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TAGS vs. IBDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAGS vs. IBDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Fund (TAGS) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TAGS achieves a 6.11% return, which is significantly higher than IBDT's 0.78% return.


TAGS

1D
-1.20%
1M
-5.48%
YTD
6.11%
6M
4.04%
1Y
-0.95%
3Y*
-7.08%
5Y*
-1.51%
10Y*
-1.74%

IBDT

1D
-0.06%
1M
0.27%
YTD
0.78%
6M
1.15%
1Y
4.55%
3Y*
5.51%
5Y*
1.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAGS vs. IBDT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
TAGS
Teucrium Agricultural Fund
6.11%-8.76%-14.57%-6.11%16.25%27.05%8.19%-4.53%2.25%
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
0.78%7.02%3.97%7.72%-11.42%-1.90%9.62%15.15%1.19%

Correlation

The correlation between TAGS and IBDT is -0.22, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.22

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

-0.02

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (All Time)
Calculated using the full available price history since Sep 21, 2018

0.01

The correlation between TAGS and IBDT shifts across timeframes, from -0.22 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TAGS vs. IBDT — Risk / Return Rank

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

TAGS
TAGS Risk / Return Rank: 88
Overall Rank
TAGS Sharpe Ratio Rank: 88
Sharpe Ratio Rank
TAGS Sortino Ratio Rank: 77
Sortino Ratio Rank
TAGS Omega Ratio Rank: 77
Omega Ratio Rank
TAGS Calmar Ratio Rank: 88
Calmar Ratio Rank
TAGS Martin Ratio Rank: 88
Martin Ratio Rank

IBDT
IBDT Risk / Return Rank: 8888
Overall Rank
IBDT Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
IBDT Sortino Ratio Rank: 9292
Sortino Ratio Rank
IBDT Omega Ratio Rank: 9090
Omega Ratio Rank
IBDT Calmar Ratio Rank: 8383
Calmar Ratio Rank
IBDT Martin Ratio Rank: 8989
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.

TAGS vs. IBDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Fund (TAGS) and iShares iBonds Dec 2028 Term Corporate ETF (IBDT). 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.


TAGSIBDTDifference
Sharpe ratioReturn per unit of total volatility

-2.89

Sortino ratioReturn per unit of downside risk

-4.52

Omega ratioGain probability vs. loss probability

1.00

1.59

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.09

4.44

-4.53

Martin ratioReturn relative to average drawdown

-0.16

20.21

-20.37

TAGS vs. IBDT - Sharpe Ratio Comparison

The current TAGS Sharpe Ratio is -0.08, which is lower than the IBDT Sharpe Ratio of 2.81. The chart below compares the historical Sharpe Ratios of TAGS and IBDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TAGSIBDTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.08

2.81

-2.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.09

0.28

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.23

0.61

-0.84

Drawdowns

TAGS vs. IBDT - Drawdown Comparison

The maximum TAGS drawdown since its inception was -76.40%, which is greater than IBDT's maximum drawdown of -17.79%. Use the drawdown chart below to compare losses from any high point for TAGS and IBDT.


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Drawdown Indicators


TAGSIBDTDifference

Max Drawdown

Largest peak-to-trough decline

-76.40%

-17.79%

-58.61%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

-1.03%

-9.04%

Max Drawdown (3Y)

Largest decline over 3 years

-33.59%

-3.19%

-30.40%

Max Drawdown (5Y)

Largest decline over 5 years

-37.60%

-17.68%

-19.92%

Max Drawdown (10Y)

Largest decline over 10 years

-47.30%

Current Drawdown

Current decline from peak

-63.69%

-0.09%

-63.60%

Average Drawdown

Average peak-to-trough decline

-57.23%

-4.16%

-53.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.88%

0.23%

+5.65%

Volatility

TAGS vs. IBDT - Volatility Comparison

Teucrium Agricultural Fund (TAGS) has a higher volatility of 5.52% compared to iShares iBonds Dec 2028 Term Corporate ETF (IBDT) at 0.34%. This indicates that TAGS's price experiences larger fluctuations and is considered to be riskier than IBDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TAGSIBDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

0.34%

+5.18%

Volatility (6M)

Calculated over the trailing 6-month period

10.12%

1.04%

+9.08%

Volatility (1Y)

Calculated over the trailing 1-year period

12.61%

1.62%

+10.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.58%

5.07%

+11.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

6.37%

+11.67%

TAGS vs. IBDT - Expense Ratio Comparison

TAGS has a 0.21% expense ratio, which is higher than IBDT's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TAGS vs. IBDT - Dividend Comparison

TAGS has not paid dividends to shareholders, while IBDT's dividend yield for the trailing twelve months is around 4.55%.


PositionTTM20252024202320222021202020192018
IBDT
iShares iBonds Dec 2028 Term Corporate ETF
4.55%4.56%4.67%4.10%3.25%2.45%2.80%3.32%1.47%
TAGS
Teucrium Agricultural Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAGS and IBDT have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAGS has higher volatility (5.52%) compared to IBDT (0.34%). In terms of maximum drawdown, TAGS dropped -76.40% vs IBDT's -17.79%.

On 5-year performance, IBDT leads with 1.39% vs -1.51% for TAGS. On fees, IBDT is cheaper at 0.10% per year. On volatility, IBDT has been the lower-risk option at 0.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, IBDT has performed better with a 1.39% return vs -1.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBDT is cheaper with a 0.10% expense ratio, compared with 0.21% for TAGS.

IBDT has the higher dividend yield at 4.55%, compared with 0.00% for TAGS.

TAGS is categorized as Agricultural Commodities, while IBDT is Corporate Bonds. TAGS tracks Teucrium TAGS Index, while IBDT tracks Bloomberg December 2028 Maturity Corporate Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.21% for TAGS and 0.10% for IBDT.

IBDT currently has the higher Sharpe Ratio (2.81 vs -0.08), 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 TAGS and IBDT

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