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SOYB vs. XES
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SOYB vs. XES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Soybean Fund (SOYB) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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 15.14% return, which is significantly lower than XES's 37.45% return. Over the past 10 years, SOYB has outperformed XES with an annualized return of 2.13%, while XES has yielded a comparatively lower -4.13% annualized return.


SOYB

1D
0.28%
1M
4.35%
6M
13.74%
YTD
15.14%
1Y
17.29%
3Y*
-3.42%
5Y*
2.09%
10Y*
2.13%

XES

1D
1.64%
1M
-8.57%
6M
26.49%
YTD
37.45%
1Y
65.04%
3Y*
10.31%
5Y*
14.19%
10Y*
-4.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOYB vs. XES - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOYB
Teucrium Soybean Fund
15.14%1.77%-20.48%-5.23%25.27%16.85%22.99%-2.16%-9.51%-6.38%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
37.45%5.89%-5.44%6.68%62.03%12.00%-43.38%-9.00%-46.99%-21.93%

Correlation

The correlation between SOYB and XES is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.18

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

0.23

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

0.19

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.19

The correlation between SOYB and XES shifts across timeframes, from 0.12 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SOYB vs. XES — Risk / Return Rank

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

SOYB
SOYB Risk / Return Rank: 4646
Overall Rank
SOYB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SOYB Sortino Ratio Rank: 4848
Sortino Ratio Rank
SOYB Omega Ratio Rank: 4646
Omega Ratio Rank
SOYB Calmar Ratio Rank: 4848
Calmar Ratio Rank
SOYB Martin Ratio Rank: 4040
Martin Ratio Rank

XES
XES Risk / Return Rank: 7777
Overall Rank
XES Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
XES Sortino Ratio Rank: 7777
Sortino Ratio Rank
XES Omega Ratio Rank: 7272
Omega Ratio Rank
XES Calmar Ratio Rank: 7777
Calmar Ratio Rank
XES Martin Ratio Rank: 7777
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. XES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and SPDR S&P Oil & Gas Equipment & Services ETF (XES). 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.


SOYBXESDifference
Sharpe ratioReturn per unit of total volatility

-0.82

Sortino ratioReturn per unit of downside risk

-0.78

Omega ratioGain probability vs. loss probability

1.24

1.34

-0.10

Calmar ratioReturn relative to maximum drawdown

1.92

3.18

-1.26

Martin ratioReturn relative to average drawdown

5.02

11.53

-6.51

SOYB vs. XES - Sharpe Ratio Comparison

The current SOYB Sharpe Ratio is 1.31, which is lower than the XES Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of SOYB and XES, 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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Drawdowns

SOYB vs. XES - Drawdown Comparison

The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum XES drawdown of -95.65%. Use the drawdown chart below to compare losses from any high point for SOYB and XES.


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Drawdown Indicators


SOYBXESDifference

Max Drawdown

Largest peak-to-trough decline

-53.76%

-95.65%

+41.89%

Max Drawdown (1Y)

Largest decline over 1 year

-8.78%

-20.69%

+11.91%

Max Drawdown (3Y)

Largest decline over 3 years

-31.01%

-45.95%

+14.94%

Max Drawdown (5Y)

Largest decline over 5 years

-31.01%

-45.95%

+14.94%

Max Drawdown (10Y)

Largest decline over 10 years

-33.93%

-91.23%

+57.30%

Current Drawdown

Current decline from peak

-14.12%

-73.46%

+59.34%

Average Drawdown

Average peak-to-trough decline

-25.69%

-54.44%

+28.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.36%

5.70%

-2.34%

Volatility

SOYB vs. XES - Volatility Comparison

The current volatility for Teucrium Soybean Fund (SOYB) is 4.42%, while SPDR S&P Oil & Gas Equipment & Services ETF (XES) has a volatility of 9.22%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than XES based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOYBXESDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.42%

9.22%

-4.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.47%

21.50%

-12.03%

Volatility (1Y)

Calculated over the trailing 1-year period

12.93%

30.96%

-18.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

38.85%

-21.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.80%

44.88%

-28.08%

SOYB vs. XES - Expense Ratio Comparison

SOYB has a 1.88% expense ratio, which is higher than XES's 0.35% expense ratio.


Dividends

SOYB vs. XES - Dividend Comparison

SOYB has not paid dividends to shareholders, while XES's dividend yield for the trailing twelve months is around 1.16%.


PositionTTM20252024202320222021202020192018201720162015
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%
XES
SPDR S&P Oil & Gas Equipment & Services ETF
1.16%1.69%1.31%0.66%0.36%1.81%1.33%1.43%1.14%1.68%0.64%2.47%

Frequently Asked Questions


SOYB and XES have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XES has higher volatility (9.22%) compared to SOYB (4.42%). In terms of maximum drawdown, SOYB dropped -53.76% vs XES's -95.65%.

On 10-year performance, SOYB leads with 2.13% vs -4.13% for XES. On fees, XES is cheaper at 0.35% per year. On volatility, SOYB has been the lower-risk option at 4.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SOYB has performed better with a 2.13% return vs -4.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XES is cheaper with a 0.35% expense ratio, compared with 1.88% for SOYB.

XES has the higher dividend yield at 1.16%, compared with 0.00% for SOYB.

SOYB is categorized as Agricultural Commodities, while XES is Energy Equities. SOYB tracks Teucrium Soybean Fund Benchmark, while XES tracks S&P Oil & Gas Equipment & Services Select Industry Index. They also come from different issuers: Teucrium and State Street. Their fees differ too: 1.88% for SOYB and 0.35% for XES.

XES currently has the higher Sharpe Ratio (2.13 vs 1.31), 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.

Portfolio Optimizer

Find the right allocation for SOYB and XES

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