TAGS vs. SOYB
TAGS (Teucrium Agricultural Fund) and SOYB (Teucrium Soybean Fund) are both Agricultural Commodities funds from Teucrium - TAGS tracks the Teucrium TAGS Index while SOYB tracks the Teucrium Soybean Fund Benchmark. Both are passively managed. Over the past 10 years, TAGS returned -1.88%/yr vs 1.77%/yr for SOYB. At a 0.41 correlation, their price movements are largely independent. TAGS charges 0.21%/yr vs 1.88%/yr for SOYB.
Performance
TAGS vs. SOYB - Performance Comparison
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Returns By Period
In the year-to-date period, TAGS achieves a 3.23% return, which is significantly lower than SOYB's 11.02% return. Over the past 10 years, TAGS has underperformed SOYB with an annualized return of -1.88%, while SOYB has yielded a comparatively higher 1.77% annualized return.
TAGS
- 1D
- -0.50%
- 1M
- -6.52%
- YTD
- 3.23%
- 6M
- 2.30%
- 1Y
- -4.35%
- 3Y*
- -10.24%
- 5Y*
- -0.80%
- 10Y*
- -1.88%
SOYB
- 1D
- -0.29%
- 1M
- -3.15%
- YTD
- 11.02%
- 6M
- 9.62%
- 1Y
- 9.62%
- 3Y*
- -3.56%
- 5Y*
- 1.76%
- 10Y*
- 1.77%
TAGS vs. SOYB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TAGS Teucrium Agricultural Fund | 3.23% | -8.76% | -14.57% | -6.11% | 16.25% | 27.05% | 8.19% | -4.53% | -7.10% | -13.94% |
SOYB Teucrium Soybean Fund | 11.02% | 1.77% | -20.48% | -5.23% | 25.27% | 16.85% | 22.99% | -2.16% | -9.51% | -6.38% |
Correlation
The correlation between TAGS and SOYB is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.68 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2012 | 0.41 |
Over the past year, TAGS and SOYB have become more correlated (0.67) than their long-term average of 0.41, meaning their price movements have been converging.
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Return for Risk
TAGS vs. SOYB — Risk / Return Rank
TAGS
SOYB
TAGS vs. SOYB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and Teucrium Soybean Fund (SOYB). 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.
| TAGS | SOYB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.54 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.14 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | 1.10 | -1.57 |
| Martin ratioReturn relative to average drawdown | -0.86 | 2.82 | -3.68 |
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Drawdowns
TAGS vs. SOYB - Drawdown Comparison
The maximum TAGS drawdown since its inception was -76.40%, which is greater than SOYB's maximum drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for TAGS and SOYB.
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Drawdown Indicators
| TAGS | SOYB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.40% | -53.76% | -22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.30% | -8.78% | -0.52% |
Max Drawdown (3Y)Largest decline over 3 years | -32.73% | -31.01% | -1.72% |
Max Drawdown (5Y)Largest decline over 5 years | -37.60% | -31.01% | -6.59% |
Max Drawdown (10Y)Largest decline over 10 years | -44.72% | -37.49% | -7.23% |
Current DrawdownCurrent decline from peak | -64.67% | -17.20% | -47.47% |
Average DrawdownAverage peak-to-trough decline | -57.24% | -25.72% | -31.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.24% | 3.43% | +1.81% |
Volatility
TAGS vs. SOYB - Volatility Comparison
Teucrium Agricultural Fund (TAGS) has a higher volatility of 3.29% compared to Teucrium Soybean Fund (SOYB) at 3.08%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than SOYB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TAGS | SOYB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 3.08% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 10.32% | 8.91% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 12.88% | -0.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.33% | 17.54% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 16.92% | +1.08% |
TAGS vs. SOYB - Expense Ratio Comparison
TAGS has a 0.21% expense ratio, which is lower than SOYB's 1.88% expense ratio.
Dividends
TAGS vs. SOYB - Dividend Comparison
Neither TAGS nor SOYB has paid dividends to shareholders.
Frequently Asked Questions
TAGS and SOYB have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TAGS has higher volatility (3.29%) compared to SOYB (3.08%). In terms of maximum drawdown, TAGS dropped -76.40% vs SOYB's -53.76%.
On 10-year performance, SOYB leads with 1.77% vs -1.88% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, SOYB has been the lower-risk option at 3.08%. 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 1.77% return vs -1.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TAGS is cheaper with a 0.21% expense ratio, compared with 1.88% for SOYB.
TAGS and SOYB have nearly identical dividend yields, around 0.00%.
TAGS tracks Teucrium TAGS Index, while SOYB tracks Teucrium Soybean Fund Benchmark. Their fees differ too: 0.21% for TAGS and 1.88% for SOYB.
SOYB currently has the higher Sharpe Ratio (0.75 vs -0.35), 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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