TILL vs. CMDY
TILL (Teucrium Agricultural Strategy No K-1 ETF) and CMDY (iShares Bloomberg Roll Select Commodity Strategy ETF) are both Commodities funds. TILL is actively managed, while CMDY is passively managed. Over the past 3 years, TILL returned -8.51%/yr vs 11.30%/yr for CMDY. At a 0.49 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.28%/yr for CMDY.
Performance
TILL vs. CMDY - Performance Comparison
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Returns By Period
In the year-to-date period, TILL achieves a 3.90% return, which is significantly lower than CMDY's 13.95% return.
TILL
- 1D
- 1.33%
- 1M
- -5.66%
- YTD
- 3.90%
- 6M
- 2.10%
- 1Y
- -0.92%
- 3Y*
- -8.51%
- 5Y*
- —
- 10Y*
- —
CMDY
- 1D
- 1.70%
- 1M
- -8.71%
- YTD
- 13.95%
- 6M
- 12.38%
- 1Y
- 24.13%
- 3Y*
- 11.30%
- 5Y*
- 8.99%
- 10Y*
- —
TILL vs. CMDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 3.90% | -5.97% | -13.98% | -5.00% | -11.52% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 13.95% | 15.81% | 5.43% | -9.33% | -12.48% |
Correlation
The correlation between TILL and CMDY is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.49 |
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Return for Risk
TILL vs. CMDY — Risk / Return Rank
TILL
CMDY
TILL vs. CMDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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 | CMDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.56 | ||
| Sortino ratioReturn per unit of downside risk | -1.99 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.27 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.70 | -1.80 |
| Martin ratioReturn relative to average drawdown | -0.18 | 7.33 | -7.52 |
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Drawdowns
TILL vs. CMDY - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, which is greater than CMDY's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for TILL and CMDY.
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Drawdown Indicators
| TILL | CMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -31.19% | -2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -14.23% | +4.36% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -14.23% | -15.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.56% | — |
Current DrawdownCurrent decline from peak | -30.27% | -12.77% | -17.50% |
Average DrawdownAverage peak-to-trough decline | -21.50% | -13.11% | -8.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 3.30% | +1.69% |
Volatility
TILL vs. CMDY - Volatility Comparison
The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 3.23%, while iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a volatility of 4.48%. This indicates that TILL experiences smaller price fluctuations and is considered to be less risky than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | CMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 4.48% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 14.64% | -4.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 16.35% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 15.81% | -1.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 14.65% | +0.05% |
TILL vs. CMDY - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than CMDY's 0.28% expense ratio.
Dividends
TILL vs. CMDY - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.78%, less than CMDY's 11.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 11.32% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.78% | 4.97% | 2.55% | 51.24% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TILL and CMDY have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMDY has higher volatility (4.48%) compared to TILL (3.23%). In terms of maximum drawdown, TILL dropped -33.76% vs CMDY's -31.19%.
On 3-year performance, CMDY leads with 11.30% vs -8.51% for TILL. On fees, CMDY is cheaper at 0.28% per year. On volatility, TILL has been the lower-risk option at 3.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, CMDY has performed better with a 11.30% return vs -8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CMDY is cheaper with a 0.28% expense ratio, compared with 0.89% for TILL.
CMDY has the higher dividend yield at 11.32%, compared with 4.78% for TILL.
They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.89% for TILL and 0.28% for CMDY.
CMDY currently has the higher Sharpe Ratio (1.48 vs -0.07), 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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