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 13.27%/yr vs -6.08%/yr for TILL. Their 0.48 correlation means their historical movements had little consistent relationship. 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 25.98% return, which is significantly higher than TILL's 8.16% return.
DJP
- 1D
- 0.02%
- 1M
- 8.69%
- 6M
- 11.59%
- YTD
- 25.98%
- 1Y
- 40.97%
- 3Y*
- 13.27%
- 5Y*
- 11.22%
- 10Y*
- 7.63%
- ALL TIME*
- -0.16%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.78M | $2.43M | $3.70M | |
| $881.52K | $637.13K | $1.68M |
DJP vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 25.98% | 17.20% | 5.59% | -9.85% | -14.14% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 8.16% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between DJP and TILL is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
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 | +1.61 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.08 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 2.47 | 0.59 | +1.88 |
| Martin ratioReturn relative to average drawdown | 7.89 | 1.54 | +6.35 |
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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 | -16.42% | -9.87% | -6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -16.42% | -25.33% | +8.91% |
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 | -35.21% | -27.41% | -7.80% |
Average DrawdownAverage peak-to-trough decline | -50.74% | -21.63% | -29.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.13% | 3.80% | +1.33% |
Volatility
DJP vs. TILL - Volatility Comparison
iPath Bloomberg Commodity Index Total Return ETN (DJP) has a higher volatility of 5.94% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.26%. 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 | 5.94% | 5.26% | +0.68% |
Volatility (6M)Calculated over the trailing 6-month period | 17.00% | 11.28% | +5.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.73% | 13.07% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.02% | 14.76% | +4.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.09% | 14.76% | +2.33% |
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 4.59%.
| 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 | 4.59% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
DJP and TILL have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (5.94%) compared to TILL (5.26%). In terms of maximum drawdown, DJP dropped -78.35% vs TILL's -33.76%.
On 3-year performance, DJP leads with 13.27% vs -6.08% for TILL. On fees, DJP is cheaper at 0.70% 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.
Over the 3-year period, DJP has performed better with a 13.27% return vs -6.08%. 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 4.59%, 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 (2.06 vs 0.45), 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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