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Teucrium Soybean Fund (SOYB) Sharpe Ratio: 0.68

ETF · Currency in USD · Last updated Jun 23, 2026

SOYB is a passive ETF by Teucrium tracking the investment results of the Teucrium Soybean Fund Benchmark. SOYB launched on Sep 19, 2011 and has a 1.88% expense ratio.

SOYB's Sharpe Ratio of 0.68 indicates that for each unit of volatility, it generates 0.68 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 23, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SOYB Sharpe Ratio Rank

SOYB Sharpe Ratio Rank: 20.220
Below Average

SOYB ranks above 20.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SOYB Sharpe Ratio Market Positioning

The chart shows SOYB's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.86 or lower
  • Yellow zone (middle 50%): 0.86 to 2.31
  • Green zone (top 25%): 2.31 or higher
  • Top 1%: 7.41+
  • Median: 1.67 — half of all investments score higher

How it compares to other similar ETFs

The table compares Teucrium Soybean Fund's Sharpe Ratio with other ETFs in the Agricultural Commodities category across multiple time periods, showing how SOYB's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 23, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
SOYBTeucrium Soybean Fund0.68
DBAInvesco DB Agriculture Fund0.43
PDBAInvesco Agriculture Commodity Strategy No K-1 ETF0.40
WEATTeucrium Wheat Fund-0.24
WXETTeucrium 2x Daily Wheat ETF-0.37
TAGSTeucrium Agricultural Fund-0.39
CORNTeucrium Corn Fund-0.56
CANETeucrium Sugar Fund-0.80
CXRNTeucrium 2x Daily Corn ETF-0.83

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SOYB's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SOYB consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SOYB fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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