CORN vs. WXET

Last updated Jun 24, 2026

CORN (Teucrium Corn Fund) and WXET (Teucrium 2x Daily Wheat ETF) are both exchange-traded funds - CORN is a Agricultural Commodities fund tracking the Teucrium Corn Fund Benchmark, while WXET is a Leveraged Commodities fund actively managed by Teucrium. CORN is passively managed, while WXET is actively managed. Over the past year, CORN returned -6.79% vs -16.72% for WXET. A 0.67 correlation means they provide meaningful diversification when combined. CORN charges 2.19%/yr vs 0.95%/yr for WXET.

Performance

CORN vs. WXET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Corn Fund (CORN) and Teucrium 2x Daily Wheat ETF (WXET). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CORN achieves a -5.58% return, which is significantly lower than WXET's 20.90% return.

CORN

• 1D: -0.18%
• 1M: -8.82%
• YTD: -5.58%
• 6M: -6.64%
• 1Y: -6.79%
• 3Y*: -13.08%
• 5Y*: -3.24%
• 10Y*: -2.39%

WXET

• 1D: -3.02%
• 1M: -17.97%
• YTD: 20.90%
• 6M: 15.80%
• 1Y: -16.72%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CORN vs. WXET - Yearly Performance Comparison

	2026 (YTD)	2025	2024
CORN Teucrium Corn Fund	-5.58%	-5.54%	2.12%
WXET Teucrium 2x Daily Wheat ETF	20.90%	-37.99%	-0.40%

Correlation

The correlation between CORN and WXET is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.69
Correlation (All Time) Calculated using the full available price history since Dec 13, 2024	0.67

The correlation between CORN and WXET has been stable across timeframes, ranging from 0.67 to 0.69 - a consistent structural relationship.

Return for Risk

CORN vs. WXET — Risk / Return Rank

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

CORN

CORN Risk / Return Rank: 4
CORN Sharpe Ratio Rank: 5
CORN Sortino Ratio Rank: 5
CORN Omega Ratio Rank: 5
CORN Calmar Ratio Rank: 4
CORN Martin Ratio Rank: 1

WXET

WXET Risk / Return Rank: 6
WXET Sharpe Ratio Rank: 6
WXET Sortino Ratio Rank: 6
WXET Omega Ratio Rank: 7
WXET Calmar Ratio Rank: 4
WXET Martin Ratio Rank: 5

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. WXET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Corn Fund (CORN) and Teucrium 2x Daily Wheat ETF (WXET). 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.

	CORN	WXET	Difference
Sharpe ratio: Return per unit of total volatility	-0.45	-0.35	-0.10
Sortino ratio: Return per unit of downside risk	-0.51	-0.21	-0.30
Omega ratio: Gain probability vs. loss probability	0.94	0.98	-0.04
Calmar ratio: Return relative to maximum drawdown	-0.54	-0.56	+0.02
Martin ratio: Return relative to average drawdown	-1.53	-0.90	-0.63

CORN vs. WXET - Sharpe Ratio Comparison

The current CORN Sharpe Ratio is -0.45, which is comparable to the WXET Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of CORN and WXET, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CORN vs. WXET - Drawdown Comparison

The maximum CORN drawdown since its inception was -78.09%, which is greater than WXET's maximum drawdown of -48.31%. Use the drawdown chart below to compare losses from any high point for CORN and WXET.

Drawdown Indicators

	CORN	WXET	Difference
Max Drawdown Largest peak-to-trough decline	-78.09%	-48.31%	-29.78%
Max Drawdown (1Y) Largest decline over 1 year	-12.55%	-29.75%	+17.20%
Max Drawdown (3Y) Largest decline over 3 years	-34.78%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.39%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-45.97%	—	—
Current Drawdown Current decline from peak	-68.22%	-37.50%	-30.72%
Average Drawdown Average peak-to-trough decline	-51.12%	-30.63%	-20.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	19.81%	-15.37%

Volatility

CORN vs. WXET - Volatility Comparison

The current volatility for Teucrium Corn Fund (CORN) is 4.23%, while Teucrium 2x Daily Wheat ETF (WXET) has a volatility of 11.84%. This indicates that CORN experiences smaller price fluctuations and is considered to be less risky than WXET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORN	WXET	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.23%	11.84%	-7.61%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	39.84%	-28.08%
Volatility (1Y) Calculated over the trailing 1-year period	15.42%	48.74%	-33.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.73%	48.12%	-28.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.32%	48.12%	-28.80%

CORN vs. WXET - Expense Ratio Comparison

CORN has a 2.19% expense ratio, which is higher than WXET's 0.95% expense ratio.

Dividends

CORN vs. WXET - Dividend Comparison

CORN has not paid dividends to shareholders, while WXET's dividend yield for the trailing twelve months is around 2.08%.

Position	TTM	2025	2024
CORN Teucrium Corn Fund	0.00%	0.00%	0.00%
WXET Teucrium 2x Daily Wheat ETF	2.08%	3.57%	0.13%

Frequently Asked Questions

Can I hold both CORN and WXET in my portfolio?

CORN and WXET have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CORN or WXET?

WXET has higher volatility (11.84%) compared to CORN (4.23%). In terms of maximum drawdown, CORN dropped -78.09% vs WXET's -48.31%.

Which ETF is better, CORN or WXET?

On 1-year performance, CORN leads with -6.79% vs -16.72% for WXET. On fees, WXET is cheaper at 0.95% per year. On volatility, CORN has been the lower-risk option at 4.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CORN or WXET?

Over the 1-year period, CORN has performed better with a -6.79% return vs -16.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CORN or WXET?

WXET is cheaper with a 0.95% expense ratio, compared with 2.19% for CORN.

Which ETF pays a higher dividend yield, CORN or WXET?

WXET has the higher dividend yield at 2.08%, compared with 0.00% for CORN.

What is the main difference between CORN and WXET?

CORN is categorized as Agricultural Commodities, while WXET is Leveraged Commodities. Their fees differ too: 2.19% for CORN and 0.95% for WXET.

Which has better risk-adjusted returns?

WXET currently has the higher Sharpe Ratio (-0.35 vs -0.45), 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.