TILL vs. COM

Last updated Jun 26, 2026

TILL (Teucrium Agricultural Strategy No K-1 ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both Commodities funds. TILL is actively managed, while COM is passively managed. Over the past 3 years, TILL returned -8.51%/yr vs 6.57%/yr for COM. At a 0.36 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.70%/yr for COM.

Performance

TILL vs. COM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Strategy No K-1 ETF (TILL) and Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TILL achieves a 3.90% return, which is significantly lower than COM's 12.13% return.

TILL

• 1D: 1.33%
• 1M: -5.66%
• YTD: 3.90%
• 6M: 2.10%
• 1Y: -0.92%
• 3Y*: -8.51%
• 5Y*: —
• 10Y*: —

COM

• 1D: 0.80%
• 1M: -3.74%
• YTD: 12.13%
• 6M: 11.07%
• 1Y: 21.39%
• 3Y*: 6.57%
• 5Y*: 8.16%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TILL vs. COM - 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%
COM Direxion Auspice Broad Commodity Strategy ETF	12.13%	7.72%	5.81%	-2.09%	-8.13%

Correlation

The correlation between TILL and COM is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.31
Correlation (All Time) Calculated using the full available price history since May 17, 2022	0.36

Return for Risk

TILL vs. COM — Risk / Return Rank

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

TILL

TILL Risk / Return Rank: 8
TILL Sharpe Ratio Rank: 8
TILL Sortino Ratio Rank: 8
TILL Omega Ratio Rank: 8
TILL Calmar Ratio Rank: 8
TILL Martin Ratio Rank: 8

COM

COM Risk / Return Rank: 70
COM Sharpe Ratio Rank: 75
COM Sortino Ratio Rank: 72
COM Omega Ratio Rank: 75
COM Calmar Ratio Rank: 65
COM Martin Ratio Rank: 62

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.

TILL vs. COM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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	COM	Difference
Sharpe ratio: Return per unit of total volatility	-0.07	2.07	-2.14
Sortino ratio: Return per unit of downside risk	-0.02	2.80	-2.81
Omega ratio: Gain probability vs. loss probability	1.00	1.39	-0.39
Calmar ratio: Return relative to maximum drawdown	-0.09	2.81	-2.91
Martin ratio: Return relative to average drawdown	-0.18	9.76	-9.95

TILL vs. COM - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is -0.07, which is lower than the COM Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of TILL and COM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TILL vs. COM - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for TILL and COM.

Drawdown Indicators

	TILL	COM	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-15.95%	-17.81%
Max Drawdown (1Y) Largest decline over 1 year	-9.87%	-7.63%	-2.24%
Max Drawdown (3Y) Largest decline over 3 years	-29.46%	-8.50%	-20.96%
Max Drawdown (5Y) Largest decline over 5 years	—	-14.02%	—
Current Drawdown Current decline from peak	-30.27%	-6.89%	-23.38%
Average Drawdown Average peak-to-trough decline	-21.50%	-6.28%	-15.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.99%	2.20%	+2.79%

Volatility

TILL vs. COM - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 3.23% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 2.31%. This indicates that TILL's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILL	COM	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.23%	2.31%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.40%	8.57%	+1.83%
Volatility (1Y) Calculated over the trailing 1-year period	12.62%	10.39%	+2.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.70%	9.54%	+5.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.70%	9.76%	+4.94%

TILL vs. COM - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is higher than COM's 0.70% expense ratio.

Dividends

TILL vs. COM - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.78%, more than COM's 2.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
COM Direxion Auspice Broad Commodity Strategy ETF	2.59%	2.99%	3.88%	3.80%	8.59%	10.32%	0.13%	1.09%	2.36%	0.09%
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%	0.00%

Frequently Asked Questions

Can I hold both TILL and COM in my portfolio?

TILL and COM have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILL or COM?

TILL has higher volatility (3.23%) compared to COM (2.31%). In terms of maximum drawdown, TILL dropped -33.76% vs COM's -15.95%.

Which ETF is better, TILL or COM?

On 3-year performance, COM leads with 6.57% vs -8.51% for TILL. On fees, COM is cheaper at 0.70% per year. On volatility, COM has been the lower-risk option at 2.31%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TILL or COM?

Over the 3-year period, COM has performed better with a 6.57% return vs -8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TILL or COM?

COM is cheaper with a 0.70% expense ratio, compared with 0.89% for TILL.

Which ETF pays a higher dividend yield, TILL or COM?

TILL has the higher dividend yield at 4.78%, compared with 2.59% for COM.

What is the main difference between TILL and COM?

They also come from different issuers: Teucrium and Direxion. Their fees differ too: 0.89% for TILL and 0.70% for COM.

Which has better risk-adjusted returns?

COM currently has the higher Sharpe Ratio (2.07 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.