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 12.33%/yr vs -6.00%/yr for TILL. At a 0.38 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 29.95% return, which is significantly higher than TILL's 8.46% return.
COMT
- 1D
- 0.59%
- 1M
- -0.52%
- 6M
- 24.58%
- YTD
- 29.95%
- 1Y
- 33.06%
- 3Y*
- 12.33%
- 5Y*
- 11.81%
- 10Y*
- 8.27%
TILL
- 1D
- 0.11%
- 1M
- 5.11%
- 6M
- 9.37%
- YTD
- 8.46%
- 1Y
- 4.45%
- 3Y*
- -6.00%
- 5Y*
- —
- 10Y*
- —
COMT vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.95% | 6.07% | 5.96% | -6.56% | -14.44% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 8.46% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between COMT and TILL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
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 | 0.38 |
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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 | +1.19 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.07 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 0.45 | +1.44 |
| Martin ratioReturn relative to average drawdown | 6.43 | 0.99 | +5.44 |
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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 | -11.44% | -27.22% | +15.78% |
Average DrawdownAverage peak-to-trough decline | -23.96% | -21.58% | -2.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 4.49% | +0.66% |
Volatility
COMT vs. TILL - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 6.15% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 4.10%. 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 | 6.15% | 4.10% | +2.05% |
Volatility (6M)Calculated over the trailing 6-month period | 19.69% | 10.74% | +8.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 12.56% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 14.71% | +6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 14.71% | +4.15% |
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 5.96%, more than TILL's 4.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.96% | 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 | 4.58% | 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 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (6.15%) compared to TILL (4.10%). In terms of maximum drawdown, COMT dropped -51.89% vs TILL's -33.76%.
On 3-year performance, COMT leads with 12.33% vs -6.00% for TILL. On fees, COMT is cheaper at 0.48% per year. On volatility, TILL has been the lower-risk option at 4.10%. 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 12.33% return vs -6.00%. 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 5.96%, compared with 4.58% 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 (1.54 vs 0.36), 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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