YFYA vs. WEAT

Last updated Jun 5, 2026

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 4.84% vs -2.52% for WEAT. At a correlation of -0.03, they often move in opposite directions. YFYA charges 1.16%/yr vs 1.91%/yr for WEAT.

Performance

YFYA vs. WEAT - 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 Wheat Fund (WEAT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, YFYA achieves a 1.93% return, which is significantly lower than WEAT's 12.52% return.

YFYA

• 1D: -0.40%
• 1M: 0.66%
• YTD: 1.93%
• 6M: 2.23%
• 1Y: 4.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

WEAT

• 1D: -0.88%
• 1M: -5.39%
• YTD: 12.52%
• 6M: 7.67%
• 1Y: -2.52%
• 3Y*: -10.84%
• 5Y*: -8.11%
• 10Y*: -7.13%

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

YFYA vs. WEAT - Yearly Performance Comparison

	2026 (YTD)	2025
YFYA Yields for You Income Strategy A ETF	1.93%	2.88%
WEAT Teucrium Wheat Fund	12.52%	-19.31%

Correlation

The correlation between YFYA and WEAT is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	-0.03

Return for Risk

YFYA vs. WEAT — Risk / Return Rank

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

YFYA

YFYA Risk / Return Rank: 54
YFYA Sharpe Ratio Rank: 39
YFYA Sortino Ratio Rank: 39
YFYA Omega Ratio Rank: 58
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 74

WEAT

WEAT Risk / Return Rank: 8
WEAT Sharpe Ratio Rank: 8
WEAT Sortino Ratio Rank: 8
WEAT Omega Ratio Rank: 8
WEAT Calmar Ratio Rank: 8
WEAT Martin Ratio Rank: 8

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.

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.

	YFYA	WEAT	Difference
Sharpe ratio: Return per unit of total volatility	1.35	-0.11	+1.46
Sortino ratio: Return per unit of downside risk	1.97	-0.00	+1.97
Omega ratio: Gain probability vs. loss probability	1.35	1.00	+0.35
Calmar ratio: Return relative to maximum drawdown	3.02	-0.14	+3.16
Martin ratio: Return relative to average drawdown	13.74	-0.22	+13.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YFYA vs. WEAT - Sharpe Ratio Comparison

The current YFYA Sharpe Ratio is 1.35, which is higher than the WEAT Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of YFYA and WEAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	YFYA	WEAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.35	-0.11	+1.46
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.27	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.27	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.01	-0.41	+1.42

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.

Drawdown Indicators

	YFYA	WEAT	Difference
Max Drawdown Largest peak-to-trough decline	-2.29%	-84.32%	+82.03%
Max Drawdown (1Y) Largest decline over 1 year	-1.61%	-17.85%	+16.24%
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 Drawdown Current decline from peak	-0.40%	-82.27%	+81.87%
Average Drawdown Average peak-to-trough decline	-0.33%	-63.13%	+62.80%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.35%	11.32%	-10.97%

Volatility

YFYA vs. WEAT - Volatility Comparison

The current volatility for Yields for You Income Strategy A ETF (YFYA) is 1.23%, while Teucrium Wheat Fund (WEAT) has a volatility of 9.88%. 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.

Volatility by Period

	YFYA	WEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.23%	9.88%	-8.65%
Volatility (6M) Calculated over the trailing 6-month period	3.37%	18.06%	-14.69%
Volatility (1Y) Calculated over the trailing 1-year period	3.61%	22.64%	-19.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.60%	30.50%	-26.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.60%	26.80%	-23.20%

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 5.16%, 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	5.16%	3.67%

Frequently Asked Questions

Can I hold both YFYA and WEAT in my portfolio?

YFYA and WEAT have a correlation of -0.08, 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 WEAT?

WEAT has higher volatility (9.88%) compared to YFYA (1.23%). In terms of maximum drawdown, YFYA dropped -2.29% vs WEAT's -84.32%.

Which ETF is better, YFYA or WEAT?

On 1-year performance, YFYA leads with 4.84% vs -2.52% for WEAT. On fees, YFYA is cheaper at 1.16% per year. On volatility, YFYA has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, YFYA or WEAT?

Over the 1-year period, YFYA has performed better with a 4.84% return vs -2.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, YFYA or WEAT?

YFYA is cheaper with a 1.16% expense ratio, compared with 1.91% for WEAT.

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

YFYA has the higher dividend yield at 5.16%, compared with 0.00% for WEAT.

What is the main difference between YFYA and 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.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.35 vs -0.11), 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.