TILL vs. TAGS
TILL (Teucrium Agricultural Strategy No K-1 ETF) and TAGS (Teucrium Agricultural Fund) are both exchange-traded funds - TILL is a Commodities fund actively managed by Teucrium, while TAGS is a Agricultural Commodities fund tracking the Teucrium TAGS Index. TILL is actively managed, while TAGS is passively managed. Over the past 3 years, TILL returned -5.09%/yr vs -6.70%/yr for TAGS. With a 0.96 correlation, they move nearly in lockstep. TILL charges 0.89%/yr vs 0.21%/yr for TAGS.
Performance
TILL vs. TAGS - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with TILL having a 7.74% return and TAGS slightly lower at 7.40%.
TILL
- 1D
- -0.56%
- 1M
- -3.39%
- YTD
- 7.74%
- 6M
- 5.33%
- 1Y
- 1.80%
- 3Y*
- -5.09%
- 5Y*
- —
- 10Y*
- —
TAGS
- 1D
- -0.67%
- 1M
- -3.24%
- YTD
- 7.40%
- 6M
- 4.41%
- 1Y
- 1.21%
- 3Y*
- -6.70%
- 5Y*
- -0.87%
- 10Y*
- -1.63%
TILL vs. TAGS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 7.74% | -5.97% | -13.98% | -5.00% | -12.66% |
TAGS Teucrium Agricultural Fund | 7.40% | -8.76% | -14.57% | -6.11% | -13.36% |
Correlation
The correlation between TILL and TAGS is 0.95, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.97 |
The correlation between TILL and TAGS has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.
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Return for Risk
TILL vs. TAGS — Risk / Return Rank
TILL
TAGS
TILL vs. TAGS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium Agricultural Fund (TAGS). 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 | TAGS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.14 | 0.10 | +0.05 |
Sortino ratioReturn per unit of downside risk | 0.30 | 0.23 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 0.15 | 0.02 | +0.13 |
Martin ratioReturn relative to average drawdown | 0.25 | 0.03 | +0.22 |
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 | TAGS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.14 | 0.10 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.05 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.53 | -0.23 | -0.30 |
Drawdowns
TILL vs. TAGS - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum TAGS drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for TILL and TAGS.
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Drawdown Indicators
| TILL | TAGS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -76.40% | +42.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -10.07% | +1.09% |
Max Drawdown (3Y)Largest decline over 3 years | -30.40% | -33.59% | +3.19% |
Max Drawdown (5Y)Largest decline over 5 years | — | -37.60% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.30% | — |
Current DrawdownCurrent decline from peak | -27.70% | -63.25% | +35.55% |
Average DrawdownAverage peak-to-trough decline | -21.38% | -57.22% | +35.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.37% | 5.87% | -0.50% |
Volatility
TILL vs. TAGS - Volatility Comparison
Teucrium Agricultural Strategy No K-1 ETF (TILL) and Teucrium Agricultural Fund (TAGS) have volatilities of 5.50% and 5.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | TAGS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 5.60% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 10.14% | 10.07% | +0.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.57% | 12.60% | -0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.73% | 16.58% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.73% | 18.04% | -3.31% |
TILL vs. TAGS - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is higher than TAGS's 0.21% expense ratio.
Dividends
TILL vs. TAGS - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.61%, while TAGS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
TAGS Teucrium Agricultural Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.61% | 4.97% | 2.55% | 51.24% | 0.73% |
Frequently Asked Questions
With a correlation of 0.95, TILL and TAGS move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
TAGS has higher volatility (5.60%) compared to TILL (5.50%). In terms of maximum drawdown, TILL dropped -33.76% vs TAGS's -76.40%.
On 3-year performance, TILL leads with -5.09% vs -6.70% for TAGS. On fees, TAGS is cheaper at 0.21% per year. On volatility, TILL has been the lower-risk option at 5.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, TILL has performed better with a -5.09% return vs -6.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TAGS is cheaper with a 0.21% expense ratio, compared with 0.89% for TILL.
TILL has the higher dividend yield at 4.61%, compared with 0.00% for TAGS.
TILL is categorized as Commodities, while TAGS is Agricultural Commodities. Their fees differ too: 0.89% for TILL and 0.21% for TAGS.
TILL currently has the higher Sharpe Ratio (0.14 vs 0.10), 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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