TILL vs. DJP
TILL (Teucrium Agricultural Strategy No K-1 ETF) and DJP (iPath Bloomberg Commodity Index Total Return ETN) are both Commodities funds. TILL is actively managed, while DJP is passively managed. Over the past 3 years, TILL returned -8.51%/yr vs 12.44%/yr for DJP. At a 0.48 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.70%/yr for DJP.
Performance
TILL vs. DJP - 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 DJP's 16.94% return.
TILL
- 1D
- 1.33%
- 1M
- -5.66%
- YTD
- 3.90%
- 6M
- 2.10%
- 1Y
- -0.92%
- 3Y*
- -8.51%
- 5Y*
- —
- 10Y*
- —
DJP
- 1D
- 1.90%
- 1M
- -10.10%
- YTD
- 16.94%
- 6M
- 14.83%
- 1Y
- 29.01%
- 3Y*
- 12.44%
- 5Y*
- 10.60%
- 10Y*
- 6.22%
TILL vs. DJP - 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% |
DJP iPath Bloomberg Commodity Index Total Return ETN | 16.94% | 17.20% | 5.59% | -9.85% | -14.14% |
Correlation
The correlation between TILL and DJP is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
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 | 0.48 |
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Return for Risk
TILL vs. DJP — Risk / Return Rank
TILL
DJP
TILL vs. DJP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and iPath Bloomberg Commodity Index Total Return ETN (DJP). 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 | DJP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.59 | ||
| Sortino ratioReturn per unit of downside risk | -2.04 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.28 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.77 | -1.87 |
| Martin ratioReturn relative to average drawdown | -0.18 | 7.30 | -7.49 |
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Drawdowns
TILL vs. DJP - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum DJP drawdown of -78.35%. Use the drawdown chart below to compare losses from any high point for TILL and DJP.
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Drawdown Indicators
| TILL | DJP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -78.35% | +44.59% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -16.42% | +6.55% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -16.42% | -13.04% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.98% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -38.36% | — |
Current DrawdownCurrent decline from peak | -30.27% | -39.86% | +9.59% |
Average DrawdownAverage peak-to-trough decline | -21.50% | -50.81% | +29.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 3.98% | +1.01% |
Volatility
TILL vs. DJP - Volatility Comparison
The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 3.23%, while iPath Bloomberg Commodity Index Total Return ETN (DJP) has a volatility of 5.12%. This indicates that TILL experiences smaller price fluctuations and is considered to be less risky than DJP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | DJP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 5.12% | -1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 17.07% | -6.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 19.17% | -6.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 18.99% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 17.08% | -2.38% |
TILL vs. DJP - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than DJP's 0.70% expense ratio.
Dividends
TILL vs. DJP - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.78%, while DJP has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DJP iPath Bloomberg Commodity Index Total Return ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.78% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
TILL and DJP have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DJP has higher volatility (5.12%) compared to TILL (3.23%). In terms of maximum drawdown, TILL dropped -33.76% vs DJP's -78.35%.
On 3-year performance, DJP leads with 12.44% vs -8.51% for TILL. On fees, DJP is cheaper at 0.70% 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, DJP has performed better with a 12.44% return vs -8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DJP is cheaper with a 0.70% expense ratio, compared with 0.89% for TILL.
TILL has the higher dividend yield at 4.78%, compared with 0.00% for DJP.
They also come from different issuers: Teucrium and Barclays Capital. Their fees differ too: 0.89% for TILL and 0.70% for DJP.
DJP currently has the higher Sharpe Ratio (1.52 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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