TILL vs. GLCR
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 6.02% vs -6.47% for GLCR. At a 0.01 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.95%/yr for GLCR.
Performance
TILL vs. GLCR - Performance Comparison
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Returns By Period
In the year-to-date period, TILL achieves a 10.26% return, which is significantly higher than GLCR's -11.82% return.
TILL
- 1D
- 1.66%
- 1M
- 7.05%
- 6M
- 11.60%
- YTD
- 10.26%
- 1Y
- 6.02%
- 3Y*
- -5.48%
- 5Y*
- —
- 10Y*
- —
GLCR
- 1D
- 0.94%
- 1M
- -2.25%
- 6M
- -13.16%
- YTD
- -11.82%
- 1Y
- -6.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TILL vs. GLCR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 10.26% | -7.73% |
GLCR GlacierShares Nasdaq Iceland ETF | -11.82% | 7.26% |
Correlation
The correlation between TILL and GLCR is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2025 | 0.01 |
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Return for Risk
TILL vs. GLCR — Risk / Return Rank
TILL
GLCR
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 ratioReturn per unit of total volatility | +0.86 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.95 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.61 | -0.34 | +0.95 |
| Martin ratioReturn relative to average drawdown | 1.34 | -0.76 | +2.10 |
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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.
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Drawdown Indicators
| TILL | GLCR | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 | -29.46% | — | — |
Current DrawdownCurrent decline from peak | -26.01% | -18.03% | -7.98% |
Average DrawdownAverage peak-to-trough decline | -21.59% | -5.76% | -15.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.50% | 8.49% | -3.99% |
Volatility
TILL vs. GLCR - Volatility Comparison
Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 4.31% compared to GlacierShares Nasdaq Iceland ETF (GLCR) at 3.33%. 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.
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Volatility by Period
| TILL | GLCR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.31% | 3.33% | +0.98% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 13.30% | -2.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.66% | 16.82% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 18.28% | -3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.73% | 18.28% | -3.55% |
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 4.50%, more than GLCR's 1.10% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GLCR GlacierShares Nasdaq Iceland ETF | 1.10% | 0.97% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.50% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
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.
TILL has higher volatility (4.31%) compared to GLCR (3.33%). In terms of maximum drawdown, TILL dropped -33.76% vs GLCR's -19.29%.
On 1-year performance, TILL leads with 6.02% vs -6.47% for GLCR. On fees, TILL is cheaper at 0.89% per year. On volatility, GLCR has been the lower-risk option at 3.33%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, TILL has performed better with a 6.02% return vs -6.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TILL is cheaper with a 0.89% expense ratio, compared with 0.95% for GLCR.
TILL has the higher dividend yield at 4.50%, compared with 1.10% for GLCR.
TILL is categorized as Commodities, while GLCR is Europe Equities. Their fees differ too: 0.89% for TILL and 0.95% for GLCR.
TILL currently has the higher Sharpe Ratio (0.48 vs -0.39), 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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