XXRP vs. WEAT

Last updated Apr 2, 2026

Compare and contrast key facts about Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Wheat Fund (WEAT).

XXRP and WEAT 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. WEAT is a passively managed fund by Teucrium that tracks the performance of the Teucrium Wheat Fund Benchmark. It was launched on Sep 19, 2011.

Performance

XXRP vs. WEAT - Performance Comparison

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

XXRP vs. WEAT - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-59.12%	-56.74%
WEAT Teucrium Wheat Fund	14.32%	-14.48%

Returns By Period

In the year-to-date period, XXRP achieves a -59.12% return, which is significantly lower than WEAT's 14.32% return.

XXRP

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

WEAT

• 1D: -3.14%
• 1M: 3.82%
• YTD: 14.32%
• 6M: 10.56%
• 1Y: -3.26%
• 3Y*: -13.52%
• 5Y*: -5.06%
• 10Y*: -6.59%

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

XXRP vs. WEAT - Expense Ratio Comparison

XXRP has a 1.89% expense ratio, which is lower than WEAT's 1.91% expense ratio.

WEAT

Teucrium Wheat Fund

XXRP

Teucrium 2x Long Daily XRP ETF

Return for Risk

XXRP vs. WEAT — Risk / Return Rank

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

WEAT

WEAT Risk / Return Rank: 9
WEAT Sharpe Ratio Rank: 9
WEAT Sortino Ratio Rank: 8
WEAT Omega Ratio Rank: 8
WEAT Calmar Ratio Rank: 10
WEAT Martin Ratio Rank: 10

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. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Teucrium Wheat Fund (WEAT). 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	WEAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.16	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.17	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.25	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	-0.42	-0.12

Correlation

The correlation between XXRP and WEAT is -0.05. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

XXRP vs. WEAT - Dividend Comparison

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

	TTM	2025
XXRP Teucrium 2x Long Daily XRP ETF	15.98%	6.40%
WEAT Teucrium Wheat Fund	0.00%	0.00%

Drawdowns

XXRP vs. WEAT - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, which is greater than WEAT's maximum drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for XXRP and WEAT.

Drawdown Indicators

	XXRP	WEAT	Difference
Max Drawdown Largest peak-to-trough decline	-94.38%	-84.32%	-10.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.85%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-67.83%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-67.83%	—
Current Drawdown Current decline from peak	-93.54%	-81.99%	-11.55%
Average Drawdown Average peak-to-trough decline	-53.71%	-62.91%	+9.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.29%	—

Volatility

Volatility by Period

	XXRP	WEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.33%	—
Volatility (6M) Calculated over the trailing 6-month period	—	14.83%	—
Volatility (1Y) Calculated over the trailing 1-year period	154.47%	20.24%	+134.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	154.47%	30.49%	+123.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	154.47%	26.74%	+127.73%