XBNB vs. SOYB

Last updated Jul 16, 2026

XBNB (Teucrium xETFs 2x Long Daily BNB ETF) and SOYB (Teucrium Soybean Fund) are both exchange-traded funds - XBNB is a Leveraged Cryptocurrency fund tracking the Binance Coin (BNB), while SOYB is a Agricultural Commodities fund tracking the Teucrium Soybean Fund Benchmark. Both are passively managed. At a correlation of -0.00, they often move in opposite directions. XBNB charges 1.89%/yr vs 1.88%/yr for SOYB.

Performance

XBNB vs. SOYB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Teucrium Soybean Fund (SOYB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

XBNB

• 1D: -0.44%
• 1M: -15.49%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SOYB

• 1D: 1.11%
• 1M: 5.72%
• 6M: 17.39%
• YTD: 16.74%
• 1Y: 19.56%
• 3Y*: -3.33%
• 5Y*: 1.57%
• 10Y*: 2.54%

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

XBNB vs. SOYB - Yearly Performance Comparison

	2026 (YTD)
XBNB Teucrium xETFs 2x Long Daily BNB ETF	-21.36%
SOYB Teucrium Soybean Fund	3.49%

Correlation

The correlation between XBNB and SOYB is -0.00, 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 (All Time) Calculated using the full available price history since Apr 28, 2026	-0.00

Return for Risk

XBNB vs. SOYB — Risk / Return Rank

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

XBNB

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SOYB

SOYB Risk / Return Rank: 53
SOYB Sharpe Ratio Rank: 55
SOYB Sortino Ratio Rank: 58
SOYB Omega Ratio Rank: 53
SOYB Calmar Ratio Rank: 55
SOYB Martin Ratio Rank: 44

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.

XBNB vs. SOYB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium xETFs 2x Long Daily BNB ETF (XBNB) and Teucrium Soybean Fund (SOYB). 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.

	XBNB	SOYB	Difference
Sharpe ratio: Return per unit of total volatility	—	1.52	—
Sortino ratio: Return per unit of downside risk	—	2.25	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.24	—
Martin ratio: Return relative to average drawdown	—	5.84	—

Drawdowns

XBNB vs. SOYB - Drawdown Comparison

The maximum XBNB drawdown since its inception was -40.97%, smaller than the maximum SOYB drawdown of -53.76%. Use the drawdown chart below to compare losses from any high point for XBNB and SOYB.

Drawdown Indicators

	XBNB	SOYB	Difference
Max Drawdown Largest peak-to-trough decline	-40.97%	-53.76%	+12.79%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.78%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-31.01%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-31.01%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-33.93%	—
Current Drawdown Current decline from peak	-34.67%	-12.93%	-21.74%
Average Drawdown Average peak-to-trough decline	-19.62%	-25.68%	+6.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.36%	—

Volatility

Volatility by Period

	XBNB	SOYB	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	86.63%	12.98%	+73.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	86.63%	17.11%	+69.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	86.63%	16.76%	+69.87%

XBNB vs. SOYB - Expense Ratio Comparison

XBNB has a 1.89% expense ratio, which is higher than SOYB's 1.88% expense ratio.

Dividends

XBNB vs. SOYB - Dividend Comparison

XBNB's dividend yield for the trailing twelve months is around 0.01%, while SOYB has not paid dividends to shareholders.

Position	TTM
SOYB Teucrium Soybean Fund	0.00%
XBNB Teucrium xETFs 2x Long Daily BNB ETF	0.01%

Frequently Asked Questions

Can I hold both XBNB and SOYB in my portfolio?

XBNB and SOYB have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, XBNB or SOYB?

On fees, SOYB is cheaper at 1.88% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, XBNB or SOYB?

SOYB is cheaper with a 1.88% expense ratio, compared with 1.89% for XBNB.

Which ETF pays a higher dividend yield, XBNB or SOYB?

XBNB has the higher dividend yield at 0.01%, compared with 0.00% for SOYB.

What is the main difference between XBNB and SOYB?

XBNB is categorized as Leveraged Cryptocurrency, while SOYB is Agricultural Commodities. XBNB tracks Binance Coin (BNB), while SOYB tracks Teucrium Soybean Fund Benchmark. Their fees differ too: 1.89% for XBNB and 1.88% for SOYB.