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XXRP vs. TAGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XXRP vs. TAGS - Performance Comparison

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

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XXRP vs. TAGS - Yearly Performance Comparison


2026 (YTD)2025
XXRP
Teucrium 2x Long Daily XRP ETF
-59.12%-56.74%
TAGS
Teucrium Agricultural Fund
8.51%-7.81%

Returns By Period

In the year-to-date period, XXRP achieves a -59.12% return, which is significantly lower than TAGS's 8.51% return.


XXRP

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

TAGS

1D
-1.93%
1M
5.01%
YTD
8.51%
6M
6.56%
1Y
-3.00%
3Y*
-7.12%
5Y*
2.24%
10Y*
-0.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XXRP vs. TAGS - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is higher than TAGS's 0.21% expense ratio.


Return for Risk

XXRP vs. TAGS — Risk / Return Rank

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

XXRP

TAGS
TAGS Risk / Return Rank: 88
Overall Rank
TAGS Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 66
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 1010
Calmar Ratio Rank
TAGS Martin Ratio Rank: 1010
Martin Ratio Rank
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. TAGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Agricultural Fund (TAGS). 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.

XXRP vs. TAGS - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XXRPTAGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.54

-0.22

-0.31

Correlation

The correlation between XXRP and TAGS is 0.08, 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. TAGS - Dividend Comparison

XXRP's dividend yield for the trailing twelve months is around 15.98%, while TAGS has not paid dividends to shareholders.


Drawdowns

XXRP vs. TAGS - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, which is greater than TAGS's maximum drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for XXRP and TAGS.


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Drawdown Indicators


XXRPTAGSDifference

Max Drawdown

Largest peak-to-trough decline

-94.38%

-76.40%

-17.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.12%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-93.54%

-62.87%

-30.67%

Average Drawdown

Average peak-to-trough decline

-53.71%

-57.16%

+3.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.59%

Volatility

XXRP vs. TAGS - Volatility Comparison


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Volatility by Period


XXRPTAGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.70%

Volatility (1Y)

Calculated over the trailing 1-year period

154.47%

11.64%

+142.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

154.47%

16.93%

+137.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

154.47%

18.35%

+136.12%