COMT vs. TILL
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. COMT is passively managed, while TILL is actively managed. Over the past 3 years, COMT returned 11.11%/yr vs -9.00%/yr for TILL. At a 0.39 correlation, their price movements are largely independent. COMT charges 0.48%/yr vs 0.89%/yr for TILL.
Performance
COMT vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 20.95% return, which is significantly higher than TILL's 2.54% return.
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
TILL
- 1D
- -0.30%
- 1M
- -7.80%
- YTD
- 2.54%
- 6M
- 0.76%
- 1Y
- -3.06%
- 3Y*
- -9.00%
- 5Y*
- —
- 10Y*
- —
COMT vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 5.96% | -6.56% | -14.44% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 2.54% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between COMT and TILL is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.39 |
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Return for Risk
COMT vs. TILL — Risk / Return Rank
COMT
TILL
COMT vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) 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.
| COMT | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.97 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | -0.31 | +1.76 |
| Martin ratioReturn relative to average drawdown | 6.71 | -0.62 | +7.33 |
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Drawdowns
COMT vs. TILL - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for COMT and TILL.
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Drawdown Indicators
| COMT | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -33.76% | -18.13% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -9.87% | -7.70% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -29.46% | +11.89% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -17.57% | -31.19% | +13.62% |
Average DrawdownAverage peak-to-trough decline | -24.00% | -21.49% | -2.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 4.96% | -1.17% |
Volatility
COMT vs. TILL - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 5.32% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that COMT'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
| COMT | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.83% | +2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 10.35% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 12.60% | +8.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 14.69% | +6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 14.69% | +4.18% |
COMT vs. TILL - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than TILL's 0.89% expense ratio.
Dividends
COMT vs. TILL - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 6.40%, more than TILL's 4.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.84% | 4.97% | 2.55% | 51.24% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and TILL have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.32%) compared to TILL (2.83%). In terms of maximum drawdown, COMT dropped -51.89% vs TILL's -33.76%.
On 3-year performance, COMT leads with 11.11% vs -9.00% for TILL. On fees, COMT is cheaper at 0.48% 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, COMT has performed better with a 11.11% return vs -9.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.89% for TILL.
COMT has the higher dividend yield at 6.40%, compared with 4.84% for TILL.
They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.48% for COMT and 0.89% for TILL.
COMT currently has the higher Sharpe Ratio (1.21 vs -0.24), 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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