WXET vs. YFYA

Last updated Jul 14, 2026

WXET (Teucrium 2x Daily Wheat ETF) and YFYA (Yields for You Income Strategy A ETF) are both exchange-traded funds - WXET is a Leveraged Commodities fund actively managed by Teucrium, while YFYA is a Ultrashort Bond fund actively managed by Teucrium. Both are actively managed. Over the past year, WXET returned 2.11% vs 4.11% for YFYA. At a correlation of -0.04, they often move in opposite directions. WXET charges 0.95%/yr vs 1.16%/yr for YFYA.

Performance

WXET vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Daily Wheat ETF (WXET) 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, WXET achieves a 36.00% return, which is significantly higher than YFYA's 1.93% return.

WXET

• 1D: -1.68%
• 1M: 13.05%
• 6M: 32.83%
• YTD: 36.00%
• 1Y: 2.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.10%
• 1M: 0.31%
• 6M: 1.33%
• YTD: 1.93%
• 1Y: 4.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

WXET vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
WXET Teucrium 2x Daily Wheat ETF	36.00%	-41.06%
YFYA Yields for You Income Strategy A ETF	1.93%	2.52%

Correlation

The correlation between WXET and YFYA is -0.07, 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	-0.07
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025	-0.04

Return for Risk

WXET vs. YFYA — Risk / Return Rank

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

WXET

WXET Risk / Return Rank: 11
WXET Sharpe Ratio Rank: 10
WXET Sortino Ratio Rank: 12
WXET Omega Ratio Rank: 12
WXET Calmar Ratio Rank: 10
WXET Martin Ratio Rank: 10

YFYA

YFYA Risk / Return Rank: 55
YFYA Sharpe Ratio Rank: 40
YFYA Sortino Ratio Rank: 39
YFYA Omega Ratio Rank: 60
YFYA Calmar Ratio Rank: 65
YFYA Martin Ratio Rank: 71

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.

WXET vs. YFYA - Risk-Adjusted Trends Comparison

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

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.

	WXET	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	0.04	1.14	-1.10
Sortino ratio: Return per unit of downside risk	0.45	1.65	-1.21
Omega ratio: Gain probability vs. loss probability	1.05	1.29	-0.24
Calmar ratio: Return relative to maximum drawdown	0.07	2.56	-2.49
Martin ratio: Return relative to average drawdown	0.13	10.22	-10.10

WXET vs. YFYA - Sharpe Ratio Comparison

The current WXET Sharpe Ratio is 0.04, which is lower than the YFYA Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of WXET 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.

Drawdowns

WXET vs. YFYA - Drawdown Comparison

The maximum WXET drawdown since its inception was -48.31%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for WXET and YFYA.

Drawdown Indicators

	WXET	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-48.31%	-2.29%	-46.02%
Max Drawdown (1Y) Largest decline over 1 year	-30.76%	-1.61%	-29.15%
Current Drawdown Current decline from peak	-29.70%	-0.40%	-29.30%
Average Drawdown Average peak-to-trough decline	-30.80%	-0.35%	-30.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.75%	0.40%	+16.35%

Volatility

WXET vs. YFYA - Volatility Comparison

Teucrium 2x Daily Wheat ETF (WXET) has a higher volatility of 15.22% compared to Yields for You Income Strategy A ETF (YFYA) at 0.46%. This indicates that WXET'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

	WXET	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.22%	0.46%	+14.76%
Volatility (6M) Calculated over the trailing 6-month period	41.40%	3.41%	+37.99%
Volatility (1Y) Calculated over the trailing 1-year period	48.94%	3.63%	+45.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.47%	3.53%	+44.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.47%	3.53%	+44.94%

WXET vs. YFYA - Expense Ratio Comparison

WXET has a 0.95% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

WXET vs. YFYA - Dividend Comparison

WXET's dividend yield for the trailing twelve months is around 1.77%, less than YFYA's 5.18% yield.

Position	TTM	2025	2024
WXET Teucrium 2x Daily Wheat ETF	1.77%	3.57%	0.13%
YFYA Yields for You Income Strategy A ETF	5.18%	3.67%	0.00%

Frequently Asked Questions

Can I hold both WXET and YFYA in my portfolio?

WXET and YFYA have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WXET or YFYA?

WXET has higher volatility (15.22%) compared to YFYA (0.46%). In terms of maximum drawdown, WXET dropped -48.31% vs YFYA's -2.29%.

Which ETF is better, WXET or YFYA?

On 1-year performance, YFYA leads with 4.11% vs 2.11% for WXET. On fees, WXET is cheaper at 0.95% per year. On volatility, YFYA has been the lower-risk option at 0.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WXET or YFYA?

Over the 1-year period, YFYA has performed better with a 4.11% return vs 2.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WXET or YFYA?

WXET is cheaper with a 0.95% expense ratio, compared with 1.16% for YFYA.

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

YFYA has the higher dividend yield at 5.18%, compared with 1.77% for WXET.

What is the main difference between WXET and YFYA?

WXET is categorized as Leveraged Commodities, while YFYA is Ultrashort Bond. Their fees differ too: 0.95% for WXET and 1.16% for YFYA.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.14 vs 0.04), 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.