TAGS vs. GLD

In the year-to-date period, TAGS achieves a -16.44% return, which is significantly lower than GLD's 26.64% return. Over the past 10 years, TAGS has underperformed GLD with an annualized return of -2.68%, while GLD has yielded a comparatively higher 7.96% annualized return.

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TAGS has a 0.21% expense ratio, which is lower than GLD's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and SPDR Gold Trust (GLD). 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.

The current TAGS Sharpe Ratio is -1.27, which is lower than the GLD Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TAGS and GLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither TAGS nor GLD has paid dividends to shareholders.

The maximum TAGS drawdown since its inception was -76.40%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for TAGS and GLD. For additional features, visit the drawdowns tool.

The current volatility for Teucrium Agricultural Fund (TAGS) is 3.00%, while SPDR Gold Trust (GLD) has a volatility of 5.21%. This indicates that TAGS experiences smaller price fluctuations and is considered to be less risky than GLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.