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CORN vs. SDEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORN vs. SDEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CORN is traded in USD, while SDEU.L is traded in GBP. To make them comparable, the SDEU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CORN achieves a -1.47% return, which is significantly higher than SDEU.L's -1.58% return. Over the past 10 years, CORN has underperformed SDEU.L with an annualized return of -2.61%, while SDEU.L has yielded a comparatively higher -1.03% annualized return.


CORN

1D
-1.36%
1M
-8.63%
YTD
-1.47%
6M
-1.91%
1Y
-4.06%
3Y*
-9.83%
5Y*
-3.99%
10Y*
-2.61%

SDEU.L

1D
-0.59%
1M
-0.93%
YTD
-1.58%
6M
-1.17%
1Y
0.68%
3Y*
3.57%
5Y*
-3.87%
10Y*
-1.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. SDEU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORN
Teucrium Corn Fund
-1.47%-5.54%-12.98%-19.90%25.02%38.25%5.27%-7.79%-4.28%-10.38%
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
-1.58%11.73%-5.40%8.32%-22.46%-9.88%11.78%1.74%-2.72%11.56%

Correlation

The correlation between CORN and SDEU.L is -0.06, 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

-0.06

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

0.01

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

-0.00

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 10, 2012

0.02

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Return for Risk

CORN vs. SDEU.L — Risk / Return Rank

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

CORN
CORN Risk / Return Rank: 66
Overall Rank
CORN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 66
Sortino Ratio Rank
CORN Omega Ratio Rank: 66
Omega Ratio Rank
CORN Calmar Ratio Rank: 55
Calmar Ratio Rank
CORN Martin Ratio Rank: 55
Martin Ratio Rank

SDEU.L
SDEU.L Risk / Return Rank: 1212
Overall Rank
SDEU.L Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SDEU.L Sortino Ratio Rank: 1212
Sortino Ratio Rank
SDEU.L Omega Ratio Rank: 1111
Omega Ratio Rank
SDEU.L Calmar Ratio Rank: 1313
Calmar Ratio Rank
SDEU.L Martin Ratio Rank: 1212
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. SDEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L). 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.


CORNSDEU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

0.97

1.02

-0.05

Calmar ratioReturn relative to maximum drawdown

-0.40

0.12

-0.52

Martin ratioReturn relative to average drawdown

-0.79

0.28

-1.07

CORN vs. SDEU.L - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.27, which is lower than the SDEU.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of CORN and SDEU.L, 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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Sharpe Ratios by Period


CORNSDEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

0.08

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.38

+0.18

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.14

-0.11

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.09

-0.08

-0.01

Drawdowns

CORN vs. SDEU.L - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than SDEU.L's maximum drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for CORN and SDEU.L.


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Drawdown Indicators


CORNSDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-78.09%

-37.02%

-41.07%

Max Drawdown (1Y)

Largest decline over 1 year

-10.26%

-5.67%

-4.59%

Max Drawdown (3Y)

Largest decline over 3 years

-38.57%

-10.13%

-28.44%

Max Drawdown (5Y)

Largest decline over 5 years

-44.39%

-34.27%

-10.12%

Max Drawdown (10Y)

Largest decline over 10 years

-51.10%

-37.02%

-14.08%

Current Drawdown

Current decline from peak

-66.83%

-21.79%

-45.04%

Average Drawdown

Average peak-to-trough decline

-51.08%

-12.87%

-38.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.18%

2.43%

+2.75%

Volatility

CORN vs. SDEU.L - Volatility Comparison

Teucrium Corn Fund (CORN) has a higher volatility of 6.42% compared to iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) at 2.38%. This indicates that CORN's price experiences larger fluctuations and is considered to be riskier than SDEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORNSDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.42%

2.38%

+4.04%

Volatility (6M)

Calculated over the trailing 6-month period

11.50%

5.89%

+5.61%

Volatility (1Y)

Calculated over the trailing 1-year period

15.40%

8.01%

+7.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.21%

10.11%

+10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.40%

9.32%

+10.08%

CORN vs. SDEU.L - Expense Ratio Comparison

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


Dividends

CORN vs. SDEU.L - Dividend Comparison

CORN has not paid dividends to shareholders, while SDEU.L's dividend yield for the trailing twelve months is around 2.53%.


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%
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
2.53%2.50%2.57%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.34%

Frequently Asked Questions


CORN and SDEU.L have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDEU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

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

CORN is categorized as Agricultural Commodities, while SDEU.L is European Government Bonds. CORN tracks Teucrium Corn Fund Benchmark, while SDEU.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Teucrium and iShares. Their fees differ too: 2.19% for CORN and 0.20% for SDEU.L.

Portfolio Optimizer

Find the right allocation for CORN and SDEU.L

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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