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DAX vs. SOYB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DAX vs. SOYB - Performance Comparison

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

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Returns By Period

In the year-to-date period, DAX achieves a -1.45% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, DAX has outperformed SOYB with an annualized return of 9.57%, while SOYB has yielded a comparatively lower 1.20% annualized return.


DAX

1D
0.26%
1M
0.49%
YTD
-1.45%
6M
-0.46%
1Y
2.74%
3Y*
16.82%
5Y*
7.62%
10Y*
9.57%

SOYB

1D
0.04%
1M
-4.85%
YTD
10.38%
6M
7.15%
1Y
11.25%
3Y*
-2.26%
5Y*
-0.20%
10Y*
1.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DAX vs. SOYB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DAX
Global X DAX Germany ETF
-1.45%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%
SOYB
Teucrium Soybean Fund
10.38%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%

Correlation

The correlation between DAX and SOYB is 0.05, 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

0.05

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

0.09

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

0.12

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

0.14

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

0.15

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Return for Risk

DAX vs. SOYB — Risk / Return Rank

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

DAX
DAX Risk / Return Rank: 1212
Overall Rank
DAX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
DAX Sortino Ratio Rank: 1111
Sortino Ratio Rank
DAX Omega Ratio Rank: 1111
Omega Ratio Rank
DAX Calmar Ratio Rank: 1212
Calmar Ratio Rank
DAX Martin Ratio Rank: 1212
Martin Ratio Rank

SOYB
SOYB Risk / Return Rank: 2727
Overall Rank
SOYB Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2626
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2626
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3030
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2727
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.

DAX vs. SOYB - Risk-Adjusted Trends Comparison

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


DAXSOYBDifference
Sharpe ratioReturn per unit of total volatility

-0.71

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

1.04

1.16

-0.12

Calmar ratioReturn relative to maximum drawdown

0.19

1.29

-1.10

Martin ratioReturn relative to average drawdown

0.58

3.08

-2.51

DAX vs. SOYB - Sharpe Ratio Comparison

The current DAX Sharpe Ratio is 0.15, which is lower than the SOYB Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of DAX and SOYB, 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

DAX vs. SOYB - Drawdown Comparison

The maximum DAX drawdown since its inception was -45.58%, smaller than the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for DAX and SOYB.


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Drawdown Indicators


DAXSOYBDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-53.76%

+8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-8.78%

-6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-16.03%

-31.01%

+14.98%

Max Drawdown (5Y)

Largest decline over 5 years

-39.72%

-31.01%

-8.71%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-37.52%

-8.06%

Current Drawdown

Current decline from peak

-5.39%

-17.67%

+12.28%

Average Drawdown

Average peak-to-trough decline

-10.49%

-25.74%

+15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.77%

3.66%

+1.11%

Volatility

DAX vs. SOYB - Volatility Comparison

Global X DAX Germany ETF (DAX) has a higher volatility of 5.86% compared to Teucrium Soybean Fund (SOYB) at 3.94%. This indicates that DAX's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DAXSOYBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.86%

3.94%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.79%

9.03%

+5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

18.01%

13.16%

+4.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

17.98%

+2.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.25%

16.96%

+4.29%

DAX vs. SOYB - Expense Ratio Comparison

DAX has a 0.20% expense ratio, which is lower than SOYB's 1.88% expense ratio.


Dividends

DAX vs. SOYB - Dividend Comparison

DAX's dividend yield for the trailing twelve months is around 1.50%, while SOYB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.50%1.47%2.24%2.48%2.80%2.65%2.25%2.47%3.33%1.73%1.78%1.41%
SOYB
Teucrium Soybean 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%

Frequently Asked Questions


DAX and SOYB have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (5.86%) compared to SOYB (3.94%). In terms of maximum drawdown, DAX dropped -45.58% vs SOYB's -53.76%.

On 10-year performance, DAX leads with 9.57% vs 1.20% for SOYB. On fees, DAX is cheaper at 0.20% per year. On volatility, SOYB has been the lower-risk option at 3.94%. 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 9.57% return vs 1.20%. 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 1.88% for SOYB.

DAX has the higher dividend yield at 1.50%, compared with 0.00% for SOYB.

DAX is categorized as Europe Equities, while SOYB is Agricultural Commodities. DAX tracks DAX Index, while SOYB tracks Teucrium Soybean Fund Benchmark. They also come from different issuers: Global X and Teucrium. Their fees differ too: 0.20% for DAX and 1.88% for SOYB.

SOYB currently has the higher Sharpe Ratio (0.86 vs 0.15), 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 DAX and SOYB

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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