GBPUSD=X vs. SOYB
GBPUSD=X (GBP/USD) is a currency, while SOYB (Teucrium Soybean Fund) is Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Over the past 10 years, GBPUSD=X returned -0.52%/yr vs 1.20%/yr for SOYB. At a 0.11 correlation, their price movements are largely independent.
Performance
GBPUSD=X vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, GBPUSD=X achieves a -0.45% return, which is significantly lower than SOYB's 10.38% return. Over the past 10 years, GBPUSD=X has underperformed SOYB with an annualized return of -0.52%, while SOYB has yielded a comparatively higher 1.20% annualized return.
GBPUSD=X
- 1D
- -0.16%
- 1M
- -0.95%
- YTD
- -0.45%
- 6M
- 0.22%
- 1Y
- -1.60%
- 3Y*
- 2.03%
- 5Y*
- -1.04%
- 10Y*
- -0.52%
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%
GBPUSD=X vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GBPUSD=X GBP/USD | -0.45% | 7.55% | -1.67% | 5.28% | -10.69% | -0.91% | 3.06% | 4.01% | -5.66% | 9.52% |
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 GBPUSD=X 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 | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.11 |
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Return for Risk
GBPUSD=X vs. SOYB — Risk / Return Rank
GBPUSD=X
SOYB
GBPUSD=X vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GBP/USD (GBPUSD=X) 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.
| GBPUSD=X | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.16 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | 1.29 | -1.53 |
| Martin ratioReturn relative to average drawdown | -0.47 | 3.08 | -3.56 |
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Drawdowns
GBPUSD=X vs. SOYB - Drawdown Comparison
The maximum GBPUSD=X drawdown since its inception was -49.29%, smaller than the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for GBPUSD=X and SOYB.
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Drawdown Indicators
| GBPUSD=X | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.29% | -53.76% | +4.47% |
Max Drawdown (1Y)Largest decline over 1 year | -5.26% | -8.78% | +3.52% |
Max Drawdown (3Y)Largest decline over 3 years | -9.34% | -31.01% | +21.67% |
Max Drawdown (5Y)Largest decline over 5 years | -24.23% | -31.01% | +6.78% |
Max Drawdown (10Y)Largest decline over 10 years | -27.99% | -37.52% | +9.53% |
Current DrawdownCurrent decline from peak | -36.44% | -17.67% | -18.77% |
Average DrawdownAverage peak-to-trough decline | -31.18% | -25.74% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.66% | -1.10% |
Volatility
GBPUSD=X vs. SOYB - Volatility Comparison
The current volatility for GBP/USD (GBPUSD=X) is 1.22%, while Teucrium Soybean Fund (SOYB) has a volatility of 3.94%. This indicates that GBPUSD=X experiences smaller price fluctuations and is considered to be less risky 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
| GBPUSD=X | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.22% | 3.94% | -2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 4.96% | 9.03% | -4.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.25% | 13.16% | -6.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.24% | 17.98% | -9.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.09% | 16.96% | -7.87% |
Frequently Asked Questions
GBPUSD=X 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.
SOYB has higher volatility (3.94%) compared to GBPUSD=X (1.22%). In terms of maximum drawdown, GBPUSD=X dropped -49.29% vs SOYB's -53.76%.
SOYB currently has the higher Sharpe Ratio (0.86 vs -0.21), 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.
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