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 -5.74%/yr vs 18.78%/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
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Returns By Period
In the year-to-date period, TILL achieves a 5.10% return, which is significantly lower than GSG's 40.46% return.
TILL
- 1D
- -1.13%
- 1M
- -6.31%
- YTD
- 5.10%
- 6M
- 3.12%
- 1Y
- -1.33%
- 3Y*
- -5.74%
- 5Y*
- —
- 10Y*
- —
GSG
- 1D
- -1.49%
- 1M
- -5.32%
- YTD
- 40.46%
- 6M
- 38.18%
- 1Y
- 49.68%
- 3Y*
- 18.78%
- 5Y*
- 15.39%
- 10Y*
- 7.42%
TILL vs. GSG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 5.10% | -5.97% | -13.98% | -5.00% | -12.66% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 40.46% | 5.93% | 8.52% | -5.51% | -13.21% |
Correlation
The correlation between TILL and GSG is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.38 |
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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.
| TILL | GSG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.85 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 5.28 | -5.43 |
| Martin ratioReturn relative to average drawdown | -0.25 | 13.78 | -14.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TILL | GSG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 2.17 | -2.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.68 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.34 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | -0.09 | -0.47 |
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.
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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 | -8.98% | -9.46% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -30.40% | -14.94% | -15.46% |
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 | -29.47% | -57.59% | +28.12% |
Average DrawdownAverage peak-to-trough decline | -21.40% | -63.71% | +42.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 3.62% | +1.79% |
Volatility
TILL vs. GSG - Volatility Comparison
The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 5.38%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 7.72%. 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.
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Volatility by Period
| TILL | GSG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 7.72% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 20.48% | -10.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 23.01% | -10.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 22.61% | -7.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 22.03% | -7.29% |
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 4.72%, 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 | 4.72% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
TILL and GSG have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSG has higher volatility (7.72%) compared to TILL (5.38%). In terms of maximum drawdown, TILL dropped -33.76% vs GSG's -89.62%.
On 3-year performance, GSG leads with 18.78% vs -5.74% for TILL. On fees, GSG is cheaper at 0.75% per year. On volatility, TILL has been the lower-risk option at 5.38%. 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 18.78% return vs -5.74%. 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 4.72%, 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 (2.17 vs -0.11), 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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