YFYA vs. WEAT
YFYA (Yields for You Income Strategy A ETF) and WEAT (Teucrium Wheat Fund) are both exchange-traded funds - YFYA is a Ultrashort Bond fund actively managed by Teucrium, while WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark. YFYA is actively managed, while WEAT is passively managed. Over the past year, YFYA returned 4.26% vs 0.04% for WEAT. At a correlation of -0.02, they often move in opposite directions. YFYA charges 1.16%/yr vs 1.91%/yr for WEAT.
Performance
YFYA vs. WEAT - Performance Comparison
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Returns By Period
In the year-to-date period, YFYA achieves a 1.72% return, which is significantly lower than WEAT's 12.97% return.
YFYA
- 1D
- 0.10%
- 1M
- 0.20%
- YTD
- 1.72%
- 6M
- 1.68%
- 1Y
- 4.26%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
WEAT
- 1D
- 0.89%
- 1M
- -6.85%
- YTD
- 12.97%
- 6M
- 10.21%
- 1Y
- 0.04%
- 3Y*
- -14.46%
- 5Y*
- -6.64%
- 10Y*
- -6.06%
YFYA vs. WEAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YFYA Yields for You Income Strategy A ETF | 1.72% | 2.52% |
WEAT Teucrium Wheat Fund | 12.97% | -19.96% |
Correlation
The correlation between YFYA and WEAT is -0.05, 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 | -0.05 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2025 | -0.02 |
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Return for Risk
YFYA vs. WEAT — Risk / Return Rank
YFYA
WEAT
YFYA vs. WEAT - 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 Wheat Fund (WEAT). 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 | WEAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.17 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.02 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 0.00 | +2.65 |
| Martin ratioReturn relative to average drawdown | 10.92 | 0.01 | +10.92 |
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Drawdowns
YFYA vs. WEAT - Drawdown Comparison
The maximum YFYA drawdown since its inception was -2.29%, smaller than the maximum WEAT drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for YFYA and WEAT.
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Drawdown Indicators
| YFYA | WEAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.29% | -84.32% | +82.03% |
Max Drawdown (1Y)Largest decline over 1 year | -1.61% | -14.31% | +12.70% |
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 DrawdownCurrent decline from peak | -0.61% | -82.20% | +81.59% |
Average DrawdownAverage peak-to-trough decline | -0.35% | -63.18% | +62.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 8.71% | -8.32% |
Volatility
YFYA vs. WEAT - Volatility Comparison
The current volatility for Yields for You Income Strategy A ETF (YFYA) is 1.38%, while Teucrium Wheat Fund (WEAT) has a volatility of 4.91%. This indicates that YFYA experiences smaller price fluctuations and is considered to be less risky than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| YFYA | WEAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.38% | 4.91% | -3.53% |
Volatility (6M)Calculated over the trailing 6-month period | 3.41% | 18.16% | -14.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.64% | 21.71% | -18.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.58% | 30.43% | -26.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.58% | 26.77% | -23.19% |
YFYA vs. WEAT - Expense Ratio Comparison
YFYA has a 1.16% expense ratio, which is lower than WEAT's 1.91% expense ratio.
Dividends
YFYA vs. WEAT - Dividend Comparison
YFYA's dividend yield for the trailing twelve months is around 5.19%, while WEAT has not paid dividends to shareholders.
| Position | TTM | 2025 |
|---|---|---|
WEAT Teucrium Wheat Fund | 0.00% | 0.00% |
YFYA Yields for You Income Strategy A ETF | 5.19% | 3.67% |
Frequently Asked Questions
YFYA and WEAT 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.
WEAT has higher volatility (4.91%) compared to YFYA (1.38%). In terms of maximum drawdown, YFYA dropped -2.29% vs WEAT's -84.32%.
On 1-year performance, YFYA leads with 4.26% vs 0.04% for WEAT. On fees, YFYA is cheaper at 1.16% per year. On volatility, YFYA has been the lower-risk option at 1.38%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YFYA has performed better with a 4.26% return vs 0.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
YFYA is cheaper with a 1.16% expense ratio, compared with 1.91% for WEAT.
YFYA has the higher dividend yield at 5.19%, compared with 0.00% for WEAT.
YFYA is categorized as Ultrashort Bond, while WEAT is Agricultural Commodities. Their fees differ too: 1.16% for YFYA and 1.91% for WEAT.
YFYA currently has the higher Sharpe Ratio (1.18 vs 0.00), 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.
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