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SOYB vs. CGUI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. CGUI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Capital Group Ultra Short Income ETF (CGUI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOYB achieves a 12.90% return, which is significantly higher than CGUI's 1.50% return.


SOYB

1D
-1.00%
1M
-2.14%
YTD
12.90%
6M
6.01%
1Y
14.47%
3Y*
-0.07%
5Y*
0.26%
10Y*
1.86%

CGUI

1D
-0.04%
1M
0.29%
YTD
1.50%
6M
1.84%
1Y
4.42%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. CGUI - Yearly Performance Comparison


2026 (YTD)20252024
SOYB
Teucrium Soybean Fund
12.90%1.77%-9.06%
CGUI
Capital Group Ultra Short Income ETF
1.50%4.99%3.03%

Correlation

The correlation between SOYB and CGUI is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.15

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2024

-0.08

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Return for Risk

SOYB vs. CGUI — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 3030
Overall Rank
SOYB Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 3030
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2929
Omega Ratio Rank
SOYB Calmar Ratio Rank: 3333
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2828
Martin Ratio Rank

CGUI
CGUI Risk / Return Rank: 9999
Overall Rank
CGUI Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CGUI Sortino Ratio Rank: 9999
Sortino Ratio Rank
CGUI Omega Ratio Rank: 9999
Omega Ratio Rank
CGUI Calmar Ratio Rank: 9999
Calmar Ratio Rank
CGUI Martin Ratio Rank: 9999
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.

SOYB vs. CGUI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and Capital Group Ultra Short Income ETF (CGUI). 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.


SOYBCGUIDifference
Sharpe ratioReturn per unit of total volatility

-4.88

Sortino ratioReturn per unit of downside risk

-9.28

Omega ratioGain probability vs. loss probability

1.20

2.66

-1.46

Calmar ratioReturn relative to maximum drawdown

1.65

24.99

-23.34

Martin ratioReturn relative to average drawdown

4.06

105.06

-101.00

SOYB vs. CGUI - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.11, which is lower than the CGUI Sharpe Ratio of 5.99. The chart below compares the historical Sharpe Ratios of SOYB and CGUI, 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


SOYBCGUIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

5.99

-4.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

6.20

-6.20

Drawdowns

SOYB vs. CGUI - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, which is greater than CGUI's maximum drawdown of -0.18%. Use the drawdown chart below to compare losses from any high point for SOYB and CGUI.


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Drawdown Indicators


SOYBCGUIDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-0.18%

-53.58%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-0.18%

-8.60%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

Current Drawdown

Current decline from peak

-15.80%

-0.04%

-15.76%

Average Drawdown

Average peak-to-trough decline

-25.76%

-0.02%

-25.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

0.04%

+3.53%

Volatility

SOYB vs. CGUI - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 4.05% compared to Capital Group Ultra Short Income ETF (CGUI) at 0.30%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than CGUI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBCGUIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

0.30%

+3.75%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

0.56%

+8.38%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

0.74%

+12.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

0.80%

+17.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

0.80%

+16.18%

SOYB vs. CGUI - Expense Ratio Comparison

SOYB has a 1.88% expense ratio, which is higher than CGUI's 0.18% expense ratio.


Dividends

SOYB vs. CGUI - Dividend Comparison

SOYB has not paid dividends to shareholders, while CGUI's dividend yield for the trailing twelve months is around 3.89%.


PositionTTM20252024
CGUI
Capital Group Ultra Short Income ETF
3.89%4.17%2.62%
SOYB
Teucrium Soybean Fund
0.00%0.00%0.00%

Frequently Asked Questions


SOYB and CGUI have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOYB has higher volatility (4.05%) compared to CGUI (0.30%). In terms of maximum drawdown, SOYB dropped -53.76% vs CGUI's -0.18%.

On 1-year performance, SOYB leads with 14.47% vs 4.42% for CGUI. On fees, CGUI is cheaper at 0.18% per year. On volatility, CGUI has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SOYB has performed better with a 14.47% return vs 4.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CGUI is cheaper with a 0.18% expense ratio, compared with 1.88% for SOYB.

CGUI has the higher dividend yield at 3.89%, compared with 0.00% for SOYB.

SOYB is categorized as Agricultural Commodities, while CGUI is Ultrashort Bond. They also come from different issuers: Teucrium and Capital Group. Their fees differ too: 1.88% for SOYB and 0.18% for CGUI.

CGUI currently has the higher Sharpe Ratio (5.99 vs 1.11), 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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