TILL vs. GRN
TILL (Teucrium Agricultural Strategy No K-1 ETF) and GRN (iPath Series B Carbon ETN) are both Commodities funds. TILL is actively managed, while GRN is passively managed. Over the past 3 years, TILL returned -8.51%/yr vs -1.97%/yr for GRN. At a 0.00 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.75%/yr for GRN.
Performance
TILL vs. GRN - Performance Comparison
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Returns By Period
In the year-to-date period, TILL achieves a 3.90% return, which is significantly higher than GRN's -6.37% return.
TILL
- 1D
- 1.33%
- 1M
- -5.66%
- YTD
- 3.90%
- 6M
- 2.10%
- 1Y
- -0.92%
- 3Y*
- -8.51%
- 5Y*
- —
- 10Y*
- —
GRN
- 1D
- -0.36%
- 1M
- 3.28%
- YTD
- -6.37%
- 6M
- -6.75%
- 1Y
- 14.02%
- 3Y*
- -1.97%
- 5Y*
- 7.93%
- 10Y*
- —
TILL vs. GRN - 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% |
GRN iPath Series B Carbon ETN | -6.37% | 20.33% | -7.34% | -2.99% | -10.91% |
Correlation
The correlation between TILL and GRN is -0.01, 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 | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.00 |
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Return for Risk
TILL vs. GRN — Risk / Return Rank
TILL
GRN
TILL vs. GRN - 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 Series B Carbon ETN (GRN). 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 | GRN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.11 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 0.46 | -0.56 |
| Martin ratioReturn relative to average drawdown | -0.18 | 1.17 | -1.35 |
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Drawdowns
TILL vs. GRN - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum GRN drawdown of -47.96%. Use the drawdown chart below to compare losses from any high point for TILL and GRN.
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Drawdown Indicators
| TILL | GRN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -47.96% | +14.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -30.39% | +20.52% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -44.33% | +14.87% |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.96% | — |
Current DrawdownCurrent decline from peak | -30.27% | -17.77% | -12.50% |
Average DrawdownAverage peak-to-trough decline | -21.50% | -17.55% | -3.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 12.02% | -7.03% |
Volatility
TILL vs. GRN - Volatility Comparison
The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 3.23%, while iPath Series B Carbon ETN (GRN) has a volatility of 5.60%. This indicates that TILL experiences smaller price fluctuations and is considered to be less risky than GRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | GRN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 5.60% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 24.73% | -14.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 27.73% | -15.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 39.80% | -25.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 41.80% | -27.10% |
TILL vs. GRN - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than GRN's 0.75% expense ratio.
Dividends
TILL vs. GRN - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.78%, while GRN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GRN iPath Series B Carbon 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 GRN have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRN has higher volatility (5.60%) compared to TILL (3.23%). In terms of maximum drawdown, TILL dropped -33.76% vs GRN's -47.96%.
On 3-year performance, GRN leads with -1.97% vs -8.51% for TILL. On fees, GRN is cheaper at 0.75% 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, GRN has performed better with a -1.97% return vs -8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GRN is cheaper with a 0.75% expense ratio, compared with 0.89% for TILL.
TILL has the higher dividend yield at 4.78%, compared with 0.00% for GRN.
They also come from different issuers: Teucrium and Barclays Capital. Their fees differ too: 0.89% for TILL and 0.75% for GRN.
GRN currently has the higher Sharpe Ratio (0.51 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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