TILL vs. ISCMF

Last updated Apr 3, 2026

Compare and contrast key facts about Teucrium Agricultural Strategy No K-1 ETF (TILL) and iShares Diversified Commodity Swap UCITS ETF (ISCMF).

TILL and ISCMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TILL is an actively managed fund by Teucrium. It was launched on May 16, 2022. ISCMF is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity Index. It was launched on Mar 4, 2022.

Performance

TILL vs. ISCMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Strategy No K-1 ETF (TILL) and iShares Diversified Commodity Swap UCITS ETF (ISCMF). The values are adjusted to include any dividend payments, if applicable.

TILL vs. ISCMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TILL Teucrium Agricultural Strategy No K-1 ETF	8.82%	-5.97%	-13.98%	-5.00%	-12.66%
ISCMF iShares Diversified Commodity Swap UCITS ETF	23.70%	19.65%	3.13%	-9.58%	-5.08%

Returns By Period

In the year-to-date period, TILL achieves a 8.82% return, which is significantly lower than ISCMF's 23.70% return.

TILL

• 1D: -0.17%
• 1M: 4.82%
• YTD: 8.82%
• 6M: 6.30%
• 1Y: -0.98%
• 3Y*: -5.59%
• 5Y*: —
• 10Y*: —

ISCMF

• 1D: 4.98%
• 1M: 12.56%
• YTD: 23.70%
• 6M: 33.07%
• 1Y: 36.33%
• 3Y*: 14.10%
• 5Y*: —
• 10Y*: —

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

TILL vs. ISCMF - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is higher than ISCMF's 0.19% expense ratio.

TILL

Teucrium Agricultural Strategy No K-1 ETF

ISCMF

iShares Diversified Commodity Swap UCITS ETF

Return for Risk

TILL vs. ISCMF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TILL

TILL Risk / Return Rank: 9
TILL Sharpe Ratio Rank: 10
TILL Sortino Ratio Rank: 8
TILL Omega Ratio Rank: 9
TILL Calmar Ratio Rank: 9
TILL Martin Ratio Rank: 9

ISCMF

ISCMF Risk / Return Rank: 95
ISCMF Sharpe Ratio Rank: 91
ISCMF Sortino Ratio Rank: 97
ISCMF Omega Ratio Rank: 99
ISCMF Calmar Ratio Rank: 97
ISCMF Martin Ratio Rank: 92

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TILL vs. ISCMF - 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 Diversified Commodity Swap UCITS ETF (ISCMF). 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	ISCMF	Difference
Sharpe ratio Return per unit of total volatility	-0.09	2.10	-2.18
Sortino ratio Return per unit of downside risk	-0.04	4.06	-4.10
Omega ratio Gain probability vs. loss probability	1.00	2.60	-1.61
Calmar ratio Return relative to maximum drawdown	-0.07	6.39	-6.46
Martin ratio Return relative to average drawdown	-0.12	15.03	-15.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TILL vs. ISCMF - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is -0.09, which is lower than the ISCMF Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of TILL and ISCMF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TILL	ISCMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.09	2.10	-2.18
Sharpe Ratio (All Time) Calculated using the full available price history	-0.54	0.49	-1.02

Correlation

The correlation between TILL and ISCMF is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

TILL vs. ISCMF - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.56%, while ISCMF has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
TILL Teucrium Agricultural Strategy No K-1 ETF	4.56%	4.97%	2.55%	51.24%	0.73%
ISCMF iShares Diversified Commodity Swap UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

TILL vs. ISCMF - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, which is greater than ISCMF's maximum drawdown of -25.42%. Use the drawdown chart below to compare losses from any high point for TILL and ISCMF.

Drawdown Indicators

	TILL	ISCMF	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-25.42%	-8.34%
Max Drawdown (1Y) Largest decline over 1 year	-9.94%	-5.69%	-4.25%
Current Drawdown Current decline from peak	-26.97%	0.00%	-26.97%
Average Drawdown Average peak-to-trough decline	-21.15%	-13.95%	-7.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.33%	2.42%	+3.91%

Volatility

TILL vs. ISCMF - Volatility Comparison

The current volatility for Teucrium Agricultural Strategy No K-1 ETF (TILL) is 5.78%, while iShares Diversified Commodity Swap UCITS ETF (ISCMF) has a volatility of 10.71%. This indicates that TILL experiences smaller price fluctuations and is considered to be less risky than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILL	ISCMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	10.71%	-4.93%
Volatility (6M) Calculated over the trailing 6-month period	8.55%	14.61%	-6.06%
Volatility (1Y) Calculated over the trailing 1-year period	11.56%	17.41%	-5.85%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.64%	14.26%	+0.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.64%	14.26%	+0.38%