TILL vs. CCOM
TILL (Teucrium Agricultural Strategy No K-1 ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. Their 0.07 correlation means their historical movements had little consistent relationship. TILL charges 0.89%/yr vs 0.99%/yr for CCOM.
Performance
TILL vs. CCOM - Performance Comparison
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Returns By Period
TILL
- 1D
- -1.23%
- 1M
- 3.81%
- 6M
- 8.40%
- YTD
- 8.79%
- 1Y
- 6.65%
- 3Y*
- -5.35%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -6.90%
CCOM
- 1D
- -0.17%
- 1M
- -1.43%
- 6M
- -1.97%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $501.20 | $1.57K | $4.74K | |
| $726.85K | $636.34K | $1.53M |
TILL vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 8.40% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.87% |
Correlation
The correlation between TILL and CCOM is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.07 |
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Return for Risk
TILL vs. CCOM — Risk / Return Rank
TILL
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
TILL vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.
| TILL | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.09 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | — | — |
| Martin ratioReturn relative to average drawdown | 1.75 | — | — |
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Drawdowns
TILL vs. CCOM - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for TILL and CCOM.
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Drawdown Indicators
| TILL | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -7.44% | -26.32% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | — | — |
Current DrawdownCurrent decline from peak | -26.99% | -5.83% | -21.16% |
Average DrawdownAverage peak-to-trough decline | -21.64% | -3.37% | -18.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | — | — |
Volatility
TILL vs. CCOM - Volatility Comparison
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Volatility by Period
| TILL | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 12.44% | +0.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 12.44% | +2.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 12.44% | +2.35% |
TILL vs. CCOM - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
TILL vs. CCOM - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.56%, more than CCOM's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.56% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
TILL and CCOM have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, TILL is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.
TILL is cheaper with a 0.89% expense ratio, compared with 0.99% for CCOM.
TILL has the higher dividend yield at 4.56%, compared with 1.26% for CCOM.
They also come from different issuers: Teucrium and Simplify. Their fees differ too: 0.89% for TILL and 0.99% for CCOM.
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