SOYB vs. XLE
SOYB (Teucrium Soybean Fund) and XLE (State Street Energy Select Sector SPDR ETF) are both exchange-traded funds - SOYB is a Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark, while XLE is a Energy Equities fund tracking the Energy Select Sector Index. Both are passively managed. Over the past 10 years, SOYB returned 3.22%/yr vs 10.52%/yr for XLE. Their 0.19 correlation means their historical movements had little consistent relationship. SOYB charges 1.88%/yr vs 0.08%/yr for XLE.
Performance
SOYB vs. XLE - Performance Comparison
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Returns By Period
In the year-to-date period, SOYB achieves a 15.10% return, which is significantly lower than XLE's 35.03% return. Over the past 10 years, SOYB has underperformed XLE with an annualized return of 3.22%, while XLE has yielded a comparatively higher 10.52% annualized return.
SOYB
- 1D
- -0.08%
- 1M
- 2.61%
- 6M
- 13.13%
- YTD
- 15.10%
- 1Y
- 18.60%
- 3Y*
- -3.34%
- 5Y*
- 1.71%
- 10Y*
- 3.22%
- ALL TIME*
- 0.17%
XLE
- 1D
- 1.00%
- 1M
- 12.76%
- 6M
- 18.26%
- YTD
- 35.03%
- 1Y
- 40.82%
- 3Y*
- 14.62%
- 5Y*
- 23.67%
- 10Y*
- 10.52%
- ALL TIME*
- 8.87%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.57M | $2.15M | $2.74M | |
| $1.70B | $1.73B | $1.97B |
SOYB vs. XLE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SOYB Teucrium Soybean Fund | 15.10% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
XLE State Street Energy Select Sector SPDR ETF | 35.03% | 7.88% | 5.56% | -0.63% | 64.32% | 53.28% | -32.67% | 11.74% | -18.22% | -0.89% |
Correlation
The correlation between SOYB and XLE is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.23 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011 | 0.19 |
The correlation between SOYB and XLE 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. XLE — Risk / Return Rank
SOYB
XLE
SOYB vs. XLE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Soybean Fund (SOYB) and State Street Energy Select Sector SPDR ETF (XLE). 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.
| SOYB | XLE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.55 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.32 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.13 | 2.74 | -0.61 |
| Martin ratioReturn relative to average drawdown | 5.60 | 7.32 | -1.72 |
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Drawdowns
SOYB vs. XLE - Drawdown Comparison
The maximum SOYB drawdown since its inception was -53.76%, smaller than the maximum XLE drawdown of -71.26%. Use the drawdown chart below to compare losses from any high point for SOYB and XLE.
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Drawdown Indicators
| SOYB | XLE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.76% | -71.26% | +17.50% |
Max Drawdown (1Y)Largest decline over 1 year | -8.78% | -14.98% | +6.20% |
Max Drawdown (3Y)Largest decline over 3 years | -30.61% | -20.14% | -10.47% |
Max Drawdown (5Y)Largest decline over 5 years | -31.01% | -26.04% | -4.97% |
Max Drawdown (10Y)Largest decline over 10 years | -33.93% | -66.81% | +32.88% |
Current DrawdownCurrent decline from peak | -14.16% | -4.13% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -25.64% | -17.93% | -7.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 5.62% | -2.29% |
Volatility
SOYB vs. XLE - Volatility Comparison
The current volatility for Teucrium Soybean Fund (SOYB) is 5.47%, while State Street Energy Select Sector SPDR ETF (XLE) has a volatility of 5.85%. This indicates that SOYB experiences smaller price fluctuations and is considered to be less risky than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SOYB | XLE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 5.85% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 10.13% | 16.71% | -6.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 21.05% | -7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.12% | 25.77% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.70% | 29.57% | -12.87% |
SOYB vs. XLE - Expense Ratio Comparison
SOYB has a 1.88% expense ratio, which is higher than XLE's 0.08% expense ratio.
Dividends
SOYB vs. XLE - Dividend Comparison
SOYB has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 2.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XLE State Street Energy Select Sector SPDR ETF | 2.55% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
Frequently Asked Questions
SOYB and XLE 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.
XLE has higher volatility (5.85%) compared to SOYB (5.47%). In terms of maximum drawdown, SOYB dropped -53.76% vs XLE's -71.26%.
On 10-year performance, XLE leads with 10.52% vs 3.22% for SOYB. On fees, XLE is cheaper at 0.08% per year. On volatility, SOYB has been the lower-risk option at 5.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, XLE has performed better with a 10.52% return vs 3.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XLE is cheaper with a 0.08% expense ratio, compared with 1.88% for SOYB.
XLE has the higher dividend yield at 2.55%, compared with 0.00% for SOYB.
SOYB is categorized as Agricultural Commodities, while XLE is Energy Equities. SOYB tracks Teucrium Soybean Fund Benchmark, while XLE tracks Energy Select Sector Index. They also come from different issuers: Teucrium and State Street. Their fees differ too: 1.88% for SOYB and 0.08% for XLE.
XLE currently has the higher Sharpe Ratio (1.95 vs 1.40), 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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