XXRP vs. XRP-USD

Last updated Apr 2, 2026

Compare and contrast key facts about Teucrium 2x Long Daily XRP ETF (XXRP) and Ripple (XRP-USD).

XXRP is an actively managed fund by Teucrium. It was launched on Apr 7, 2025.

Performance

XXRP vs. XRP-USD - Performance Comparison

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

XXRP vs. XRP-USD - Yearly Performance Comparison

	2026 (YTD)	2025
XXRP Teucrium 2x Long Daily XRP ETF	-59.12%	-56.74%
XRP-USD Ripple	-26.25%	2.46%

Returns By Period

In the year-to-date period, XXRP achieves a -59.12% return, which is significantly lower than XRP-USD's -26.25% return.

XXRP

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

XRP-USD

• 1D: 1.22%
• 1M: -2.44%
• YTD: -26.25%
• 6M: -54.02%
• 1Y: -36.59%
• 3Y*: 37.75%
• 5Y*: 17.08%
• 10Y*: —

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

Return for Risk

XXRP vs. XRP-USD — Risk / Return Rank

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

XRP-USD

XRP-USD Risk / Return Rank: 40
XRP-USD Sharpe Ratio Rank: 54
XRP-USD Sortino Ratio Rank: 52
XRP-USD Omega Ratio Rank: 50
XRP-USD Calmar Ratio Rank: 33
XRP-USD Martin Ratio Rank: 9

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. XRP-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Long Daily XRP ETF (XXRP) and Ripple (XRP-USD). 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	XRP-USD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.17	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	0.57	-1.11

Correlation

The correlation between XXRP and XRP-USD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Drawdowns

XXRP vs. XRP-USD - Drawdown Comparison

The maximum XXRP drawdown since its inception was -94.38%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for XXRP and XRP-USD.

Drawdown Indicators

	XXRP	XRP-USD	Difference
Max Drawdown Largest peak-to-trough decline	-94.38%	-95.87%	+1.49%
Max Drawdown (1Y) Largest decline over 1 year	—	-65.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-83.25%	—
Current Drawdown Current decline from peak	-93.54%	-61.82%	-31.72%
Average Drawdown Average peak-to-trough decline	-53.71%	-71.20%	+17.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	37.60%	—

Volatility

Volatility by Period

	XXRP	XRP-USD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	13.04%	—
Volatility (6M) Calculated over the trailing 6-month period	—	53.69%	—
Volatility (1Y) Calculated over the trailing 1-year period	154.47%	59.67%	+94.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	154.47%	81.35%	+73.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	154.47%	112.81%	+41.66%