JPEG XR is the most recent still image coding standard, and custom security features for this format arerequiredfor fast adoption of the standard. Format-compliant encryption schemes are important for many application scenarios but need to be highly customised to a specific recent format like JPEG XR. This paper proposes, discusses, and evaluates a set of format-compliant encryption methods for the JPEG XR standard: coefficient scan order permutation, sign bit encryption, transform-based encryption, random level shift encryption, index-based VLC encryption, and encrypting entire frequency bands are considered. All algorithms are thoroughly evaluated by discussing possible compression impact, by assessing visual security and cryptographic security, and by discussing applicability in real-world scenarios. Most techniques are found to be insecure and, in a cryptographic sense, have a limited range of applicability and cannot be applied to JPEG XR bitstreams in an efficient manner. Encrypting entire frequency bands is identified to be a good solution in case a weaker form of format compliance can be accepted.