. At a 0.14 correlation, their price movements are largely independent. XXRP charges 1.89%/yr vs 1.88%/yr for SOYB.

Performance

XXRP vs. SOYB - Performance Comparison

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

Returns By Period

In the year-to-date period, XXRP achieves a -68.79% return, which is significantly lower than SOYB's 14.04% return.

XXRP

• 1D: -11.87%
• 1M: -25.94%
• YTD: -68.79%
• 6M: -78.57%
• 1Y: -88.75%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOYB

• 1D: -0.84%
• 1M: -0.08%
• YTD: 14.04%
• 6M: 6.40%
• 1Y: 15.85%
• 3Y*: 0.27%
• 5Y*: 0.76%
• 10Y*: 1.96%

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

XXRP vs. SOYB - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-68.79%	-56.74%
SOYB Teucrium Soybean Fund	14.04%	6.17%

Correlation

The correlation between XXRP and SOYB is 0.08, 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	0.08
Correlation (All Time) Calculated using the full available price history since Apr 9, 2025	0.14

Return for Risk

XXRP vs. SOYB — Risk / Return Rank

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

XXRP

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

SOYB

SOYB Risk / Return Rank: 33
SOYB Sharpe Ratio Rank: 34
SOYB Sortino Ratio Rank: 34
SOYB Omega Ratio Rank: 33
SOYB Calmar Ratio Rank: 35
SOYB Martin Ratio Rank: 29

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. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Soybean Fund (SOYB). 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	SOYB	Difference
Sharpe ratio Return per unit of total volatility	-0.59	1.22	-1.82
Sortino ratio Return per unit of downside risk	-1.04	1.79	-2.84
Omega ratio Gain probability vs. loss probability	0.88	1.22	-0.34
Calmar ratio Return relative to maximum drawdown	-0.94	1.74	-2.68
Martin ratio Return relative to average drawdown	-1.25	4.29	-5.55
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. SOYB - Sharpe Ratio Comparison

The current XXRP Sharpe Ratio is -0.59, which is lower than the SOYB Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of XXRP and SOYB, 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	SOYB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.59	1.22	-1.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.04	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.57	0.01	-0.57

Drawdowns

XXRP vs. SOYB - Drawdown Comparison

The maximum XXRP drawdown since its inception was -95.06%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for XXRP and SOYB.

Drawdown Indicators

	XXRP	SOYB	Difference
Max Drawdown Largest peak-to-trough decline	-95.06%	-53.76%	-41.30%
Max Drawdown (1Y) Largest decline over 1 year	-95.06%	-8.78%	-86.28%
Max Drawdown (3Y) Largest decline over 3 years	—	-31.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-38.28%	—
Current Drawdown Current decline from peak	-95.06%	-14.94%	-80.12%
Average Drawdown Average peak-to-trough decline	-59.50%	-25.76%	-33.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	70.96%	3.57%	+67.39%

Volatility

XXRP vs. SOYB - Volatility Comparison

Teucrium 2x Long Daily XRP ETF (XXRP) has a higher volatility of 27.76% compared to Teucrium Soybean Fund (SOYB) at 4.09%. This indicates that XXRP's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	XXRP	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.76%	4.09%	+23.67%
Volatility (6M) Calculated over the trailing 6-month period	106.97%	8.90%	+98.07%
Volatility (1Y) Calculated over the trailing 1-year period	149.91%	13.03%	+136.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	146.37%	18.00%	+128.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	146.37%	16.98%	+129.39%

XXRP vs. SOYB - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than SOYB's 1.88% expense ratio.

Dividends

XXRP vs. SOYB - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 20.93%, while SOYB has not paid dividends to shareholders.

Position	TTM	2025
SOYB Teucrium Soybean Fund	0.00%	0.00%
XXRP Teucrium 2x Long Daily XRP ETF	20.93%	6.40%

Frequently Asked Questions

Can I hold both XXRP and SOYB in my portfolio?

XXRP and SOYB 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 SOYB?

XXRP has higher volatility (27.76%) compared to SOYB (4.09%). In terms of maximum drawdown, XXRP dropped -95.06% vs SOYB's -53.76%.

Which ETF is better, XXRP or SOYB?

On 1-year performance, SOYB leads with 15.85% vs -88.75% for XXRP. On fees, SOYB is cheaper at 1.88% per year. On volatility, SOYB has been the lower-risk option at 4.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XXRP or SOYB?

Over the 1-year period, SOYB has performed better with a 15.85% return vs -88.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XXRP or SOYB?

SOYB is cheaper with a 1.88% expense ratio, compared with 1.89% for XXRP.

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

XXRP has the higher dividend yield at 20.93%, compared with 0.00% for SOYB.

What is the main difference between XXRP and SOYB?

XXRP is categorized as Leveraged Cryptocurrency, while SOYB is Agricultural Commodities. Their fees differ too: 1.89% for XXRP and 1.88% for SOYB.

Which has better risk-adjusted returns?

SOYB currently has the higher Sharpe Ratio (1.22 vs -0.59), 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.