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CORN vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and Global X DAX Germany ETF (DAX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORN achieves a 1.02% return, which is significantly higher than DAX's -2.21% return. Over the past 10 years, CORN has underperformed DAX with an annualized return of -0.60%, while DAX has yielded a comparatively higher 9.07% annualized return.


CORN

1D
0.73%
1M
5.66%
6M
4.28%
YTD
1.02%
1Y
0.56%
3Y*
-9.25%
5Y*
-2.95%
10Y*
-0.60%
ALL TIME*
-2.08%

DAX

1D
-0.16%
1M
-1.66%
6M
-4.43%
YTD
-2.21%
1Y
-0.30%
3Y*
15.55%
5Y*
8.39%
10Y*
9.07%
ALL TIME*
7.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
1.02%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
DAX
Global X DAX Germany ETF
-2.21%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between CORN and DAX is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.07

Correlation (3Y)
Calculated over the trailing 3-year period

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Oct 23, 2014

0.05

The correlation between CORN and DAX shifts across timeframes, from -0.07 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CORN vs. DAX — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 1111
Overall Rank
CORN Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1111
Sortino Ratio Rank
CORN Omega Ratio Rank: 1010
Omega Ratio Rank
CORN Calmar Ratio Rank: 1111
Calmar Ratio Rank
CORN Martin Ratio Rank: 1111
Martin Ratio Rank

DAX
DAX Risk / Return Rank: 1010
Overall Rank
DAX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
DAX Omega Ratio Rank: 1010
Omega Ratio Rank
DAX Calmar Ratio Rank: 1010
Calmar Ratio Rank
DAX Martin Ratio Rank: 1010
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.

CORN vs. DAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Global X DAX Germany ETF (DAX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CORNDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.02

1.01

+0.01

Calmar ratioReturn relative to maximum drawdown

0.04

-0.02

+0.06

Martin ratioReturn relative to average drawdown

0.12

-0.06

+0.18

CORN vs. DAX - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is 0.04, which is higher than the DAX Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of CORN and DAX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CORN vs. DAX - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than DAX's maximum drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for CORN and DAX.


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Drawdown Indicators


CORNDAXDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-45.58%

-32.51%

Max Drawdown (1Y)

Largest decline over 1 year

-13.86%

-14.82%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-34.56%

-16.03%

-18.53%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

-38.92%

-6.27%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

-45.58%

+0.39%

Current Drawdown

Current decline from peak

-66.00%

-6.12%

-59.88%

Average Drawdown

Average peak-to-trough decline

-51.20%

-10.45%

-40.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.81%

4.99%

-0.18%

Volatility

CORN vs. DAX - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.45% compared to Global X DAX Germany ETF (DAX) at 4.69%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.45%

4.69%

+1.76%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

15.31%

-3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

15.66%

18.04%

-2.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.23%

20.41%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.27%

20.91%

-1.64%

CORN vs. DAX - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than DAX's 0.20% expense ratio.


Dividends

CORN vs. DAX - Dividend Comparison

CORN has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 2.15%.


PositionTTM20252024202320222021202020192018201720162015
CORN
Teucrium Corn Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DAX
Global X DAX Germany ETF
2.15%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%

Frequently Asked Questions


CORN and DAX have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORN has higher volatility (6.45%) compared to DAX (4.69%). In terms of maximum drawdown, CORN dropped -78.09% vs DAX's -45.58%.

On 10-year performance, DAX leads with 9.07% vs -0.60% for CORN. On fees, DAX is cheaper at 0.20% per year. On volatility, DAX has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DAX has performed better with a 9.07% return vs -0.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DAX is cheaper with a 0.20% expense ratio, compared with 2.19% for CORN.

DAX has the higher dividend yield at 2.15%, compared with 0.00% for CORN.

CORN is categorized as Agricultural Commodities, while DAX is Europe Equities. CORN tracks Teucrium Corn Fund Benchmark, while DAX tracks DAX Index. They also come from different issuers: Teucrium and Global X. Their fees differ too: 2.19% for CORN and 0.20% for DAX.

CORN currently has the higher Sharpe Ratio (0.04 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CORN and DAX

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