WEAT vs. DJIA
WEAT (Teucrium Wheat Fund) and DJIA (Global X Dow 30 Covered Call ETF) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark, while DJIA is a Derivative Income fund tracking the DJIA Cboe BuyWrite v2 Index. Both are passively managed. Over the past 3 years, WEAT returned -10.48%/yr vs 10.50%/yr for DJIA. At a correlation of -0.08, they often move in opposite directions. WEAT charges 1.91%/yr vs 0.60%/yr for DJIA.
Performance
WEAT vs. DJIA - Performance Comparison
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Returns By Period
In the year-to-date period, WEAT achieves a 13.52% return, which is significantly higher than DJIA's 3.46% return.
WEAT
- 1D
- -2.07%
- 1M
- -6.32%
- YTD
- 13.52%
- 6M
- 8.73%
- 1Y
- -0.35%
- 3Y*
- -10.48%
- 5Y*
- -7.95%
- 10Y*
- -6.84%
DJIA
- 1D
- 0.02%
- 1M
- 3.32%
- YTD
- 3.46%
- 6M
- 3.90%
- 1Y
- 14.53%
- 3Y*
- 10.50%
- 5Y*
- —
- 10Y*
- —
WEAT vs. DJIA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WEAT Teucrium Wheat Fund | 13.52% | -17.14% | -19.26% | -25.19% | -9.63% |
DJIA Global X Dow 30 Covered Call ETF | 3.46% | 9.11% | 14.52% | 9.15% | -2.80% |
Correlation
The correlation between WEAT and DJIA is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.09 |
Correlation (All Time) Calculated using the full available price history since Feb 25, 2022 | -0.08 |
The correlation between WEAT and DJIA shifts across timeframes, from -0.22 (1 year) to -0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WEAT vs. DJIA — Risk / Return Rank
WEAT
DJIA
WEAT vs. DJIA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and Global X Dow 30 Covered Call ETF (DJIA). 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.
| WEAT | DJIA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.90 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.39 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.99 | -2.01 |
| Martin ratioReturn relative to average drawdown | -0.03 | 7.38 | -7.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WEAT | DJIA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 1.89 | -1.90 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | 0.69 | -1.10 |
Drawdowns
WEAT vs. DJIA - Drawdown Comparison
The maximum WEAT drawdown since its inception was -84.32%, which is greater than DJIA's maximum drawdown of -16.91%. Use the drawdown chart below to compare losses from any high point for WEAT and DJIA.
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Drawdown Indicators
| WEAT | DJIA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -16.91% | -67.41% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -7.34% | -10.51% |
Max Drawdown (3Y)Largest decline over 3 years | -46.27% | -12.09% | -34.18% |
Max Drawdown (5Y)Largest decline over 5 years | -67.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.83% | — | — |
Current DrawdownCurrent decline from peak | -82.12% | -0.13% | -81.99% |
Average DrawdownAverage peak-to-trough decline | -63.12% | -3.59% | -59.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 1.97% | +9.32% |
Volatility
WEAT vs. DJIA - Volatility Comparison
Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to Global X Dow 30 Covered Call ETF (DJIA) at 1.66%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than DJIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WEAT | DJIA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 1.66% | +8.34% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 6.24% | +11.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 7.74% | +14.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.51% | 11.19% | +19.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.80% | 11.19% | +15.61% |
WEAT vs. DJIA - Expense Ratio Comparison
WEAT has a 1.91% expense ratio, which is higher than DJIA's 0.60% expense ratio.
Dividends
WEAT vs. DJIA - Dividend Comparison
WEAT has not paid dividends to shareholders, while DJIA's dividend yield for the trailing twelve months is around 10.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DJIA Global X Dow 30 Covered Call ETF | 10.82% | 10.60% | 11.44% | 7.16% | 9.18% |
WEAT Teucrium Wheat Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WEAT and DJIA have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEAT has higher volatility (10.00%) compared to DJIA (1.66%). In terms of maximum drawdown, WEAT dropped -84.32% vs DJIA's -16.91%.
On 3-year performance, DJIA leads with 10.50% vs -10.48% for WEAT. On fees, DJIA is cheaper at 0.60% per year. On volatility, DJIA has been the lower-risk option at 1.66%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, DJIA has performed better with a 10.50% return vs -10.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJIA is cheaper with a 0.60% expense ratio, compared with 1.91% for WEAT.
DJIA has the higher dividend yield at 10.82%, compared with 0.00% for WEAT.
WEAT is categorized as Agricultural Commodities, while DJIA is Derivative Income. WEAT tracks Teucrium Wheat Fund Benchmark, while DJIA tracks DJIA Cboe BuyWrite v2 Index. They also come from different issuers: Teucrium and Global X. Their fees differ too: 1.91% for WEAT and 0.60% for DJIA.
DJIA currently has the higher Sharpe Ratio (1.89 vs -0.02), 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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