Teucrium 2x Daily Wheat ETF (WXET) Sortino Ratio: -0.10
WXET's Sortino Ratio of -0.10 indicates that for each unit of downside volatility, it generates -0.10 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 17, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
WXET Sortino Ratio Rank
WXET ranks above 4.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating weak returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Weak downside-adjusted returns relative to category peers
- Evaluate whether this holding aligns with your risk-return objectives
- Consider reducing exposure or implementing downside hedges
- Review higher-ranked alternatives in the same category
WXET Sortino Ratio Market Positioning
The chart shows WXET's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.80 or lower
- Yellow zone (middle 50%): 1.80 to 3.77
- Green zone (top 25%): 3.77 or higher
- Top 1%: 13.05+
- Median: 2.92 — half of all investments score higher
How it compares to other similar ETFs
The table compares Teucrium 2x Daily Wheat ETF's Sortino Ratio with other ETFs in the Leveraged Commodities, Agricultural Commodities category across multiple time periods, showing how WXET'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 Apr 17, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| OILU | MicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN | 2.65 | |||
| UCO | ProShares Ultra Bloomberg Crude Oil | 2.29 | |||
| AGQ | ProShares Ultra Silver | 2.26 | |||
| DZZ | DB Gold Double Short Exchange Traded Notes | 2.23 | |||
| DGP | DB Gold Double Long Exchange Traded Notes | 2.02 | |||
| UGL | ProShares Ultra Gold | 1.83 | |||
| SHNY | MicroSectors Gold 3X Leveraged ETN | 1.65 | |||
| YGLD | Simplify Gold Strategy PLUS Income ETF | 1.46 | |||
| SOYB | Teucrium Soybean Fund | 1.44 | |||
| DBA | Invesco DB Agriculture Fund | 0.89 | |||
| WXET | Teucrium 2x Daily Wheat ETF | -0.10 |
Historical Sortino Ratio
The chart shows WXET's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when WXET consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore WXET risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.