WEAT vs. GLD

In the year-to-date period, WEAT achieves a -3.73% return, which is significantly lower than GLD's 25.85% return. Over the past 10 years, WEAT has underperformed GLD with an annualized return of -7.67%, while GLD has yielded a comparatively higher 10.22% annualized return.

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WEAT has a 1.91% expense ratio, which is higher than GLD's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and SPDR Gold Trust (GLD). 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.

The current WEAT Sharpe Ratio is -0.83, which is lower than the GLD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of WEAT and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither WEAT nor GLD has paid dividends to shareholders.

The maximum WEAT drawdown since its inception was -81.78%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for WEAT and GLD. For additional features, visit the drawdowns tool.

The current volatility for Teucrium Wheat Fund (WEAT) is 4.99%, while SPDR Gold Trust (GLD) has a volatility of 8.30%. This indicates that WEAT experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.