YFYA vs. CANE

Last updated Aug 5, 2026

YFYA (Yields for You Income Strategy A ETF) and CANE (Teucrium Sugar Fund) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while CANE is a Agricultural Commodities fund tracking the Teucrium Sugar Fund Benchmark. YFYA is actively managed, while CANE is passively managed. Over the past year, YFYA returned 4.43% vs -8.88% for CANE. Their -0.05 correlation means they have often moved in opposite directions in the past. YFYA charges 1.16%/yr vs 1.88%/yr for CANE.

Performance

YFYA vs. CANE - Performance Comparison

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

Returns By Period

In the year-to-date period, YFYA achieves a 2.40% return, which is significantly higher than CANE's 1.59% return.

YFYA

• 1D: 0.36%
• 1M: 0.51%
• 6M: 1.60%
• YTD: 2.40%
• 1Y: 4.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.28%

CANE

• 1D: 0.71%
• 1M: 1.43%
• 6M: 4.98%
• YTD: 1.59%
• 1Y: -8.88%
• 3Y*: -8.95%
• 5Y*: 2.08%
• 10Y*: -2.97%
• ALL TIME*: -6.06%

*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)
CANE Teucrium Sugar Fund	$1.59M	$1.70M	$2.96M
YFYA Yields for You Income Strategy A ETF	$115.78K	$95.47K	$137.11K

YFYA vs. CANE - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	2.40%	2.52%
CANE Teucrium Sugar Fund	1.59%	-15.47%

Correlation

The correlation between YFYA and CANE is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.05
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025	-0.05

Return for Risk

YFYA vs. CANE — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 59
YFYA Sharpe Ratio Rank: 43
YFYA Sortino Ratio Rank: 43
YFYA Omega Ratio Rank: 64
YFYA Calmar Ratio Rank: 70
YFYA Martin Ratio Rank: 75

CANE

CANE Risk / Return Rank: 5
CANE Sharpe Ratio Rank: 5
CANE Sortino Ratio Rank: 5
CANE Omega Ratio Rank: 5
CANE Calmar Ratio Rank: 5
CANE Martin Ratio Rank: 6

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.

YFYA vs. CANE - Risk-Adjusted Trends Comparison

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

	YFYA	CANE	Difference
Sharpe ratio: Return per unit of total volatility	1.23	-0.44	+1.67
Sortino ratio: Return per unit of downside risk	1.79	-0.50	+2.29
Omega ratio: Gain probability vs. loss probability	1.31	0.94	+0.37
Calmar ratio: Return relative to maximum drawdown	2.76	-0.45	+3.21
Martin ratio: Return relative to average drawdown	10.82	-0.67	+11.49

YFYA vs. CANE - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.23, which is higher than the CANE Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of YFYA and CANE, 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

YFYA vs. CANE - Drawdown Comparison

The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum CANE drawdown of -81.30%. Use the drawdown chart below to compare losses from any high point for YFYA and CANE.

Drawdown Indicators

	YFYA	CANE	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-81.30%	+79.01%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-19.82%	+18.21%
Max Drawdown (3Y) Largest decline over 3 years	—	-41.73%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.73%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-67.29%	—
Current Drawdown Current decline from peak	0.00%	-62.33%	+62.33%
Average Drawdown Average peak-to-trough decline	-0.36%	-56.56%	+56.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.41%	13.38%	-12.97%

Volatility

YFYA vs. CANE - Volatility Comparison

The current volatility for Yields for You Income Strategy A ETF (YFYA) is 0.69%, while Teucrium Sugar Fund (CANE) has a volatility of 5.26%. This indicates that YFYA experiences smaller price fluctuations and is considered to be less risky than CANE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YFYA	CANE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.69%	5.26%	-4.57%
Volatility (6M) Calculated over the trailing 6-month period	3.42%	15.98%	-12.56%
Volatility (1Y) Calculated over the trailing 1-year period	3.61%	20.34%	-16.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.49%	20.95%	-17.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.49%	21.56%	-18.07%

YFYA vs. CANE - Expense Ratio Comparison

YFYA has a 1.16% expense ratio, which is lower than CANE's 1.88% expense ratio.

Dividends

YFYA vs. CANE - Dividend Comparison

YFYA's dividend yield for the trailing twelve months is around 5.19%, while CANE has not paid dividends to shareholders.

Position	TTM	2025
CANE Teucrium Sugar Fund	0.00%	0.00%
YFYA Yields for You Income Strategy A ETF	5.19%	3.67%

Frequently Asked Questions

Can I hold both YFYA and CANE in my portfolio?

YFYA and CANE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, YFYA or CANE?

CANE has higher volatility (5.26%) compared to YFYA (0.69%). In terms of maximum drawdown, YFYA dropped -2.29% vs CANE's -81.30%.

Which ETF is better, YFYA or CANE?

On 1-year performance, YFYA leads with 4.43% vs -8.88% for CANE. On fees, YFYA is cheaper at 1.16% per year. On volatility, YFYA has been the lower-risk option at 0.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or CANE?

Over the 1-year period, YFYA has performed better with a 4.43% return vs -8.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or CANE?

YFYA is cheaper with a 1.16% expense ratio, compared with 1.88% for CANE.

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

YFYA has the higher dividend yield at 5.19%, compared with 0.00% for CANE.

What is the main difference between YFYA and CANE?

YFYA is categorized as Ultrashort Bond, while CANE is Agricultural Commodities. Their fees differ too: 1.16% for YFYA and 1.88% for CANE.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.23 vs -0.44), 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.