RSMV vs. CANE

Last updated Jun 23, 2026

RSMV (Relative Strength Managed Volatility Strategy ETF) and CANE (Teucrium Sugar Fund) are both exchange-traded funds - RSMV is a Large Cap Growth Equities fund actively managed by Teucrium, while CANE is a Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark. RSMV is actively managed, while CANE is passively managed. Over the past year, RSMV returned 27.01% vs -16.38% for CANE. At a 0.01 correlation, their price movements are largely independent. RSMV charges 0.95%/yr vs 1.88%/yr for CANE.

Performance

RSMV vs. CANE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Relative Strength Managed Volatility Strategy ETF (RSMV) and Teucrium Sugar Fund (CANE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, RSMV achieves a 10.03% return, which is significantly higher than CANE's -5.79% return.

RSMV

• 1D: 0.67%
• 1M: 3.73%
• YTD: 10.03%
• 6M: 9.46%
• 1Y: 27.01%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CANE

• 1D: -1.71%
• 1M: -7.17%
• YTD: -5.79%
• 6M: -5.29%
• 1Y: -16.38%
• 3Y*: -12.16%
• 5Y*: 2.51%
• 10Y*: -2.97%

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

RSMV vs. CANE - Yearly Performance Comparison

	2026 (YTD)	2025
RSMV Relative Strength Managed Volatility Strategy ETF	10.03%	10.74%
CANE Teucrium Sugar Fund	-5.79%	-15.17%

Correlation

The correlation between RSMV and CANE is 0.01, 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	0.01
Correlation (All Time) Calculated using the full available price history since Jan 14, 2025	0.01

Return for Risk

RSMV vs. CANE — Risk / Return Rank

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

RSMV

RSMV Risk / Return Rank: 68
RSMV Sharpe Ratio Rank: 66
RSMV Sortino Ratio Rank: 62
RSMV Omega Ratio Rank: 65
RSMV Calmar Ratio Rank: 75
RSMV Martin Ratio Rank: 75

CANE

CANE Risk / Return Rank: 2
CANE Sharpe Ratio Rank: 3
CANE Sortino Ratio Rank: 3
CANE Omega Ratio Rank: 3
CANE Calmar Ratio Rank: 2
CANE Martin Ratio Rank: 2

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.

RSMV vs. CANE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Relative Strength Managed Volatility Strategy ETF (RSMV) and Teucrium Sugar Fund (CANE). 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.

	RSMV	CANE	Difference
Sharpe ratio: Return per unit of total volatility	2.09	-0.80	+2.89
Sortino ratio: Return per unit of downside risk	2.82	-1.08	+3.90
Omega ratio: Gain probability vs. loss probability	1.38	0.88	+0.49
Calmar ratio: Return relative to maximum drawdown	3.73	-0.83	+4.56
Martin ratio: Return relative to average drawdown	13.61	-1.31	+14.92

RSMV vs. CANE - Sharpe Ratio Comparison

The current RSMV Sharpe Ratio is 2.09, which is higher than the CANE Sharpe Ratio of -0.80. The chart below compares the historical Sharpe Ratios of RSMV and CANE, 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

RSMV vs. CANE - Drawdown Comparison

The maximum RSMV drawdown since its inception was -17.58%, smaller than the maximum CANE drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for RSMV and CANE.

Drawdown Indicators

	RSMV	CANE	Difference
Max Drawdown Largest peak-to-trough decline	-17.58%	-81.30%	+63.72%
Max Drawdown (1Y) Largest decline over 1 year	-7.27%	-19.82%	+12.55%
Max Drawdown (3Y) Largest decline over 3 years	—	-41.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.73%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-67.29%	—
Current Drawdown Current decline from peak	0.00%	-65.07%	+65.07%
Average Drawdown Average peak-to-trough decline	-3.90%	-56.51%	+52.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.99%	12.53%	-10.54%

Volatility

RSMV vs. CANE - Volatility Comparison

Relative Strength Managed Volatility Strategy ETF (RSMV) has a higher volatility of 6.05% compared to Teucrium Sugar Fund (CANE) at 5.00%. This indicates that RSMV's price experiences larger fluctuations and is considered to be riskier than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSMV	CANE	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.05%	5.00%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	15.91%	-4.91%
Volatility (1Y) Calculated over the trailing 1-year period	13.02%	20.47%	-7.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.99%	20.98%	-5.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.99%	21.70%	-6.71%

RSMV vs. CANE - Expense Ratio Comparison

RSMV has a 0.95% expense ratio, which is lower than CANE's 1.88% expense ratio.

Dividends

RSMV vs. CANE - Dividend Comparison

RSMV's dividend yield for the trailing twelve months is around 0.91%, while CANE has not paid dividends to shareholders.

Position	TTM	2025
CANE Teucrium Sugar Fund	0.00%	0.00%
RSMV Relative Strength Managed Volatility Strategy ETF	0.91%	1.00%

Frequently Asked Questions

Can I hold both RSMV and CANE in my portfolio?

RSMV and CANE have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSMV or CANE?

RSMV has higher volatility (6.05%) compared to CANE (5.00%). In terms of maximum drawdown, RSMV dropped -17.58% vs CANE's -81.30%.

Which ETF is better, RSMV or CANE?

On 1-year performance, RSMV leads with 27.01% vs -16.38% for CANE. On fees, RSMV is cheaper at 0.95% per year. On volatility, CANE has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSMV or CANE?

Over the 1-year period, RSMV has performed better with a 27.01% return vs -16.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSMV or CANE?

RSMV is cheaper with a 0.95% expense ratio, compared with 1.88% for CANE.

Which ETF pays a higher dividend yield, RSMV or CANE?

RSMV has the higher dividend yield at 0.91%, compared with 0.00% for CANE.

What is the main difference between RSMV and CANE?

RSMV is categorized as Large Cap Growth Equities, while CANE is Agricultural Commodities. Their fees differ too: 0.95% for RSMV and 1.88% for CANE.

Which has better risk-adjusted returns?

RSMV currently has the higher Sharpe Ratio (2.09 vs -0.80), 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.