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SOYB vs. DAX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. DAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and Global X DAX Germany ETF (DAX). 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 DAX's -0.66% return. Over the past 10 years, SOYB has underperformed DAX with an annualized return of 1.86%, while DAX has yielded a comparatively higher 8.97% annualized 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%

DAX

1D
-1.53%
1M
2.29%
YTD
-0.66%
6M
2.93%
1Y
3.88%
3Y*
17.88%
5Y*
7.71%
10Y*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. DAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
12.90%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
DAX
Global X DAX Germany ETF
-0.66%39.00%10.55%23.62%-18.47%7.73%12.27%22.11%-22.92%28.23%

Correlation

The correlation between SOYB and DAX is 0.07, 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

0.07

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

0.10

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 24, 2014

0.15

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Return for Risk

SOYB vs. DAX — 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

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
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. DAX - Risk-Adjusted Trends Comparison

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


SOYBDAXDifference
Sharpe ratioReturn per unit of total volatility

+0.89

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

1.20

1.05

+0.15

Calmar ratioReturn relative to maximum drawdown

1.65

0.26

+1.39

Martin ratioReturn relative to average drawdown

4.06

0.83

+3.23

SOYB vs. DAX - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.11, which is higher than the DAX Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of SOYB and DAX, 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


SOYBDAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.22

+0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.38

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.11

0.42

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.35

-0.35

Drawdowns

SOYB vs. DAX - Drawdown Comparison

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


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Drawdown Indicators


SOYBDAXDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-45.58%

-8.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-14.82%

+6.04%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-16.03%

-14.98%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-39.96%

+8.95%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-45.58%

+7.30%

Current Drawdown

Current decline from peak

-15.80%

-4.63%

-11.17%

Average Drawdown

Average peak-to-trough decline

-25.76%

-10.51%

-15.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.57%

4.68%

-1.11%

Volatility

SOYB vs. DAX - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 4.05%, while Global X DAX Germany ETF (DAX) has a volatility of 6.09%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than DAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBDAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.05%

6.09%

-2.04%

Volatility (6M)

Calculated over the trailing 6-month period

8.94%

14.37%

-5.43%

Volatility (1Y)

Calculated over the trailing 1-year period

13.06%

17.66%

-4.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.00%

20.38%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

21.28%

-4.30%

SOYB vs. DAX - Expense Ratio Comparison

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


Dividends

SOYB vs. DAX - Dividend Comparison

SOYB has not paid dividends to shareholders, while DAX's dividend yield for the trailing twelve months is around 1.48%.


PositionTTM20252024202320222021202020192018201720162015
DAX
Global X DAX Germany ETF
1.48%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


SOYB and DAX have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAX has higher volatility (6.09%) compared to SOYB (4.05%). In terms of maximum drawdown, SOYB dropped -53.76% vs DAX's -45.58%.

On 10-year performance, DAX leads with 8.97% vs 1.86% for SOYB. On fees, DAX is cheaper at 0.20% per year. On volatility, SOYB has been the lower-risk option at 4.05%. 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 8.97% return vs 1.86%. 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 1.48%, compared with 0.00% for SOYB.

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

SOYB currently has the higher Sharpe Ratio (1.11 vs 0.22), 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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