PortfoliosLab logoPortfoliosLab logo
WEAT vs. TQQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEAT vs. TQQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and ProShares UltraPro QQQ (TQQQ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, WEAT achieves a 13.52% return, which is significantly lower than TQQQ's 64.46% return. Over the past 10 years, WEAT has underperformed TQQQ with an annualized return of -6.84%, while TQQQ has yielded a comparatively higher 45.33% annualized 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%

TQQQ

1D
-0.76%
1M
33.35%
YTD
64.46%
6M
55.93%
1Y
137.89%
3Y*
69.49%
5Y*
28.37%
10Y*
45.33%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. TQQQ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEAT
Teucrium Wheat Fund
13.52%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%
TQQQ
ProShares UltraPro QQQ
64.46%34.35%58.27%198.04%-79.09%82.98%110.05%133.84%-19.79%118.06%

Correlation

The correlation between WEAT and TQQQ is -0.15, 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

-0.15

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

-0.02

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

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Sep 20, 2011

0.02

The correlation between WEAT and TQQQ shifts across timeframes, from -0.15 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

WEAT vs. TQQQ — 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

TQQQ
TQQQ Risk / Return Rank: 7171
Overall Rank
TQQQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
TQQQ Sortino Ratio Rank: 6565
Sortino Ratio Rank
TQQQ Omega Ratio Rank: 6565
Omega Ratio Rank
TQQQ Calmar Ratio Rank: 7373
Calmar Ratio Rank
TQQQ Martin Ratio Rank: 6666
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. TQQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and ProShares UltraPro QQQ (TQQQ). 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.


WEATTQQQDifference
Sharpe ratioReturn per unit of total volatility

-2.93

Sortino ratioReturn per unit of downside risk

-2.94

Omega ratioGain probability vs. loss probability

1.02

1.40

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.02

3.75

-3.77

Martin ratioReturn relative to average drawdown

-0.03

12.27

-12.30

WEAT vs. TQQQ - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.02, which is lower than the TQQQ Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of WEAT and TQQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


WEATTQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

2.92

-2.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.26

0.43

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

0.69

-0.95

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.74

-1.15

Drawdowns

WEAT vs. TQQQ - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, roughly equal to the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for WEAT and TQQQ.


Loading charts...

Drawdown Indicators


WEATTQQQDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-81.66%

-2.66%

Max Drawdown (1Y)

Largest decline over 1 year

-17.85%

-36.97%

+19.12%

Max Drawdown (3Y)

Largest decline over 3 years

-46.27%

-58.04%

+11.77%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-81.66%

+13.83%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

-81.66%

+13.83%

Current Drawdown

Current decline from peak

-82.12%

-0.76%

-81.36%

Average Drawdown

Average peak-to-trough decline

-63.12%

-18.52%

-44.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

11.28%

+0.01%

Volatility

WEAT vs. TQQQ - Volatility Comparison

The current volatility for Teucrium Wheat Fund (WEAT) is 10.00%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 13.29%. This indicates that WEAT experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


WEATTQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.00%

13.29%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

18.05%

36.04%

-17.99%

Volatility (1Y)

Calculated over the trailing 1-year period

22.62%

47.60%

-24.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.51%

66.53%

-36.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.80%

65.96%

-39.16%

WEAT vs. TQQQ - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than TQQQ's 0.95% expense ratio.


Dividends

WEAT vs. TQQQ - Dividend Comparison

WEAT has not paid dividends to shareholders, while TQQQ's dividend yield for the trailing twelve months is around 0.36%.


PositionTTM20252024202320222021202020192018201720162015
TQQQ
ProShares UltraPro QQQ
0.36%0.65%1.27%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%
WEAT
Teucrium Wheat 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%

Frequently Asked Questions


WEAT and TQQQ have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TQQQ has higher volatility (13.29%) compared to WEAT (10.00%). In terms of maximum drawdown, WEAT dropped -84.32% vs TQQQ's -81.66%.

On 10-year performance, TQQQ leads with 45.33% vs -6.84% for WEAT. On fees, TQQQ is cheaper at 0.95% per year. On volatility, WEAT has been the lower-risk option at 10.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TQQQ has performed better with a 45.33% return vs -6.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TQQQ is cheaper with a 0.95% expense ratio, compared with 1.91% for WEAT.

TQQQ has the higher dividend yield at 0.36%, compared with 0.00% for WEAT.

WEAT is categorized as Agricultural Commodities, while TQQQ is Leveraged Equities. WEAT tracks Teucrium Wheat Fund Benchmark, while TQQQ tracks NASDAQ-100 Index (300%). They also come from different issuers: Teucrium and ProShares. Their fees differ too: 1.91% for WEAT and 0.95% for TQQQ.

TQQQ currently has the higher Sharpe Ratio (2.92 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.

Portfolio Optimizer

Find the right allocation for WEAT and TQQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer