DJP vs. TILL
DJP (iPath Bloomberg Commodity Index Total Return ETN) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. DJP is passively managed, while TILL is actively managed. Over the past 3 years, DJP returned 12.62%/yr vs -8.91%/yr for TILL. At a 0.48 correlation, their price movements are largely independent. DJP charges 0.70%/yr vs 0.89%/yr for TILL.
Performance
DJP vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, DJP achieves a 17.18% return, which is significantly higher than TILL's 2.85% return.
DJP
- 1D
- -1.45%
- 1M
- -10.97%
- YTD
- 17.18%
- 6M
- 15.04%
- 1Y
- 26.02%
- 3Y*
- 12.62%
- 5Y*
- 10.72%
- 10Y*
- 6.24%
TILL
- 1D
- -0.32%
- 1M
- -7.52%
- YTD
- 2.85%
- 6M
- 1.90%
- 1Y
- -3.91%
- 3Y*
- -8.91%
- 5Y*
- —
- 10Y*
- —
DJP vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 17.18% | 17.20% | 5.59% | -9.85% | -14.14% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 2.85% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between DJP and TILL is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.48 |
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Return for Risk
DJP vs. TILL — Risk / Return Rank
DJP
TILL
DJP vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iPath Bloomberg Commodity Index Total Return ETN (DJP) 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.
| DJP | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.68 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.96 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | -0.41 | +2.19 |
| Martin ratioReturn relative to average drawdown | 6.99 | -0.80 | +7.79 |
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Drawdowns
DJP vs. TILL - Drawdown Comparison
The maximum DJP drawdown since its inception was -78.35%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for DJP and TILL.
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Drawdown Indicators
| DJP | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.35% | -33.76% | -44.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.66% | -9.60% | -5.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.66% | -29.46% | +14.80% |
Max Drawdown (5Y)Largest decline over 5 years | -28.98% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -38.36% | — | — |
Current DrawdownCurrent decline from peak | -39.74% | -30.98% | -8.76% |
Average DrawdownAverage peak-to-trough decline | -50.82% | -21.48% | -29.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.76% | 4.93% | -1.17% |
Volatility
DJP vs. TILL - Volatility Comparison
iPath Bloomberg Commodity Index Total Return ETN (DJP) has a higher volatility of 4.23% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that DJP'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
| DJP | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 2.83% | +1.40% |
Volatility (6M)Calculated over the trailing 6-month period | 16.88% | 10.35% | +6.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 12.65% | +6.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.95% | 14.69% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 14.69% | +2.37% |
DJP vs. TILL - Expense Ratio Comparison
DJP has a 0.70% expense ratio, which is lower than TILL's 0.89% expense ratio.
Dividends
DJP vs. TILL - Dividend Comparison
DJP has not paid dividends to shareholders, while TILL's dividend yield for the trailing twelve months is around 4.83%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.83% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
DJP and TILL have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (4.23%) compared to TILL (2.83%). In terms of maximum drawdown, DJP dropped -78.35% vs TILL's -33.76%.
On 3-year performance, DJP leads with 12.62% vs -8.91% for TILL. On fees, DJP is cheaper at 0.70% 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, DJP has performed better with a 12.62% return vs -8.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJP is cheaper with a 0.70% expense ratio, compared with 0.89% for TILL.
TILL has the higher dividend yield at 4.83%, compared with 0.00% for DJP.
They also come from different issuers: Barclays Capital and Teucrium. Their fees differ too: 0.70% for DJP and 0.89% for TILL.
DJP currently has the higher Sharpe Ratio (1.37 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.
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