WEAT vs. WEEK

Last updated Aug 2, 2026

WEAT (Teucrium Wheat Fund) and WEEK (Roundhill Weekly T-Bill ETF) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT), while WEEK is a Ultrashort Bond fund actively managed by Roundhill. WEAT is passively managed, while WEEK is actively managed. Over the past year, WEAT returned 10.74% vs 3.70% for WEEK. Their -0.13 correlation means they have often moved in opposite directions in the past. WEAT charges 1.91%/yr vs 0.19%/yr for WEEK.

Performance

WEAT vs. WEEK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and Roundhill Weekly T-Bill ETF (WEEK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WEAT achieves a 19.23% return, which is significantly higher than WEEK's 2.03% return.

WEAT

• 1D: -3.29%
• 1M: 6.25%
• 6M: 13.54%
• YTD: 19.23%
• 1Y: 10.74%
• 3Y*: -10.44%
• 5Y*: -7.18%
• 10Y*: -4.69%
• ALL TIME*: -10.45%

WEEK

• 1D: 0.05%
• 1M: 0.25%
• 6M: 1.79%
• YTD: 2.03%
• 1Y: 3.70%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
WEAT Teucrium Wheat Fund	$15.37M	$12.62M	$15.36M
WEEK Roundhill Weekly T-Bill ETF	$3.50M	$3.29M	$3.82M

WEAT vs. WEEK - Yearly Performance Comparison

	2026 (YTD)	2025
WEAT Teucrium Wheat Fund	19.23%	-16.62%
WEEK Roundhill Weekly T-Bill ETF	2.03%	3.37%

Correlation

The correlation between WEAT and WEEK is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.17
Correlation (All Time) Calculated using the full available price history since Mar 6, 2025	-0.13

Return for Risk

WEAT vs. WEEK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

WEAT

WEAT Risk / Return Rank: 22
WEAT Sharpe Ratio Rank: 20
WEAT Sortino Ratio Rank: 22
WEAT Omega Ratio Rank: 21
WEAT Calmar Ratio Rank: 23
WEAT Martin Ratio Rank: 23

WEEK

WEEK Risk / Return Rank: 99
WEEK Sharpe Ratio Rank: 99
WEEK Sortino Ratio Rank: 99
WEEK Omega Ratio Rank: 99
WEEK Calmar Ratio Rank: 99
WEEK Martin Ratio Rank: 99

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

WEAT vs. WEEK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and Roundhill Weekly T-Bill ETF (WEEK). 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.

	WEAT	WEEK	Difference
Sharpe ratio: Return per unit of total volatility	0.42	8.76	-8.35
Sortino ratio: Return per unit of downside risk	0.82	18.32	-17.50
Omega ratio: Gain probability vs. loss probability	1.09	4.36	-3.27
Calmar ratio: Return relative to maximum drawdown	0.66	28.82	-28.16
Martin ratio: Return relative to average drawdown	1.67	248.42	-246.75

WEAT vs. WEEK - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is 0.42, which is lower than the WEEK Sharpe Ratio of 8.76. The chart below compares the historical Sharpe Ratios of WEAT and WEEK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

WEAT vs. WEEK - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than WEEK's maximum drawdown of -0.13%. Use the drawdown chart below to compare losses from any high point for WEAT and WEEK.

Drawdown Indicators

	WEAT	WEEK	Difference
Max Drawdown Largest peak-to-trough decline	-84.32%	-0.13%	-84.19%
Max Drawdown (1Y) Largest decline over 1 year	-14.44%	-0.13%	-14.31%
Max Drawdown (3Y) Largest decline over 3 years	-40.21%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-67.83%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-67.83%	—	—
Current Drawdown Current decline from peak	-81.22%	0.00%	-81.22%
Average Drawdown Average peak-to-trough decline	-63.30%	-0.01%	-63.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.77%	0.02%	+5.75%

Volatility

WEAT vs. WEEK - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 8.78% compared to Roundhill Weekly T-Bill ETF (WEEK) at 0.10%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than WEEK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEAT	WEEK	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.78%	0.10%	+8.68%
Volatility (6M) Calculated over the trailing 6-month period	19.79%	0.25%	+19.54%
Volatility (1Y) Calculated over the trailing 1-year period	22.84%	0.43%	+22.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.33%	0.39%	+29.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.84%	0.39%	+26.45%

WEAT vs. WEEK - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than WEEK's 0.19% expense ratio.

Dividends

WEAT vs. WEEK - Dividend Comparison

WEAT has not paid dividends to shareholders, while WEEK's dividend yield for the trailing twelve months is around 3.63%.

Position	TTM	2025
WEAT Teucrium Wheat Fund	0.00%	0.00%
WEEK Roundhill Weekly T-Bill ETF	3.63%	3.27%

Frequently Asked Questions

Can I hold both WEAT and WEEK in my portfolio?

WEAT and WEEK have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WEAT or WEEK?

WEAT has higher volatility (8.78%) compared to WEEK (0.10%). In terms of maximum drawdown, WEAT dropped -84.32% vs WEEK's -0.13%.

Which ETF is better, WEAT or WEEK?

On 1-year performance, WEAT leads with 10.74% vs 3.70% for WEEK. On fees, WEEK is cheaper at 0.19% per year. On volatility, WEEK has been the lower-risk option at 0.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WEAT or WEEK?

Over the 1-year period, WEAT has performed better with a 10.74% return vs 3.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WEAT or WEEK?

WEEK is cheaper with a 0.19% expense ratio, compared with 1.91% for WEAT.

Which ETF pays a higher dividend yield, WEAT or WEEK?

WEEK has the higher dividend yield at 3.63%, compared with 0.00% for WEAT.

What is the main difference between WEAT and WEEK?

WEAT is categorized as Agricultural Commodities, while WEEK is Ultrashort Bond. They also come from different issuers: Teucrium and Roundhill. Their fees differ too: 1.91% for WEAT and 0.19% for WEEK.

Which has better risk-adjusted returns?

WEEK currently has the higher Sharpe Ratio (8.76 vs 0.42), 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.