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ZIVB vs. XRPT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIVB vs. XRPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Volatility Shares 2x XRP ETF (XRPT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


ZIVB

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

XRPT

1D
-2.94%
1M
-28.58%
YTD
-69.02%
6M
-79.25%
1Y
-88.64%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVB vs. XRPT - Yearly Performance Comparison


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Return for Risk

ZIVB vs. XRPT — Risk / Return Rank

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

ZIVB

XRPT
XRPT Risk / Return Rank: 33
Overall Rank
XRPT Sharpe Ratio Rank: 44
Sharpe Ratio Rank
XRPT Sortino Ratio Rank: 33
Sortino Ratio Rank
XRPT Omega Ratio Rank: 33
Omega Ratio Rank
XRPT Calmar Ratio Rank: 11
Calmar Ratio Rank
XRPT Martin Ratio Rank: 33
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.

ZIVB vs. XRPT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Volatility Shares 2x XRP ETF (XRPT). 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.

ZIVB vs. XRPT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ZIVBXRPTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.60

Drawdowns

ZIVB vs. XRPT - Drawdown Comparison

The maximum ZIVB drawdown since its inception was 0.00%, smaller than the maximum XRPT drawdown of -94.78%. Use the drawdown chart below to compare losses from any high point for ZIVB and XRPT.


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Drawdown Indicators


ZIVBXRPTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-94.78%

+94.78%

Max Drawdown (1Y)

Largest decline over 1 year

-94.78%

Current Drawdown

Current decline from peak

0.00%

-94.78%

+94.78%

Average Drawdown

Average peak-to-trough decline

0.00%

-62.98%

+62.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

70.21%

Volatility

ZIVB vs. XRPT - Volatility Comparison


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Volatility by Period


ZIVBXRPTDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.96%

Volatility (6M)

Calculated over the trailing 6-month period

105.36%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

150.67%

-150.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

149.42%

-149.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

149.42%

-149.42%

ZIVB vs. XRPT - Expense Ratio Comparison

ZIVB has a 1.35% expense ratio, which is higher than XRPT's 0.94% expense ratio.


Dividends

ZIVB vs. XRPT - Dividend Comparison

ZIVB has not paid dividends to shareholders, while XRPT's dividend yield for the trailing twelve months is around 5.01%.


Frequently Asked Questions


On fees, XRPT is cheaper at 0.94% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XRPT is cheaper with a 0.94% expense ratio, compared with 1.35% for ZIVB.

XRPT has the higher dividend yield at 5.01%, compared with 0.00% for ZIVB.

ZIVB is categorized as Inverse Equities, while XRPT is Cryptocurrency. Their fees differ too: 1.35% for ZIVB and 0.94% for XRPT.

Portfolio Optimizer

Find the right allocation for ZIVB and XRPT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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