GDMN vs. TILL

Last updated Jun 24, 2026

GDMN (WisdomTree Efficient Gold Plus Gold Miners Strategy Fund) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Over the past 3 years, GDMN returned 56.12%/yr vs -8.91%/yr for TILL. At a 0.08 correlation, their price movements are largely independent. GDMN charges 0.45%/yr vs 0.89%/yr for TILL.

Performance

GDMN vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) 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, GDMN achieves a -17.89% return, which is significantly lower than TILL's 2.85% return.

GDMN

• 1D: -5.34%
• 1M: -15.68%
• YTD: -17.89%
• 6M: -24.58%
• 1Y: 50.67%
• 3Y*: 56.12%
• 5Y*: —
• 10Y*: —

TILL

• 1D: -0.32%
• 1M: -7.52%
• YTD: 2.85%
• 6M: 1.90%
• 1Y: -3.91%
• 3Y*: -8.91%
• 5Y*: —
• 10Y*: —

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

GDMN vs. TILL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	-17.89%	237.09%	28.23%	12.97%	-9.08%
TILL Teucrium Agricultural Strategy No K-1 ETF	2.85%	-5.97%	-13.98%	-5.00%	-11.52%

Correlation

The correlation between GDMN and TILL is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since May 17, 2022	0.08

The correlation between GDMN and TILL shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Return for Risk

GDMN vs. TILL — Risk / Return Rank

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

GDMN

GDMN Risk / Return Rank: 24
GDMN Sharpe Ratio Rank: 23
GDMN Sortino Ratio Rank: 24
GDMN Omega Ratio Rank: 28
GDMN Calmar Ratio Rank: 23
GDMN Martin Ratio Rank: 22

TILL

TILL Risk / Return Rank: 6
TILL Sharpe Ratio Rank: 6
TILL Sortino Ratio Rank: 6
TILL Omega Ratio Rank: 6
TILL Calmar Ratio Rank: 5
TILL Martin Ratio Rank: 5

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.

GDMN vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) 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.

	GDMN	TILL	Difference
Sharpe ratio: Return per unit of total volatility	0.79	-0.31	+1.11
Sortino ratio: Return per unit of downside risk	1.29	-0.37	+1.66
Omega ratio: Gain probability vs. loss probability	1.18	0.96	+0.22
Calmar ratio: Return relative to maximum drawdown	1.04	-0.41	+1.45
Martin ratio: Return relative to average drawdown	2.68	-0.80	+3.47

GDMN vs. TILL - Sharpe Ratio Comparison

The current GDMN Sharpe Ratio is 0.79, which is higher than the TILL Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of GDMN 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

GDMN vs. TILL - Drawdown Comparison

The maximum GDMN drawdown since its inception was -52.82%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for GDMN and TILL.

Drawdown Indicators

	GDMN	TILL	Difference
Max Drawdown Largest peak-to-trough decline	-52.82%	-33.76%	-19.06%
Max Drawdown (1Y) Largest decline over 1 year	-48.76%	-9.60%	-39.16%
Max Drawdown (3Y) Largest decline over 3 years	-48.76%	-29.46%	-19.30%
Current Drawdown Current decline from peak	-46.10%	-30.98%	-15.12%
Average Drawdown Average peak-to-trough decline	-19.14%	-21.48%	+2.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.00%	4.93%	+14.07%

Volatility

GDMN vs. TILL - Volatility Comparison

WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a higher volatility of 22.22% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that GDMN'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

	GDMN	TILL	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.22%	2.83%	+19.39%
Volatility (6M) Calculated over the trailing 6-month period	55.20%	10.35%	+44.85%
Volatility (1Y) Calculated over the trailing 1-year period	64.10%	12.65%	+51.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	48.22%	14.69%	+33.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.22%	14.69%	+33.53%

GDMN vs. TILL - Expense Ratio Comparison

GDMN has a 0.45% expense ratio, which is lower than TILL's 0.89% expense ratio.

Dividends

GDMN vs. TILL - Dividend Comparison

GDMN's dividend yield for the trailing twelve months is around 3.29%, less than TILL's 4.83% yield.

Position	TTM	2025	2024	2023	2022
GDMN WisdomTree Efficient Gold Plus Gold Miners Strategy Fund	3.29%	2.70%	9.44%	7.69%	1.44%
TILL Teucrium Agricultural Strategy No K-1 ETF	4.83%	4.97%	2.55%	51.24%	0.73%

Frequently Asked Questions

Can I hold both GDMN and TILL in my portfolio?

GDMN and TILL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GDMN or TILL?

GDMN has higher volatility (22.22%) compared to TILL (2.83%). In terms of maximum drawdown, GDMN dropped -52.82% vs TILL's -33.76%.

Which ETF is better, GDMN or TILL?

On 3-year performance, GDMN leads with 56.12% vs -8.91% for TILL. On fees, GDMN is cheaper at 0.45% 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.

Which ETF has performed better, GDMN or TILL?

Over the 3-year period, GDMN has performed better with a 56.12% return vs -8.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GDMN or TILL?

GDMN is cheaper with a 0.45% expense ratio, compared with 0.89% for TILL.

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

TILL has the higher dividend yield at 4.83%, compared with 3.29% for GDMN.

What is the main difference between GDMN and TILL?

They also come from different issuers: WisdomTree and Teucrium. Their fees differ too: 0.45% for GDMN and 0.89% for TILL.

Which has better risk-adjusted returns?

GDMN currently has the higher Sharpe Ratio (0.79 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.