TILL vs. GLCR

Last updated Aug 5, 2026

TILL (Teucrium Agricultural Strategy No K-1 ETF) and GLCR (GlacierShares Nasdaq Iceland ETF) are both exchange-traded funds - TILL is a Commodities fund actively managed by Teucrium, while GLCR is a Europe Equities fund tracking the MarketVector Iceland Global Total Return Net Index. TILL is actively managed, while GLCR is passively managed. Over the past year, TILL returned 6.65% vs -3.16% for GLCR. Their 0.01 correlation means their historical movements had little consistent relationship. TILL charges 0.89%/yr vs 0.95%/yr for GLCR.

Performance

TILL vs. GLCR - Performance Comparison

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

Returns By Period

In the year-to-date period, TILL achieves a 8.79% return, which is significantly higher than GLCR's -7.90% return.

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%

GLCR

• 1D: -0.71%
• 1M: 4.08%
• 6M: -13.05%
• YTD: -7.90%
• 1Y: -3.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -0.90%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
GLCR GlacierShares Nasdaq Iceland ETF	$6.21K	$7.97K	$13.62K
TILL Teucrium Agricultural Strategy No K-1 ETF	$726.85K	$636.34K	$1.53M

TILL vs. GLCR - Yearly Performance Comparison

	2026 (YTD)	2025
TILL Teucrium Agricultural Strategy No K-1 ETF	8.79%	-7.73%
GLCR GlacierShares Nasdaq Iceland ETF	-7.90%	7.26%

Correlation

The correlation between TILL and GLCR is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.02
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025	0.01

Return for Risk

TILL vs. GLCR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

TILL

TILL Risk / Return Rank: 21
TILL Sharpe Ratio Rank: 21
TILL Sortino Ratio Rank: 21
TILL Omega Ratio Rank: 19
TILL Calmar Ratio Rank: 21
TILL Martin Ratio Rank: 22

GLCR

GLCR Risk / Return Rank: 8
GLCR Sharpe Ratio Rank: 8
GLCR Sortino Ratio Rank: 8
GLCR Omega Ratio Rank: 7
GLCR Calmar Ratio Rank: 8
GLCR Martin Ratio Rank: 8

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

TILL vs. GLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and GlacierShares Nasdaq Iceland ETF (GLCR). 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	GLCR	Difference
Sharpe ratio: Return per unit of total volatility	0.50	-0.19	+0.69
Sortino ratio: Return per unit of downside risk	0.83	-0.14	+0.97
Omega ratio: Gain probability vs. loss probability	1.09	0.98	+0.11
Calmar ratio: Return relative to maximum drawdown	0.68	-0.16	+0.84
Martin ratio: Return relative to average drawdown	1.75	-0.34	+2.09

TILL vs. GLCR - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is 0.50, which is higher than the GLCR Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of TILL and GLCR, 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. GLCR - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, which is greater than GLCR's maximum drawdown of -19.29%. Use the drawdown chart below to compare losses from any high point for TILL and GLCR.

Drawdown Indicators

	TILL	GLCR	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-19.29%	-14.47%
Max Drawdown (1Y) Largest decline over 1 year	-9.87%	-19.29%	+9.42%
Max Drawdown (3Y) Largest decline over 3 years	-25.33%	—	—
Current Drawdown Current decline from peak	-26.99%	-14.38%	-12.61%
Average Drawdown Average peak-to-trough decline	-21.64%	-6.19%	-15.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.82%	9.29%	-5.47%

Volatility

TILL vs. GLCR - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.07% compared to GlacierShares Nasdaq Iceland ETF (GLCR) at 2.59%. This indicates that TILL's price experiences larger fluctuations and is considered to be riskier than GLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILL	GLCR	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.07%	2.59%	+2.48%
Volatility (6M) Calculated over the trailing 6-month period	11.38%	13.20%	-1.82%
Volatility (1Y) Calculated over the trailing 1-year period	13.24%	16.75%	-3.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.79%	18.02%	-3.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.79%	18.02%	-3.23%

TILL vs. GLCR - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is lower than GLCR's 0.95% expense ratio.

Dividends

TILL vs. GLCR - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.56%, more than GLCR's 1.05% yield.

Position	TTM	2025	2024	2023	2022
GLCR GlacierShares Nasdaq Iceland ETF	1.05%	0.97%	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

Can I hold both TILL and GLCR in my portfolio?

TILL and GLCR have a correlation of -0.02, 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 GLCR?

TILL has higher volatility (5.07%) compared to GLCR (2.59%). In terms of maximum drawdown, TILL dropped -33.76% vs GLCR's -19.29%.

Which ETF is better, TILL or GLCR?

On 1-year performance, TILL leads with 6.65% vs -3.16% for GLCR. On fees, TILL is cheaper at 0.89% per year. On volatility, GLCR has been the lower-risk option at 2.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TILL or GLCR?

Over the 1-year period, TILL has performed better with a 6.65% return vs -3.16%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TILL or GLCR?

TILL is cheaper with a 0.89% expense ratio, compared with 0.95% for GLCR.

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

TILL has the higher dividend yield at 4.56%, compared with 1.05% for GLCR.

What is the main difference between TILL and GLCR?

TILL is categorized as Commodities, while GLCR is Europe Equities. Their fees differ too: 0.89% for TILL and 0.95% for GLCR.

Which has better risk-adjusted returns?

TILL currently has the higher Sharpe Ratio (0.50 vs -0.19), 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.