HGER vs. TILL
HGER (Harbor Commodity All-Weather Strategy ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. HGER is passively managed, while TILL is actively managed. Over the past 3 years, HGER returned 17.05%/yr vs -9.00%/yr for TILL. At a 0.41 correlation, their price movements are largely independent. HGER charges 0.68%/yr vs 0.89%/yr for TILL.
Performance
HGER vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, HGER achieves a 15.91% return, which is significantly higher than TILL's 2.54% return.
HGER
- 1D
- -2.21%
- 1M
- -10.49%
- YTD
- 15.91%
- 6M
- 13.76%
- 1Y
- 26.85%
- 3Y*
- 17.05%
- 5Y*
- —
- 10Y*
- —
TILL
- 1D
- -0.30%
- 1M
- -7.80%
- YTD
- 2.54%
- 6M
- 0.76%
- 1Y
- -3.06%
- 3Y*
- -9.00%
- 5Y*
- —
- 10Y*
- —
HGER vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 15.91% | 20.08% | 9.25% | 1.93% | -4.68% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 2.54% | -5.97% | -13.98% | -5.00% | -11.52% |
Correlation
The correlation between HGER and TILL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.41 |
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Return for Risk
HGER vs. TILL — Risk / Return Rank
HGER
TILL
HGER vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) 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.
| HGER | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.85 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 0.97 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 1.92 | -0.31 | +2.23 |
| Martin ratioReturn relative to average drawdown | 8.68 | -0.62 | +9.30 |
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Drawdowns
HGER vs. TILL - Drawdown Comparison
The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum TILL drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for HGER and TILL.
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Drawdown Indicators
| HGER | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -33.76% | +10.45% |
Max Drawdown (1Y)Largest decline over 1 year | -14.04% | -9.87% | -4.17% |
Max Drawdown (3Y)Largest decline over 3 years | -14.04% | -29.46% | +15.42% |
Current DrawdownCurrent decline from peak | -14.04% | -31.19% | +17.15% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -21.49% | +13.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 4.96% | -1.86% |
Volatility
HGER vs. TILL - Volatility Comparison
Harbor Commodity All-Weather Strategy ETF (HGER) has a higher volatility of 4.01% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 2.83%. This indicates that HGER'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
| HGER | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.01% | 2.83% | +1.18% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 10.35% | +4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 12.60% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.61% | 14.69% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.61% | 14.69% | +2.92% |
HGER vs. TILL - Expense Ratio Comparison
HGER has a 0.68% expense ratio, which is lower than TILL's 0.89% expense ratio.
Dividends
HGER vs. TILL - Dividend Comparison
HGER's dividend yield for the trailing twelve months is around 6.11%, more than TILL's 4.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 6.11% | 7.09% | 3.28% | 7.24% | 0.64% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.84% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
HGER and TILL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HGER has higher volatility (4.01%) compared to TILL (2.83%). In terms of maximum drawdown, HGER dropped -23.31% vs TILL's -33.76%.
On 3-year performance, HGER leads with 17.05% vs -9.00% for TILL. On fees, HGER is cheaper at 0.68% 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, HGER has performed better with a 17.05% return vs -9.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HGER is cheaper with a 0.68% expense ratio, compared with 0.89% for TILL.
HGER has the higher dividend yield at 6.11%, compared with 4.84% for TILL.
They also come from different issuers: Harbor and Teucrium. Their fees differ too: 0.68% for HGER and 0.89% for TILL.
HGER currently has the higher Sharpe Ratio (1.60 vs -0.24), 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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