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SOYB vs. SDEU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. SDEU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

SOYB is traded in USD, while SDEU.L is traded in GBP. To make them comparable, the SDEU.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, SOYB achieves a 10.66% return, which is significantly higher than SDEU.L's -1.35% return. Over the past 10 years, SOYB has outperformed SDEU.L with an annualized return of 1.50%, while SDEU.L has yielded a comparatively lower -1.02% annualized return.


SOYB

1D
-1.99%
1M
-3.43%
YTD
10.66%
6M
3.82%
1Y
11.73%
3Y*
-0.62%
5Y*
-0.14%
10Y*
1.50%

SDEU.L

1D
0.29%
1M
-0.12%
YTD
-1.35%
6M
-0.47%
1Y
0.65%
3Y*
3.73%
5Y*
-3.83%
10Y*
-1.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. SDEU.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
10.66%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
-1.35%11.73%-5.40%8.32%-22.46%-9.88%11.78%1.74%-2.72%11.56%

Correlation

The correlation between SOYB and SDEU.L is 0.00, 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

0.00

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

0.07

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

0.06

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

0.07

Correlation (All Time)
Calculated using the full available price history since May 10, 2012

0.07

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Return for Risk

SOYB vs. SDEU.L — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 2626
Overall Rank
SOYB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 2525
Sortino Ratio Rank
SOYB Omega Ratio Rank: 2525
Omega Ratio Rank
SOYB Calmar Ratio Rank: 2828
Calmar Ratio Rank
SOYB Martin Ratio Rank: 2525
Martin Ratio Rank

SDEU.L
SDEU.L Risk / Return Rank: 1313
Overall Rank
SDEU.L Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SDEU.L Sortino Ratio Rank: 1313
Sortino Ratio Rank
SDEU.L Omega Ratio Rank: 1212
Omega Ratio Rank
SDEU.L Calmar Ratio Rank: 1414
Calmar Ratio Rank
SDEU.L Martin Ratio Rank: 1313
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. SDEU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L). 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.


SOYBSDEU.LDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.16

1.02

+0.14

Calmar ratioReturn relative to maximum drawdown

1.34

0.11

+1.23

Martin ratioReturn relative to average drawdown

3.28

0.27

+3.02

SOYB vs. SDEU.L - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 0.89, which is higher than the SDEU.L Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of SOYB and SDEU.L, 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


SOYBSDEU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

0.08

+0.81

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

0.09

-0.11

+0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.08

+0.08

Drawdowns

SOYB vs. SDEU.L - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, which is greater than SDEU.L's maximum drawdown of -37.02%. Use the drawdown chart below to compare losses from any high point for SOYB and SDEU.L.


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Drawdown Indicators


SOYBSDEU.LDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-37.02%

-16.74%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-5.67%

-3.11%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-10.13%

-20.88%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-34.27%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-38.28%

-37.02%

-1.26%

Current Drawdown

Current decline from peak

-17.47%

-21.61%

+4.14%

Average Drawdown

Average peak-to-trough decline

-25.76%

-12.87%

-12.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

2.44%

+1.14%

Volatility

SOYB vs. SDEU.L - Volatility Comparison

Teucrium Soybean Fund (SOYB) has a higher volatility of 4.44% compared to iShares Germany Government Bond UCITS ETF (Dist) (SDEU.L) at 2.37%. This indicates that SOYB's price experiences larger fluctuations and is considered to be riskier than SDEU.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBSDEU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.44%

2.37%

+2.07%

Volatility (6M)

Calculated over the trailing 6-month period

9.17%

5.91%

+3.26%

Volatility (1Y)

Calculated over the trailing 1-year period

13.22%

8.02%

+5.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.01%

10.11%

+7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.99%

9.32%

+7.67%

SOYB vs. SDEU.L - Expense Ratio Comparison

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


Dividends

SOYB vs. SDEU.L - Dividend Comparison

SOYB has not paid dividends to shareholders, while SDEU.L's dividend yield for the trailing twelve months is around 2.53%.


PositionTTM20252024202320222021202020192018201720162015
SDEU.L
iShares Germany Government Bond UCITS ETF (Dist)
2.53%2.50%2.57%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.34%
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 SDEU.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SDEU.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SDEU.L is cheaper with a 0.20% expense ratio, compared with 1.88% for SOYB.

SOYB is categorized as Agricultural Commodities, while SDEU.L is European Government Bonds. SOYB tracks Teucrium Soybean Fund Benchmark, while SDEU.L tracks Bloomberg Euro Agg Govt TR EUR. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.88% for SOYB and 0.20% for SDEU.L.

Portfolio Optimizer

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