WEAT vs. YFYA

Last updated Jun 4, 2026

WEAT (Teucrium Wheat Fund) and YFYA (Yields for You Income Strategy A ETF) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark, while YFYA is a Ultrashort Bond fund actively managed by Teucrium. WEAT is passively managed, while YFYA is actively managed. Over the past year, WEAT returned -0.35% vs 5.38% for YFYA. At a correlation of -0.04, they often move in opposite directions. WEAT charges 1.91%/yr vs 1.16%/yr for YFYA.

Performance

WEAT vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Wheat Fund (WEAT) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WEAT achieves a 13.52% return, which is significantly higher than YFYA's 2.34% 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%

YFYA

• 1D: 0.41%
• 1M: 1.07%
• YTD: 2.34%
• 6M: 2.59%
• 1Y: 5.38%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WEAT vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
WEAT Teucrium Wheat Fund	13.52%	-19.31%
YFYA Yields for You Income Strategy A ETF	2.34%	2.88%

Correlation

The correlation between WEAT and YFYA is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	-0.04

Return for Risk

WEAT vs. YFYA — Risk / Return Rank

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

WEAT

WEAT Risk / Return Rank: 8
WEAT Sharpe Ratio Rank: 9
WEAT Sortino Ratio Rank: 8
WEAT Omega Ratio Rank: 8
WEAT Calmar Ratio Rank: 8
WEAT Martin Ratio Rank: 8

YFYA

YFYA Risk / Return Rank: 61
YFYA Sharpe Ratio Rank: 44
YFYA Sortino Ratio Rank: 45
YFYA Omega Ratio Rank: 67
YFYA Calmar Ratio Rank: 68
YFYA Martin Ratio Rank: 79

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) and Yields for You Income Strategy A ETF (YFYA). 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.

	WEAT	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	-0.02	1.50	-1.52
Sortino ratio: Return per unit of downside risk	0.15	2.21	-2.06
Omega ratio: Gain probability vs. loss probability	1.02	1.40	-0.38
Calmar ratio: Return relative to maximum drawdown	-0.02	3.35	-3.37
Martin ratio: Return relative to average drawdown	-0.03	15.29	-15.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WEAT vs. YFYA - Sharpe Ratio Comparison

The current WEAT Sharpe Ratio is -0.02, which is lower than the YFYA Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of WEAT and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	WEAT	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.02	1.50	-1.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.26	—	—
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	1.10	-1.51

Drawdowns

WEAT vs. YFYA - Drawdown Comparison

The maximum WEAT drawdown since its inception was -84.32%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for WEAT and YFYA.

Drawdown Indicators

	WEAT	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-84.32%	-2.29%	-82.03%
Max Drawdown (1Y) Largest decline over 1 year	-17.85%	-1.61%	-16.24%
Max Drawdown (3Y) Largest decline over 3 years	-46.27%	—	—
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	-82.12%	0.00%	-82.12%
Average Drawdown Average peak-to-trough decline	-63.12%	-0.33%	-62.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.29%	0.35%	+10.94%

Volatility

WEAT vs. YFYA - Volatility Comparison

Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to Yields for You Income Strategy A ETF (YFYA) at 1.14%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WEAT	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.00%	1.14%	+8.86%
Volatility (6M) Calculated over the trailing 6-month period	18.05%	3.35%	+14.70%
Volatility (1Y) Calculated over the trailing 1-year period	22.62%	3.59%	+19.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.51%	3.59%	+26.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.80%	3.59%	+23.21%

WEAT vs. YFYA - Expense Ratio Comparison

WEAT has a 1.91% expense ratio, which is higher than YFYA's 1.16% expense ratio.

Dividends

WEAT vs. YFYA - Dividend Comparison

WEAT has not paid dividends to shareholders, while YFYA's dividend yield for the trailing twelve months is around 5.14%.

Position	TTM	2025
WEAT Teucrium Wheat Fund	0.00%	0.00%
YFYA Yields for You Income Strategy A ETF	5.14%	3.67%

Frequently Asked Questions

Can I hold both WEAT and YFYA in my portfolio?

WEAT and YFYA have a correlation of -0.08, 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 YFYA?

WEAT has higher volatility (10.00%) compared to YFYA (1.14%). In terms of maximum drawdown, WEAT dropped -84.32% vs YFYA's -2.29%.

Which ETF is better, WEAT or YFYA?

On 1-year performance, YFYA leads with 5.38% vs -0.35% for WEAT. On fees, YFYA is cheaper at 1.16% per year. On volatility, YFYA has been the lower-risk option at 1.14%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WEAT or YFYA?

Over the 1-year period, YFYA has performed better with a 5.38% return vs -0.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WEAT or YFYA?

YFYA is cheaper with a 1.16% expense ratio, compared with 1.91% for WEAT.

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

YFYA has the higher dividend yield at 5.14%, compared with 0.00% for WEAT.

What is the main difference between WEAT and YFYA?

WEAT is categorized as Agricultural Commodities, while YFYA is Ultrashort Bond. Their fees differ too: 1.91% for WEAT and 1.16% for YFYA.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.50 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.