CTWO vs. TILL

Last updated Aug 2, 2026

CTWO (COtwo Advisors Physical European Carbon Allowance Trust) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. CTWO is passively managed, while TILL is actively managed. Over the past year, CTWO returned 11.47% vs 6.13% for TILL. Their 0.14 correlation means their historical movements had little consistent relationship. CTWO charges 0.79%/yr vs 0.89%/yr for TILL.

Performance

CTWO vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in COtwo Advisors Physical European Carbon Allowance Trust (CTWO) 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, CTWO achieves a -8.19% return, which is significantly lower than TILL's 8.16% return.

CTWO

• 1D: -0.68%
• 1M: 7.21%
• 6M: -15.47%
• YTD: -8.19%
• 1Y: 11.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -3.72%

TILL

• 1D: -0.92%
• 1M: 3.21%
• 6M: 7.87%
• YTD: 8.16%
• 1Y: 6.13%
• 3Y*: -6.08%
• 5Y*: —
• 10Y*: —
• ALL TIME*: -7.05%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
CTWO COtwo Advisors Physical European Carbon Allowance Trust	$84.57K	$60.56K	$22.12K
TILL Teucrium Agricultural Strategy No K-1 ETF	$881.52K	$637.13K	$1.68M

CTWO vs. TILL - Yearly Performance Comparison

	2026 (YTD)	2025
CTWO COtwo Advisors Physical European Carbon Allowance Trust	-8.19%	4.42%
TILL Teucrium Agricultural Strategy No K-1 ETF	8.16%	-7.78%

Correlation

The correlation between CTWO and TILL is 0.11, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.11
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	0.14

Return for Risk

CTWO vs. TILL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CTWO

CTWO Risk / Return Rank: 18
CTWO Sharpe Ratio Rank: 19
CTWO Sortino Ratio Rank: 20
CTWO Omega Ratio Rank: 22
CTWO Calmar Ratio Rank: 17
CTWO Martin Ratio Rank: 15

TILL

TILL Risk / Return Rank: 21
TILL Sharpe Ratio Rank: 21
TILL Sortino Ratio Rank: 21
TILL Omega Ratio Rank: 19
TILL Calmar Ratio Rank: 21
TILL Martin Ratio Rank: 22

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CTWO vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for COtwo Advisors Physical European Carbon Allowance Trust (CTWO) 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.

	CTWO	TILL	Difference
Sharpe ratio: Return per unit of total volatility	0.35	0.45	-0.09
Sortino ratio: Return per unit of downside risk	0.68	0.74	-0.07
Omega ratio: Gain probability vs. loss probability	1.10	1.08	+0.01
Calmar ratio: Return relative to maximum drawdown	0.33	0.59	-0.26
Martin ratio: Return relative to average drawdown	0.62	1.54	-0.92

CTWO vs. TILL - Sharpe Ratio Comparison

The current CTWO Sharpe Ratio is 0.35, which is comparable to the TILL Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of CTWO 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

CTWO vs. TILL - Drawdown Comparison

The maximum CTWO drawdown since its inception was -30.13%, smaller than the maximum TILL drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for CTWO and TILL.

Drawdown Indicators

	CTWO	TILL	Difference
Max Drawdown Largest peak-to-trough decline	-30.13%	-33.76%	+3.63%
Max Drawdown (1Y) Largest decline over 1 year	-30.13%	-9.87%	-20.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.33%	—
Current Drawdown Current decline from peak	-18.64%	-27.41%	+8.77%
Average Drawdown Average peak-to-trough decline	-13.39%	-21.63%	+8.24%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.15%	3.80%	+12.35%

Volatility

CTWO vs. TILL - Volatility Comparison

COtwo Advisors Physical European Carbon Allowance Trust (CTWO) has a higher volatility of 8.32% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.26%. This indicates that CTWO'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.

Volatility by Period

	CTWO	TILL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.32%	5.26%	+3.06%
Volatility (6M) Calculated over the trailing 6-month period	22.58%	11.28%	+11.30%
Volatility (1Y) Calculated over the trailing 1-year period	28.20%	13.07%	+15.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.03%	14.76%	+14.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.03%	14.76%	+14.27%

CTWO vs. TILL - Expense Ratio Comparison

CTWO has a 0.79% expense ratio, which is lower than TILL's 0.89% expense ratio.

Dividends

CTWO vs. TILL - Dividend Comparison

CTWO has not paid dividends to shareholders, while TILL's dividend yield for the trailing twelve months is around 4.59%.

Position	TTM	2025	2024	2023	2022
CTWO COtwo Advisors Physical European Carbon Allowance Trust	0.00%	0.00%	0.00%	0.00%	0.00%
TILL Teucrium Agricultural Strategy No K-1 ETF	4.59%	4.97%	2.55%	51.24%	0.73%

Frequently Asked Questions

Can I hold both CTWO and TILL in my portfolio?

CTWO and TILL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTWO or TILL?

CTWO has higher volatility (8.32%) compared to TILL (5.26%). In terms of maximum drawdown, CTWO dropped -30.13% vs TILL's -33.76%.

Which ETF is better, CTWO or TILL?

On 1-year performance, CTWO leads with 11.47% vs 6.13% for TILL. On fees, CTWO is cheaper at 0.79% per year. On volatility, TILL has been the lower-risk option at 5.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, CTWO or TILL?

Over the 1-year period, CTWO has performed better with a 11.47% return vs 6.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, CTWO or TILL?

CTWO is cheaper with a 0.79% expense ratio, compared with 0.89% for TILL.

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

TILL has the higher dividend yield at 4.59%, compared with 0.00% for CTWO.

What is the main difference between CTWO and TILL?

They also come from different issuers: COtwo Advisors and Teucrium. Their fees differ too: 0.79% for CTWO and 0.89% for TILL.

Which has better risk-adjusted returns?

TILL currently has the higher Sharpe Ratio (0.45 vs 0.35), 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.