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COMT vs. TILL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. TILL - Performance Comparison

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

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

COMT vs. TILL - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

COMT
COMT Risk / Return Rank: 3737
Overall Rank
COMT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 3535
Sortino Ratio Rank
COMT Omega Ratio Rank: 3636
Omega Ratio Rank
COMT Calmar Ratio Rank: 3131
Calmar Ratio Rank
COMT Martin Ratio Rank: 4545
Martin Ratio Rank

TILL
TILL Risk / Return Rank: 77
Overall Rank
TILL Sharpe Ratio Rank: 77
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 66
Sortino Ratio Rank
TILL Omega Ratio Rank: 66
Omega Ratio Rank
TILL Calmar Ratio Rank: 66
Calmar Ratio Rank
TILL Martin Ratio Rank: 66
Martin Ratio Rank
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.

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.


COMTTILLDifference
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

COMT vs. TILL - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.21, which is higher than the TILL Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of COMT 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.


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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


COMTTILLDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-17.57%

-31.19%

+13.62%

Average Drawdown

Average peak-to-trough decline

-24.00%

-21.49%

-2.51%

Ulcer Index

Depth 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


COMTTILLDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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