CMDY vs. TILL
CMDY (iShares Bloomberg Roll Select Commodity Strategy ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. CMDY is passively managed, while TILL is actively managed. Over the past 3 years, CMDY returned 11.39%/yr vs -8.91%/yr for TILL. At a 0.49 correlation, their price movements are largely independent. CMDY charges 0.28%/yr vs 0.89%/yr for TILL.
Performance
CMDY vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, CMDY achieves a 14.22% return, which is significantly higher than TILL's 2.85% return.
CMDY
- 1D
- -1.43%
- 1M
- -9.33%
- YTD
- 14.22%
- 6M
- 12.70%
- 1Y
- 21.95%
- 3Y*
- 11.39%
- 5Y*
- 9.18%
- 10Y*
- —
TILL
- 1D
- -0.32%
- 1M
- -7.52%
- YTD
- 2.85%
- 6M
- 1.90%
- 1Y
- -3.91%
- 3Y*
- -8.91%
- 5Y*
- —
- 10Y*
- —
CMDY vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 14.22% | 15.81% | 5.43% | -9.33% | -12.48% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 2.85% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between CMDY and TILL is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.49 |
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Return for Risk
CMDY vs. TILL — Risk / Return Rank
CMDY
TILL
CMDY vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) 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.
| CMDY | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.67 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.96 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | -0.41 | +2.16 |
| Martin ratioReturn relative to average drawdown | 7.16 | -0.80 | +7.96 |
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Drawdowns
CMDY vs. TILL - Drawdown Comparison
The maximum CMDY drawdown since its inception was -31.19%, smaller than the maximum TILL drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for CMDY and TILL.
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Drawdown Indicators
| CMDY | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -33.76% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -9.60% | -2.96% |
Max Drawdown (3Y)Largest decline over 3 years | -12.56% | -29.46% | +16.90% |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | — | — |
Current DrawdownCurrent decline from peak | -12.56% | -30.98% | +18.42% |
Average DrawdownAverage peak-to-trough decline | -13.11% | -21.48% | +8.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 4.93% | -1.84% |
Volatility
CMDY vs. TILL - Volatility Comparison
iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a higher volatility of 3.63% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that CMDY's price experiences larger fluctuations and is considered to be riskier than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMDY | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 2.83% | +0.80% |
Volatility (6M)Calculated over the trailing 6-month period | 14.45% | 10.35% | +4.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.35% | 12.65% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.77% | 14.69% | +1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.63% | 14.69% | -0.06% |
CMDY vs. TILL - Expense Ratio Comparison
CMDY has a 0.28% expense ratio, which is lower than TILL's 0.89% expense ratio.
Dividends
CMDY vs. TILL - Dividend Comparison
CMDY's dividend yield for the trailing twelve months is around 11.29%, more than TILL's 4.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 11.29% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.83% | 4.97% | 2.55% | 51.24% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CMDY and TILL have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMDY has higher volatility (3.63%) compared to TILL (2.83%). In terms of maximum drawdown, CMDY dropped -31.19% vs TILL's -33.76%.
On 3-year performance, CMDY leads with 11.39% vs -8.91% for TILL. On fees, CMDY is cheaper at 0.28% per year. On volatility, TILL has been the lower-risk option at 2.83%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CMDY has performed better with a 11.39% return vs -8.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CMDY is cheaper with a 0.28% expense ratio, compared with 0.89% for TILL.
CMDY has the higher dividend yield at 11.29%, compared with 4.83% for TILL.
They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.28% for CMDY and 0.89% for TILL.
CMDY currently has the higher Sharpe Ratio (1.36 vs -0.31), 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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