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 14.02%/yr vs -8.91%/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
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*
- —
GSG vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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
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.
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.
| GSG | TILL | Difference | |
|---|---|---|---|
| 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 |
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
| GSG | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -62.10% | -30.98% | -31.12% |
Average DrawdownAverage peak-to-trough decline | -63.69% | -21.48% | -42.21% |
Ulcer IndexDepth 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
| GSG | TILL | Difference | |
|---|---|---|---|
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%.
| 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 | 4.83% | 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.
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