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WEAT vs. GLDM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEAT vs. GLDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and SPDR Gold MiniShares Trust (GLDM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WEAT achieves a 13.52% return, which is significantly higher than GLDM's 3.00% 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%

GLDM

1D
-0.96%
1M
-1.62%
YTD
3.00%
6M
5.60%
1Y
32.42%
3Y*
31.49%
5Y*
18.49%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. GLDM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WEAT
Teucrium Wheat Fund
13.52%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-4.20%
GLDM
SPDR Gold MiniShares Trust
3.00%64.20%27.08%13.04%-0.47%-4.01%25.10%18.10%1.84%

Correlation

The correlation between WEAT and GLDM is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.02

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jun 27, 2018

0.09

The correlation between WEAT and GLDM shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WEAT vs. GLDM — Risk / Return Rank

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

WEAT
WEAT Risk / Return Rank: 88
Overall Rank
WEAT Sharpe Ratio Rank: 99
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 88
Sortino Ratio Rank
WEAT Omega Ratio Rank: 88
Omega Ratio Rank
WEAT Calmar Ratio Rank: 88
Calmar Ratio Rank
WEAT Martin Ratio Rank: 88
Martin Ratio Rank

GLDM
GLDM Risk / Return Rank: 3232
Overall Rank
GLDM Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GLDM Sortino Ratio Rank: 2929
Sortino Ratio Rank
GLDM Omega Ratio Rank: 3636
Omega Ratio Rank
GLDM Calmar Ratio Rank: 3434
Calmar Ratio Rank
GLDM Martin Ratio Rank: 2929
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.

WEAT vs. GLDM - Risk-Adjusted Trends Comparison

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


WEATGLDMDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.48

Omega ratioGain probability vs. loss probability

1.02

1.25

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.02

1.70

-1.72

Martin ratioReturn relative to average drawdown

-0.03

4.23

-4.26

WEAT vs. GLDM - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.02, which is lower than the GLDM Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of WEAT and GLDM, 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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Sharpe Ratios by Period


WEATGLDMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

1.24

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

1.04

-1.30

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

1.02

-1.43

Drawdowns

WEAT vs. GLDM - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than GLDM's maximum drawdown of -21.63%. Use the drawdown chart below to compare losses from any high point for WEAT and GLDM.


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Drawdown Indicators


WEATGLDMDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-21.63%

-62.69%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-19.14%

+1.29%

Max Drawdown (3Y)

Largest decline over 3 years

-46.27%

-19.14%

-27.13%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-20.92%

-46.91%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

Current Drawdown

Current decline from peak

-82.12%

-17.65%

-64.47%

Average Drawdown

Average peak-to-trough decline

-63.12%

-6.22%

-56.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

7.69%

+3.60%

Volatility

WEAT vs. GLDM - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to SPDR Gold MiniShares Trust (GLDM) at 5.47%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than GLDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEATGLDMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

5.47%

+4.53%

Volatility (6M)

Calculated over the trailing 6-month period

18.05%

22.99%

-4.94%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

26.39%

-3.77%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.51%

17.91%

+12.60%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.80%

16.85%

+9.95%

WEAT vs. GLDM - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than GLDM's 0.10% expense ratio.


Dividends

WEAT vs. GLDM - Dividend Comparison

Neither WEAT nor GLDM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WEAT and GLDM have a correlation of -0.02, 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 GLDM (5.47%). In terms of maximum drawdown, WEAT dropped -84.32% vs GLDM's -21.63%.

On 5-year performance, GLDM leads with 18.49% vs -7.95% for WEAT. On fees, GLDM is cheaper at 0.10% per year. On volatility, GLDM 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 5-year period, GLDM has performed better with a 18.49% return vs -7.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GLDM is cheaper with a 0.10% expense ratio, compared with 1.91% for WEAT.

WEAT and GLDM have nearly identical dividend yields, around 0.00%.

WEAT is categorized as Agricultural Commodities, while GLDM is Gold. WEAT tracks Teucrium Wheat Fund Benchmark, while GLDM tracks LBMA Gold Price PM. They also come from different issuers: Teucrium and State Street. Their fees differ too: 1.91% for WEAT and 0.10% for GLDM.

GLDM currently has the higher Sharpe Ratio (1.24 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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