TILL vs. GSG
TILL (Teucrium Agricultural Strategy No K-1 ETF) and GSG (iShares S&P GSCI Commodity-Indexed Trust) are both Commodities funds. TILL is actively managed, while GSG is passively managed. Over the past 3 years, TILL returned -8.51%/yr vs 13.79%/yr for GSG. At a 0.38 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 0.75%/yr for GSG.
Performance
TILL vs. GSG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TILL achieves a 3.90% return, which is significantly lower than GSG's 25.24% return.
TILL
- 1D
- 1.33%
- 1M
- -5.66%
- YTD
- 3.90%
- 6M
- 2.10%
- 1Y
- -0.92%
- 3Y*
- -8.51%
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- 2.30%
- 1M
- -11.38%
- YTD
- 25.24%
- 6M
- 23.84%
- 1Y
- 30.92%
- 3Y*
- 13.79%
- 5Y*
- 12.69%
- 10Y*
- 6.64%
TILL vs. GSG - 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% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 25.24% | 5.93% | 8.52% | -5.51% | -14.22% |
Correlation
The correlation between TILL and GSG 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 | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.38 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TILL vs. GSG — Risk / Return Rank
TILL
GSG
TILL vs. GSG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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 | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -1.91 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.25 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 1.65 | -1.74 |
| Martin ratioReturn relative to average drawdown | -0.18 | 7.22 | -7.40 |
Loading charts...
Drawdowns
TILL vs. GSG - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for TILL and GSG.
Loading charts...
Drawdown Indicators
| TILL | GSG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -89.62% | +55.86% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -18.81% | +8.94% |
Max Drawdown (3Y)Largest decline over 3 years | -29.46% | -18.81% | -10.65% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -57.64% | — |
Current DrawdownCurrent decline from peak | -30.27% | -62.19% | +31.92% |
Average DrawdownAverage peak-to-trough decline | -21.50% | -63.69% | +42.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 4.29% | +0.70% |
Volatility
TILL vs. GSG - Volatility Comparison
The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 3.23%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 6.36%. This indicates that TILL experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TILL | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.23% | 6.36% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 21.05% | -10.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.62% | 22.93% | -10.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.70% | 22.72% | -8.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.70% | 22.02% | -7.32% |
TILL vs. GSG - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than GSG's 0.75% expense ratio.
Dividends
TILL vs. GSG - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.78%, while GSG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | 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 GSG 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.
GSG has higher volatility (6.36%) compared to TILL (3.23%). In terms of maximum drawdown, TILL dropped -33.76% vs GSG's -89.62%.
On 3-year performance, GSG leads with 13.79% vs -8.51% for TILL. On fees, GSG 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, GSG has performed better with a 13.79% return vs -8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSG 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 GSG.
They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.89% for TILL and 0.75% for GSG.
GSG currently has the higher Sharpe Ratio (1.35 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.
Find the right allocation for TILL and GSG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer