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WEAT vs. USCI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEAT vs. USCI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and United States Commodity Index Fund (USCI). 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 18.78% return, which is significantly lower than USCI's 23.68% return. Over the past 10 years, WEAT has underperformed USCI with an annualized return of -5.23%, while USCI has yielded a comparatively higher 8.41% annualized return.


WEAT

1D
2.91%
1M
5.75%
6M
16.62%
YTD
18.78%
1Y
5.42%
3Y*
-10.15%
5Y*
-5.12%
10Y*
-5.23%

USCI

1D
-0.50%
1M
-0.05%
6M
22.70%
YTD
23.68%
1Y
28.10%
3Y*
20.39%
5Y*
19.25%
10Y*
8.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEAT vs. USCI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WEAT
Teucrium Wheat Fund
18.78%-17.14%-19.26%-25.19%7.98%19.39%5.81%-1.35%-1.17%-12.79%
USCI
United States Commodity Index Fund
23.68%17.63%17.24%-0.00%29.47%33.07%-11.47%-1.68%-11.76%6.32%

Correlation

The correlation between WEAT and USCI is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.24

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

0.16

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

0.25

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

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2011

0.30

The correlation between WEAT and USCI shifts across timeframes, from 0.16 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WEAT vs. USCI — Risk / Return Rank

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

WEAT
WEAT Risk / Return Rank: 1212
Overall Rank
WEAT Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WEAT Sortino Ratio Rank: 1212
Sortino Ratio Rank
WEAT Omega Ratio Rank: 1212
Omega Ratio Rank
WEAT Calmar Ratio Rank: 1313
Calmar Ratio Rank
WEAT Martin Ratio Rank: 1212
Martin Ratio Rank

USCI
USCI Risk / Return Rank: 6565
Overall Rank
USCI Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
USCI Sortino Ratio Rank: 6565
Sortino Ratio Rank
USCI Omega Ratio Rank: 6262
Omega Ratio Rank
USCI Calmar Ratio Rank: 6767
Calmar Ratio Rank
USCI Martin Ratio Rank: 6161
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. USCI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and United States Commodity Index Fund (USCI). 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.


WEATUSCIDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-1.97

Omega ratioGain probability vs. loss probability

1.05

1.30

-0.26

Calmar ratioReturn relative to maximum drawdown

0.25

2.67

-2.42

Martin ratioReturn relative to average drawdown

0.48

8.50

-8.01

WEAT vs. USCI - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is 0.16, which is lower than the USCI Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of WEAT and USCI, 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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Drawdowns

WEAT vs. USCI - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than USCI's maximum drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for WEAT and USCI.


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Drawdown Indicators


WEATUSCIDifference

Max Drawdown

Largest peak-to-trough decline

-84.32%

-66.41%

-17.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.44%

-11.19%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-46.27%

-12.01%

-34.26%

Max Drawdown (5Y)

Largest decline over 5 years

-67.83%

-18.84%

-48.99%

Max Drawdown (10Y)

Largest decline over 10 years

-67.83%

-45.82%

-22.01%

Current Drawdown

Current decline from peak

-81.29%

-6.52%

-74.77%

Average Drawdown

Average peak-to-trough decline

-63.23%

-29.37%

-33.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.21%

3.51%

+4.70%

Volatility

WEAT vs. USCI - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 6.35% compared to United States Commodity Index Fund (USCI) at 4.94%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WEATUSCIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.35%

4.94%

+1.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.74%

14.42%

+4.32%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

16.91%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

18.40%

+11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

15.88%

+10.89%

WEAT vs. USCI - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than USCI's 1.03% expense ratio.


Dividends

WEAT vs. USCI - Dividend Comparison

Neither WEAT nor USCI has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WEAT and USCI have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WEAT has higher volatility (6.35%) compared to USCI (4.94%). In terms of maximum drawdown, WEAT dropped -84.32% vs USCI's -66.41%.

On 10-year performance, USCI leads with 8.41% vs -5.23% for WEAT. On fees, USCI is cheaper at 1.03% per year. On volatility, USCI has been the lower-risk option at 4.94%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USCI has performed better with a 8.41% return vs -5.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USCI is cheaper with a 1.03% expense ratio, compared with 1.91% for WEAT.

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

WEAT is categorized as Agricultural Commodities, while USCI is Commodities. WEAT tracks Teucrium Wheat Index (TWEAT), while USCI tracks SummerHaven Dynamic Commodity Index Total Return. They also come from different issuers: Teucrium and United States Commodity Funds. Their fees differ too: 1.91% for WEAT and 1.03% for USCI.

USCI currently has the higher Sharpe Ratio (1.77 vs 0.16), 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

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