COM vs. TILL

Last updated Jun 24, 2026

COM (Direxion Auspice Broad Commodity Strategy ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. COM is passively managed, while TILL is actively managed. Over the past 3 years, COM returned 6.27%/yr vs -8.91%/yr for TILL. At a 0.35 correlation, their price movements are largely independent. COM charges 0.70%/yr vs 0.89%/yr for TILL.

Performance

COM vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Auspice Broad Commodity Strategy ETF (COM) and Teucrium Agricultural Strategy No K-1 ETF (TILL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COM achieves a 11.12% return, which is significantly higher than TILL's 2.85% return.

COM

• 1D: -1.21%
• 1M: -5.08%
• YTD: 11.12%
• 6M: 10.20%
• 1Y: 18.87%
• 3Y*: 6.27%
• 5Y*: 7.89%
• 10Y*: —

TILL

• 1D: -0.32%
• 1M: -7.52%
• YTD: 2.85%
• 6M: 1.90%
• 1Y: -3.91%
• 3Y*: -8.91%
• 5Y*: —
• 10Y*: —

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

COM vs. TILL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
COM Direxion Auspice Broad Commodity Strategy ETF	11.12%	7.72%	5.81%	-2.09%	-8.13%
TILL Teucrium Agricultural Strategy No K-1 ETF	2.85%	-5.97%	-13.98%	-5.00%	-11.52%

Correlation

The correlation between COM and TILL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since May 17, 2022	0.35

Return for Risk

COM vs. TILL — Risk / Return Rank

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

COM

COM Risk / Return Rank: 54
COM Sharpe Ratio Rank: 56
COM Sortino Ratio Rank: 53
COM Omega Ratio Rank: 57
COM Calmar Ratio Rank: 52
COM Martin Ratio Rank: 54

TILL

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

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.

COM vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.

	COM	TILL	Difference
Sharpe ratio: Return per unit of total volatility	1.81	-0.31	+2.12
Sortino ratio: Return per unit of downside risk	2.45	-0.37	+2.81
Omega ratio: Gain probability vs. loss probability	1.34	0.96	+0.38
Calmar ratio: Return relative to maximum drawdown	2.45	-0.41	+2.86
Martin ratio: Return relative to average drawdown	8.97	-0.80	+9.76

COM vs. TILL - Sharpe Ratio Comparison

The current COM Sharpe Ratio is 1.81, which is higher than the TILL Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of COM and TILL, 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

COM vs. TILL - Drawdown Comparison

The maximum COM drawdown since its inception was -15.95%, smaller than the maximum TILL drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for COM and TILL.

Drawdown Indicators

	COM	TILL	Difference
Max Drawdown Largest peak-to-trough decline	-15.95%	-33.76%	+17.81%
Max Drawdown (1Y) Largest decline over 1 year	-7.74%	-9.60%	+1.86%
Max Drawdown (3Y) Largest decline over 3 years	-8.50%	-29.46%	+20.96%
Max Drawdown (5Y) Largest decline over 5 years	-14.02%	—	—
Current Drawdown Current decline from peak	-7.74%	-30.98%	+23.24%
Average Drawdown Average peak-to-trough decline	-6.28%	-21.48%	+15.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.12%	4.93%	-2.81%

Volatility

COM vs. TILL - Volatility Comparison

The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.26%, while Teucrium Agricultural Strategy No K-1 ETF (TILL) has a volatility of 2.83%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COM	TILL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.26%	2.83%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	10.35%	-1.74%
Volatility (1Y) Calculated over the trailing 1-year period	10.59%	12.65%	-2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.55%	14.69%	-5.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.77%	14.69%	-4.92%

COM vs. TILL - Expense Ratio Comparison

COM has a 0.70% expense ratio, which is lower than TILL's 0.89% expense ratio.

Dividends

COM vs. TILL - Dividend Comparison

COM's dividend yield for the trailing twelve months is around 2.55%, less than TILL's 4.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
COM Direxion Auspice Broad Commodity Strategy ETF	2.55%	2.99%	3.88%	3.80%	8.59%	10.32%	0.13%	1.09%	2.36%	0.09%
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%	0.00%

Frequently Asked Questions

Can I hold both COM and TILL in my portfolio?

COM and TILL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COM or TILL?

TILL has higher volatility (2.83%) compared to COM (2.26%). In terms of maximum drawdown, COM dropped -15.95% vs TILL's -33.76%.

Which ETF is better, COM or TILL?

On 3-year performance, COM leads with 6.27% vs -8.91% for TILL. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 2.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COM or TILL?

Over the 3-year period, COM has performed better with a 6.27% return vs -8.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COM or TILL?

COM is cheaper with a 0.70% expense ratio, compared with 0.89% for TILL.

Which ETF pays a higher dividend yield, COM or TILL?

TILL has the higher dividend yield at 4.83%, compared with 2.55% for COM.

What is the main difference between COM and TILL?

They also come from different issuers: Direxion and Teucrium. Their fees differ too: 0.70% for COM and 0.89% for TILL.

Which has better risk-adjusted returns?

COM currently has the higher Sharpe Ratio (1.81 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.