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WXET vs. CORN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WXET vs. CORN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Daily Wheat ETF (WXET) and Teucrium Corn Fund (CORN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WXET achieves a 36.38% return, which is significantly higher than CORN's -0.45% return.


WXET

1D
-7.53%
1M
12.13%
6M
20.77%
YTD
36.38%
1Y
13.99%
3Y*
5Y*
10Y*
ALL TIME*
-10.00%

CORN

1D
-0.62%
1M
4.69%
6M
0.97%
YTD
-0.45%
1Y
2.80%
3Y*
-8.35%
5Y*
-2.59%
10Y*
-0.54%
ALL TIME*
-2.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$5.63M$5.32M$8.06M
$349.23K$373.64K$493.96K

WXET vs. CORN - Yearly Performance Comparison


2026 (YTD)20252024
WXET
Teucrium 2x Daily Wheat ETF
36.38%-37.99%-0.40%
CORN
Teucrium Corn Fund
-0.45%-5.54%2.12%

Correlation

The correlation between WXET and CORN is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2024

0.67

The correlation between WXET and CORN has been stable across timeframes, ranging from 0.67 to 0.71 - a consistent structural relationship.

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Return for Risk

WXET vs. CORN — Risk / Return Rank

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

WXET
WXET Risk / Return Rank: 1818
Overall Rank
WXET Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WXET Sortino Ratio Rank: 2121
Sortino Ratio Rank
WXET Omega Ratio Rank: 1919
Omega Ratio Rank
WXET Calmar Ratio Rank: 1717
Calmar Ratio Rank
WXET Martin Ratio Rank: 1717
Martin Ratio Rank

CORN
CORN Risk / Return Rank: 1414
Overall Rank
CORN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CORN Sortino Ratio Rank: 1313
Sortino Ratio Rank
CORN Omega Ratio Rank: 1313
Omega Ratio Rank
CORN Calmar Ratio Rank: 1313
Calmar Ratio Rank
CORN Martin Ratio Rank: 1414
Martin Ratio Rank
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.

WXET vs. CORN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Daily Wheat ETF (WXET) and Teucrium Corn Fund (CORN). 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.


WXETCORNDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.41

Omega ratioGain probability vs. loss probability

1.08

1.04

+0.04

Calmar ratioReturn relative to maximum drawdown

0.36

0.16

+0.19

Martin ratioReturn relative to average drawdown

0.84

0.47

+0.38

WXET vs. CORN - Sharpe Ratio Comparison

The current WXET Sharpe Ratio is 0.21, which is higher than the CORN Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of WXET and CORN, 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

WXET vs. CORN - Drawdown Comparison

The maximum WXET drawdown since its inception was -48.31%, smaller than the maximum CORN drawdown of -78.09%. Use the drawdown chart below to compare losses from any high point for WXET and CORN.


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Drawdown Indicators


WXETCORNDifference

Max Drawdown

Largest peak-to-trough decline

-48.31%

-78.09%

+29.78%

Max Drawdown (1Y)

Largest decline over 1 year

-30.76%

-13.86%

-16.90%

Max Drawdown (3Y)

Largest decline over 3 years

-28.70%

Max Drawdown (5Y)

Largest decline over 5 years

-45.19%

Max Drawdown (10Y)

Largest decline over 10 years

-45.19%

Current Drawdown

Current decline from peak

-29.50%

-66.49%

+36.99%

Average Drawdown

Average peak-to-trough decline

-30.49%

-51.23%

+20.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.29%

4.79%

+8.50%

Volatility

WXET vs. CORN - Volatility Comparison

Teucrium 2x Daily Wheat ETF (WXET) has a higher volatility of 21.37% compared to Teucrium Corn Fund (CORN) at 5.91%. This indicates that WXET's price experiences larger fluctuations and is considered to be riskier than CORN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WXETCORNDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.37%

5.91%

+15.46%

Volatility (6M)

Calculated over the trailing 6-month period

44.27%

12.60%

+31.67%

Volatility (1Y)

Calculated over the trailing 1-year period

51.52%

15.83%

+35.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.83%

19.20%

+30.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.83%

19.27%

+30.56%

WXET vs. CORN - Expense Ratio Comparison

WXET has a 0.95% expense ratio, which is lower than CORN's 2.19% expense ratio.


Dividends

WXET vs. CORN - Dividend Comparison

WXET's dividend yield for the trailing twelve months is around 1.74%, while CORN has not paid dividends to shareholders.


PositionTTM20252024
CORN
Teucrium Corn Fund
0.00%0.00%0.00%
WXET
Teucrium 2x Daily Wheat ETF
1.74%3.57%0.13%

Frequently Asked Questions


WXET and CORN have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WXET has higher volatility (21.37%) compared to CORN (5.91%). In terms of maximum drawdown, WXET dropped -48.31% vs CORN's -78.09%.

On 1-year performance, WXET leads with 13.99% vs 2.80% for CORN. On fees, WXET is cheaper at 0.95% per year. On volatility, CORN has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, WXET has performed better with a 13.99% return vs 2.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WXET is cheaper with a 0.95% expense ratio, compared with 2.19% for CORN.

WXET has the higher dividend yield at 1.74%, compared with 0.00% for CORN.

WXET is categorized as Leveraged Commodities, while CORN is Agricultural Commodities. Their fees differ too: 0.95% for WXET and 2.19% for CORN.

WXET currently has the higher Sharpe Ratio (0.21 vs 0.14), 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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