GSG vs. TILL
GSG (iShares S&P GSCI Commodity-Indexed Trust) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. GSG is passively managed, while TILL is actively managed. Over the past 3 years, GSG returned 19.31%/yr vs -5.51%/yr for TILL. At a 0.38 correlation, their price movements are largely independent. GSG charges 0.75%/yr vs 0.89%/yr for TILL.
Performance
GSG vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, GSG achieves a 42.58% return, which is significantly higher than TILL's 6.30% return.
GSG
- 1D
- 0.77%
- 1M
- -4.83%
- YTD
- 42.58%
- 6M
- 41.06%
- 1Y
- 51.52%
- 3Y*
- 19.31%
- 5Y*
- 15.74%
- 10Y*
- 7.69%
TILL
- 1D
- -1.34%
- 1M
- -6.04%
- YTD
- 6.30%
- 6M
- 4.59%
- 1Y
- 0.28%
- 3Y*
- -5.51%
- 5Y*
- —
- 10Y*
- —
GSG vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 42.58% | 5.93% | 8.52% | -5.51% | -13.21% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 6.30% | -5.97% | -13.98% | -5.00% | -12.66% |
Correlation
The correlation between GSG and TILL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.37 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.38 |
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Return for Risk
GSG vs. TILL — Risk / Return Rank
GSG
TILL
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.
| GSG | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.23 | ||
| Sortino ratioReturn per unit of downside risk | +2.75 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.01 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 5.47 | 0.03 | +5.44 |
| Martin ratioReturn relative to average drawdown | 14.39 | 0.05 | +14.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GSG | TILL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.26 | 0.02 | +2.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.70 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.09 | -0.55 | +0.46 |
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.
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Drawdown Indicators
| GSG | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.62% | -33.76% | -55.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.46% | -8.98% | -0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -14.94% | -30.40% | +15.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -57.64% | — | — |
Current DrawdownCurrent decline from peak | -56.95% | -28.66% | -28.29% |
Average DrawdownAverage peak-to-trough decline | -63.71% | -21.39% | -42.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.59% | 5.39% | -1.80% |
Volatility
GSG vs. TILL - Volatility Comparison
iShares S&P GSCI Commodity-Indexed Trust (GSG) has a higher volatility of 7.65% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.35%. 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.
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Volatility by Period
| GSG | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.65% | 5.35% | +2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 20.42% | 10.19% | +10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 12.63% | +10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 14.73% | +7.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 14.73% | +7.30% |
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 4.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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 | 4.67% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
GSG and TILL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.65%) compared to TILL (5.35%). In terms of maximum drawdown, GSG dropped -89.62% vs TILL's -33.76%.
On 3-year performance, GSG leads with 19.31% vs -5.51% for TILL. On fees, GSG is cheaper at 0.75% per year. On volatility, TILL has been the lower-risk option at 5.35%. 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 19.31% return vs -5.51%. 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 4.67%, 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 (2.26 vs 0.02), 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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