TILL vs. USCI
TILL (Teucrium Agricultural Strategy No K-1 ETF) and USCI (United States Commodity Index Fund) are both Commodities funds. TILL is actively managed, while USCI is passively managed. Over the past 3 years, TILL returned -5.74%/yr vs 22.48%/yr for USCI. At a 0.42 correlation, their price movements are largely independent. TILL charges 0.89%/yr vs 1.03%/yr for USCI.
Performance
TILL vs. USCI - 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 USCI's 26.41% return.
TILL
- 1D
- -1.13%
- 1M
- -6.31%
- YTD
- 5.10%
- 6M
- 3.12%
- 1Y
- -1.33%
- 3Y*
- -5.74%
- 5Y*
- —
- 10Y*
- —
USCI
- 1D
- -1.41%
- 1M
- -2.86%
- YTD
- 26.41%
- 6M
- 24.03%
- 1Y
- 38.42%
- 3Y*
- 22.48%
- 5Y*
- 18.94%
- 10Y*
- 8.62%
TILL vs. USCI - 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% |
USCI United States Commodity Index Fund | 26.41% | 17.63% | 17.24% | -0.00% | -3.79% |
Correlation
The correlation between TILL and USCI is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.42 |
The correlation between TILL and USCI shifts across timeframes, from 0.32 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TILL vs. USCI — Risk / Return Rank
TILL
USCI
TILL vs. USCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and United States Commodity Index Fund (USCI). 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 | USCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -3.02 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.39 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 4.42 | -4.57 |
| Martin ratioReturn relative to average drawdown | -0.25 | 15.31 | -15.56 |
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 | USCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 2.30 | -2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.03 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.55 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.56 | 0.29 | -0.86 |
Drawdowns
TILL vs. USCI - Drawdown Comparison
The maximum TILL drawdown since its inception was -33.76%, smaller than the maximum USCI drawdown of -66.41%. Use the drawdown chart below to compare losses from any high point for TILL and USCI.
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Drawdown Indicators
| TILL | USCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.76% | -66.41% | +32.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.98% | -8.73% | -0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -30.40% | -12.01% | -18.39% |
Max Drawdown (5Y)Largest decline over 5 years | — | -18.84% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.82% | — |
Current DrawdownCurrent decline from peak | -29.47% | -4.46% | -25.01% |
Average DrawdownAverage peak-to-trough decline | -21.40% | -29.50% | +8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 2.52% | +2.89% |
Volatility
TILL vs. USCI - Volatility Comparison
Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.38% compared to United States Commodity Index Fund (USCI) at 4.69%. This indicates that TILL's price experiences larger fluctuations and is considered to be riskier than USCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TILL | USCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 4.69% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 10.25% | 14.00% | -3.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.68% | 16.76% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 18.44% | -3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.74% | 15.85% | -1.11% |
TILL vs. USCI - Expense Ratio Comparison
TILL has a 0.89% expense ratio, which is lower than USCI's 1.03% expense ratio.
Dividends
TILL vs. USCI - Dividend Comparison
TILL's dividend yield for the trailing twelve months is around 4.72%, while USCI has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.72% | 4.97% | 2.55% | 51.24% | 0.73% |
USCI United States Commodity Index Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TILL and USCI have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILL has higher volatility (5.38%) compared to USCI (4.69%). In terms of maximum drawdown, TILL dropped -33.76% vs USCI's -66.41%.
On 3-year performance, USCI leads with 22.48% vs -5.74% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, USCI has been the lower-risk option at 4.69%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, USCI has performed better with a 22.48% return vs -5.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TILL is cheaper with a 0.89% expense ratio, compared with 1.03% for USCI.
TILL has the higher dividend yield at 4.72%, compared with 0.00% for USCI.
They also come from different issuers: Teucrium and Concierge Technologies. Their fees differ too: 0.89% for TILL and 1.03% for USCI.
USCI currently has the higher Sharpe Ratio (2.30 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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