CCOM vs. TILL
CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Their 0.07 correlation means their historical movements had little consistent relationship. CCOM charges 0.99%/yr vs 0.89%/yr for TILL.
Performance
CCOM vs. TILL - Performance Comparison
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Returns By Period
CCOM
- 1D
- 0.27%
- 1M
- -1.20%
- 6M
- -3.35%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
TILL
- 1D
- -0.92%
- 1M
- 3.21%
- 6M
- 7.87%
- YTD
- 8.16%
- 1Y
- 6.13%
- 3Y*
- -6.08%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -7.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $529.10 | $1.63K | $5.18K | |
| $881.52K | $637.13K | $1.68M |
CCOM vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.65% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 7.77% |
Correlation
The correlation between CCOM and TILL is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.07 |
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Return for Risk
CCOM vs. TILL — Risk / Return Rank
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TILL
CCOM vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) and Teucrium Agricultural Strategy No K-1 ETF (TILL). 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.
| CCOM | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.08 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.59 | — |
| Martin ratioReturn relative to average drawdown | — | 1.54 | — |
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Drawdowns
CCOM vs. TILL - Drawdown Comparison
The maximum CCOM drawdown since its inception was -7.44%, smaller than the maximum TILL drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for CCOM and TILL.
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Drawdown Indicators
| CCOM | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.44% | -33.76% | +26.32% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.87% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.33% | — |
Current DrawdownCurrent decline from peak | -5.61% | -27.41% | +21.80% |
Average DrawdownAverage peak-to-trough decline | -3.33% | -21.63% | +18.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.80% | — |
Volatility
CCOM vs. TILL - Volatility Comparison
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Volatility by Period
| CCOM | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.26% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.28% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.53% | 13.07% | -0.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.53% | 14.76% | -2.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.53% | 14.76% | -2.23% |
CCOM vs. TILL - Expense Ratio Comparison
CCOM has a 0.99% expense ratio, which is higher than TILL's 0.89% expense ratio.
Dividends
CCOM vs. TILL - Dividend Comparison
CCOM's dividend yield for the trailing twelve months is around 1.26%, less than TILL's 4.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.59% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
CCOM and TILL 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.
On fees, TILL is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TILL is cheaper with a 0.89% expense ratio, compared with 0.99% for CCOM.
TILL has the higher dividend yield at 4.59%, compared with 1.26% for CCOM.
They also come from different issuers: Simplify and Teucrium. Their fees differ too: 0.99% for CCOM and 0.89% for TILL.
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