PortfoliosLab logoPortfoliosLab logo
GSG vs. TILL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GSG vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P GSCI Commodity-Indexed Trust (GSG) and Teucrium Agricultural Strategy No K-1 ETF (TILL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GSG achieves a 25.54% return, which is significantly higher than TILL's 2.85% return.


GSG

1D
-1.03%
1M
-12.93%
YTD
25.54%
6M
23.88%
1Y
27.65%
3Y*
14.02%
5Y*
12.78%
10Y*
6.58%

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)

GSG vs. TILL - Yearly Performance Comparison


2026 (YTD)2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
25.54%5.93%8.52%-5.51%-14.22%
TILL
Teucrium Agricultural Strategy No K-1 ETF
2.85%-5.97%-13.98%-5.00%-11.52%

Correlation

The correlation between GSG and TILL is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (All Time)
Calculated using the full available price history since May 17, 2022

0.38

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

GSG vs. TILL — Risk / Return Rank

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

GSG
GSG Risk / Return Rank: 3737
Overall Rank
GSG Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
GSG Sortino Ratio Rank: 3434
Sortino Ratio Rank
GSG Omega Ratio Rank: 3636
Omega Ratio Rank
GSG Calmar Ratio Rank: 3434
Calmar Ratio Rank
GSG Martin Ratio Rank: 4444
Martin Ratio Rank

TILL
TILL Risk / Return Rank: 66
Overall Rank
TILL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TILL Sortino Ratio Rank: 66
Sortino Ratio Rank
TILL Omega Ratio Rank: 66
Omega Ratio Rank
TILL Calmar Ratio Rank: 55
Calmar Ratio Rank
TILL Martin Ratio Rank: 55
Martin Ratio Rank
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.

GSG vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P GSCI Commodity-Indexed Trust (GSG) 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.


GSGTILLDifference
Sharpe ratioReturn per unit of total volatility

+1.53

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.23

0.96

+0.27

Calmar ratioReturn relative to maximum drawdown

1.66

-0.41

+2.07

Martin ratioReturn relative to average drawdown

6.95

-0.80

+7.75

GSG vs. TILL - Sharpe Ratio Comparison

The current GSG Sharpe Ratio is 1.22, which is higher than the TILL Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of GSG 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.


Loading charts...

Drawdowns

GSG vs. TILL - Drawdown Comparison

The maximum GSG drawdown since its inception was -89.62%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for GSG and TILL.


Loading charts...

Drawdown Indicators


GSGTILLDifference

Max Drawdown

Largest peak-to-trough decline

-89.62%

-33.76%

-55.86%

Max Drawdown (1Y)

Largest decline over 1 year

-16.74%

-9.60%

-7.14%

Max Drawdown (3Y)

Largest decline over 3 years

-16.74%

-29.46%

+12.72%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-57.64%

Current Drawdown

Current decline from peak

-62.10%

-30.98%

-31.12%

Average Drawdown

Average peak-to-trough decline

-63.69%

-21.48%

-42.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.01%

4.93%

-0.92%

Volatility

GSG vs. TILL - Volatility Comparison

iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 5.46% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that GSG'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.


Loading charts...

Volatility by Period


GSGTILLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

2.83%

+2.63%

Volatility (6M)

Calculated over the trailing 6-month period

20.82%

10.35%

+10.47%

Volatility (1Y)

Calculated over the trailing 1-year period

23.17%

12.65%

+10.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.67%

14.69%

+7.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

14.69%

+7.32%

GSG vs. TILL - Expense Ratio Comparison

GSG has a 0.75% expense ratio, which is lower than TILL's 0.89% expense ratio.


Dividends

GSG vs. TILL - Dividend Comparison

GSG has not paid dividends to shareholders, while TILL's dividend yield for the trailing twelve months is around 4.83%.


PositionTTM2025202420232022
GSG
iShares S&P GSCI Commodity-Indexed Trust
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


GSG and TILL have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GSG has higher volatility (5.46%) compared to TILL (2.83%). In terms of maximum drawdown, GSG dropped -89.62% vs TILL's -33.76%.

On 3-year performance, GSG leads with 14.02% vs -8.91% for TILL. On fees, GSG is cheaper at 0.75% 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, GSG has performed better with a 14.02% return vs -8.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GSG is cheaper with a 0.75% expense ratio, compared with 0.89% for TILL.

TILL has the higher dividend yield at 4.83%, compared with 0.00% for GSG.

They also come from different issuers: iShares and Teucrium. Their fees differ too: 0.75% for GSG and 0.89% for TILL.

GSG currently has the higher Sharpe Ratio (1.22 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.

Portfolio Optimizer

Find the right allocation for GSG and TILL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer