TILL vs. ISCMF
TILL (Teucrium Agricultural Strategy No K-1 ETF) and ISCMF (iShares Diversified Commodity Swap UCITS ETF) are both Commodities funds. TILL is actively managed, while ISCMF is passively managed. Over the past 3 years, TILL returned -5.35%/yr vs 10.24%/yr for ISCMF. Their 0.07 correlation means their historical movements had little consistent relationship. TILL charges 0.89%/yr vs 0.19%/yr for ISCMF.
Performance
TILL vs. ISCMF - Performance Comparison
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Returns By Period
In the year-to-date period, TILL achieves a 8.79% return, which is significantly lower than ISCMF's 11.96% return.
TILL
- 1D
- -1.23%
- 1M
- 3.81%
- 6M
- 8.40%
- YTD
- 8.79%
- 1Y
- 6.65%
- 3Y*
- -5.35%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -6.90%
ISCMF
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.00%
- YTD
- 11.96%
- 1Y
- 21.66%
- 3Y*
- 10.24%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.78%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $7.90K | $54.64K | |
| $726.85K | $636.34K | $1.53M |
TILL vs. ISCMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 8.79% | -5.97% | -13.98% | -5.00% | -11.52% |
ISCMF iShares Diversified Commodity Swap UCITS ETF | 11.96% | 19.65% | 3.13% | -9.58% | -5.08% |
Correlation
The correlation between TILL and ISCMF is 0.10, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 17, 2022 | 0.07 |
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Return for Risk
TILL vs. ISCMF — Risk / Return Rank
TILL
ISCMF
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.
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 | ISCMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.81 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.59 | -0.91 |
| Martin ratioReturn relative to average drawdown | 1.75 | 4.77 | -3.02 |
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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.
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Drawdown Indicators
| TILL | ISCMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -25.42% | -8.34% |
Max Drawdown (1Y)Largest decline over 1 year | -9.87% | -13.68% | +3.81% |
Max Drawdown (3Y)Largest decline over 3 years | -25.33% | -13.68% | -11.65% |
Current DrawdownCurrent decline from peak | -26.99% | -13.68% | -13.31% |
Average DrawdownAverage peak-to-trough decline | -21.64% | -13.31% | -8.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 4.69% | -0.87% |
Volatility
TILL vs. ISCMF - Volatility Comparison
Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.07% compared to iShares Diversified Commodity Swap UCITS ETF (ISCMF) at 0.00%. This indicates that TILL's price experiences larger fluctuations and is considered to be riskier than ISCMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | ISCMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 0.00% | +5.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.38% | 17.04% | -5.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.24% | 19.57% | -6.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.79% | 14.73% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.79% | 14.73% | +0.06% |
TILL vs. ISCMF - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than ISCMF's 0.19% expense ratio.
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
ISCMF iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.56% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
TILL and ISCMF have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILL has higher volatility (5.07%) compared to ISCMF (0.00%). In terms of maximum drawdown, TILL dropped -33.76% vs ISCMF's -25.42%.
On 3-year performance, ISCMF leads with 10.24% vs -5.35% for TILL. On fees, ISCMF is cheaper at 0.19% per year. On volatility, ISCMF has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, ISCMF has performed better with a 10.24% return vs -5.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ISCMF is cheaper with a 0.19% expense ratio, compared with 0.89% for TILL.
TILL has the higher dividend yield at 4.56%, compared with 0.00% for ISCMF.
They also come from different issuers: Teucrium and iShares. Their fees differ too: 0.89% for TILL and 0.19% for ISCMF.
ISCMF currently has the higher Sharpe Ratio (1.11 vs 0.50), 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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