TILL vs. YFYA

Last updated Jun 5, 2026

TILL (Teucrium Agricultural Strategy No K-1 ETF) and YFYA (Yields for You Income Strategy A ETF) are both exchange-traded funds - TILL is a Commodities fund actively managed by Teucrium, while YFYA is a Ultrashort Bond fund actively managed by Teucrium. Both are actively managed. Over the past year, TILL returned -1.33% vs 4.84% for YFYA. At a correlation of -0.01, they often move in opposite directions. TILL charges 0.89%/yr vs 1.16%/yr for YFYA.

Performance

TILL vs. YFYA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium Agricultural Strategy No K-1 ETF (TILL) and Yields for You Income Strategy A ETF (YFYA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TILL achieves a 5.10% return, which is significantly higher than YFYA's 1.93% return.

TILL

• 1D: -1.13%
• 1M: -6.31%
• YTD: 5.10%
• 6M: 3.12%
• 1Y: -1.33%
• 3Y*: -5.74%
• 5Y*: —
• 10Y*: —

YFYA

• 1D: -0.40%
• 1M: 0.66%
• YTD: 1.93%
• 6M: 2.23%
• 1Y: 4.84%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

TILL vs. YFYA - Yearly Performance Comparison

	2026 (YTD)	2025
TILL Teucrium Agricultural Strategy No K-1 ETF	5.10%	-8.43%
YFYA Yields for You Income Strategy A ETF	1.93%	2.88%

Correlation

The correlation between TILL and YFYA is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (All Time) Calculated using the full available price history since Feb 3, 2025	-0.01

Return for Risk

TILL vs. YFYA — Risk / Return Rank

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

TILL

TILL Risk / Return Rank: 8
TILL Sharpe Ratio Rank: 8
TILL Sortino Ratio Rank: 8
TILL Omega Ratio Rank: 7
TILL Calmar Ratio Rank: 8
TILL Martin Ratio Rank: 8

YFYA

YFYA Risk / Return Rank: 54
YFYA Sharpe Ratio Rank: 39
YFYA Sortino Ratio Rank: 39
YFYA Omega Ratio Rank: 58
YFYA Calmar Ratio Rank: 62
YFYA Martin Ratio Rank: 74

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. YFYA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium Agricultural Strategy No K-1 ETF (TILL) and Yields for You Income Strategy A ETF (YFYA). 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	YFYA	Difference
Sharpe ratio: Return per unit of total volatility	-0.11	1.35	-1.45
Sortino ratio: Return per unit of downside risk	-0.06	1.97	-2.03
Omega ratio: Gain probability vs. loss probability	0.99	1.35	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.15	3.02	-3.17
Martin ratio: Return relative to average drawdown	-0.25	13.74	-13.99
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. YFYA - Sharpe Ratio Comparison

The current TILL Sharpe Ratio is -0.11, which is lower than the YFYA Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of TILL and YFYA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TILL	YFYA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	1.35	-1.45
Sharpe Ratio (All Time) Calculated using the full available price history	-0.56	1.01	-1.57

Drawdowns

TILL vs. YFYA - Drawdown Comparison

The maximum TILL drawdown since its inception was -33.76%, which is greater than YFYA's maximum drawdown of -2.29%. Use the drawdown chart below to compare losses from any high point for TILL and YFYA.

Drawdown Indicators

	TILL	YFYA	Difference
Max Drawdown Largest peak-to-trough decline	-33.76%	-2.29%	-31.47%
Max Drawdown (1Y) Largest decline over 1 year	-8.98%	-1.61%	-7.37%
Max Drawdown (3Y) Largest decline over 3 years	-30.40%	—	—
Current Drawdown Current decline from peak	-29.47%	-0.40%	-29.07%
Average Drawdown Average peak-to-trough decline	-21.40%	-0.33%	-21.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.41%	0.35%	+5.06%

Volatility

TILL vs. YFYA - Volatility Comparison

Teucrium Agricultural Strategy No K-1 ETF (TILL) has a higher volatility of 5.38% compared to Yields for You Income Strategy A ETF (YFYA) at 1.23%. This indicates that TILL's price experiences larger fluctuations and is considered to be riskier than YFYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TILL	YFYA	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.38%	1.23%	+4.15%
Volatility (6M) Calculated over the trailing 6-month period	10.25%	3.37%	+6.88%
Volatility (1Y) Calculated over the trailing 1-year period	12.68%	3.61%	+9.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.74%	3.60%	+11.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.74%	3.60%	+11.14%

TILL vs. YFYA - Expense Ratio Comparison

TILL has a 0.89% expense ratio, which is lower than YFYA's 1.16% expense ratio.

Dividends

TILL vs. YFYA - Dividend Comparison

TILL's dividend yield for the trailing twelve months is around 4.72%, less than YFYA's 5.16% yield.

Position	TTM	2025	2024	2023	2022
TILL Teucrium Agricultural Strategy No K-1 ETF	4.72%	4.97%	2.55%	51.24%	0.73%
YFYA Yields for You Income Strategy A ETF	5.16%	3.67%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TILL and YFYA in my portfolio?

TILL and YFYA have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TILL or YFYA?

TILL has higher volatility (5.38%) compared to YFYA (1.23%). In terms of maximum drawdown, TILL dropped -33.76% vs YFYA's -2.29%.

Which ETF is better, TILL or YFYA?

On 1-year performance, YFYA leads with 4.84% vs -1.33% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, YFYA has been the lower-risk option at 1.23%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TILL or YFYA?

Over the 1-year period, YFYA has performed better with a 4.84% return vs -1.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TILL or YFYA?

TILL is cheaper with a 0.89% expense ratio, compared with 1.16% for YFYA.

Which ETF pays a higher dividend yield, TILL or YFYA?

YFYA has the higher dividend yield at 5.16%, compared with 4.72% for TILL.

What is the main difference between TILL and YFYA?

TILL is categorized as Commodities, while YFYA is Ultrashort Bond. Their fees differ too: 0.89% for TILL and 1.16% for YFYA.

Which has better risk-adjusted returns?

YFYA currently has the higher Sharpe Ratio (1.35 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.