USCI vs. TILL
USCI (United States Commodity Index Fund) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both Commodities funds. USCI is passively managed, while TILL is actively managed. Over the past 3 years, USCI returned 23.15%/yr vs -5.51%/yr for TILL. At a 0.42 correlation, their price movements are largely independent. USCI charges 1.03%/yr vs 0.89%/yr for TILL.
Performance
USCI vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, USCI achieves a 28.22% return, which is significantly higher than TILL's 6.30% return.
USCI
- 1D
- 0.11%
- 1M
- -1.22%
- YTD
- 28.22%
- 6M
- 26.35%
- 1Y
- 40.33%
- 3Y*
- 23.15%
- 5Y*
- 19.28%
- 10Y*
- 8.86%
TILL
- 1D
- -1.34%
- 1M
- -6.04%
- YTD
- 6.30%
- 6M
- 4.59%
- 1Y
- 0.28%
- 3Y*
- -5.51%
- 5Y*
- —
- 10Y*
- —
USCI vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
USCI United States Commodity Index Fund | 28.22% | 17.63% | 17.24% | -0.00% | -3.79% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 6.30% | -5.97% | -13.98% | -5.00% | -12.66% |
Correlation
The correlation between USCI and TILL is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
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 USCI and TILL shifts across timeframes, from 0.31 (1 year) to 0.42 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USCI vs. TILL — Risk / Return Rank
USCI
TILL
USCI vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for United States Commodity Index Fund (USCI) and Teucrium Agricultural Strategy No K-1 ETF (TILL). 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.
| USCI | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.41 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.01 | +0.39 |
| Calmar ratioReturn relative to maximum drawdown | 4.64 | 0.03 | +4.61 |
| Martin ratioReturn relative to average drawdown | 16.18 | 0.05 | +16.13 |
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
| USCI | TILL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.43 | 0.02 | +2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.30 | -0.55 | +0.85 |
Drawdowns
USCI vs. TILL - Drawdown Comparison
The maximum USCI drawdown since its inception was -66.41%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for USCI and TILL.
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Drawdown Indicators
| USCI | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.41% | -33.76% | -32.65% |
Max Drawdown (1Y)Largest decline over 1 year | -8.73% | -8.98% | +0.25% |
Max Drawdown (3Y)Largest decline over 3 years | -12.01% | -30.40% | +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 | -3.10% | -28.66% | +25.56% |
Average DrawdownAverage peak-to-trough decline | -29.51% | -21.39% | -8.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 5.39% | -2.89% |
Volatility
USCI vs. TILL - Volatility Comparison
The current volatility for United States Commodity Index Fund (USCI) is 4.51%, while Teucrium Agricultural Strategy No K-1 ETF (TILL) has a volatility of 5.35%. This indicates that USCI experiences smaller price fluctuations and is considered to be less risky than TILL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| USCI | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.51% | 5.35% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 13.93% | 10.19% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.70% | 12.63% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.44% | 14.73% | +3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.85% | 14.73% | +1.12% |
USCI vs. TILL - Expense Ratio Comparison
USCI has a 1.03% expense ratio, which is higher than TILL's 0.89% expense ratio.
Dividends
USCI vs. TILL - Dividend Comparison
USCI has not paid dividends to shareholders, while TILL's dividend yield for the trailing twelve months is around 4.67%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
TILL Teucrium Agricultural Strategy No K-1 ETF | 4.67% | 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
USCI and TILL have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TILL has higher volatility (5.35%) compared to USCI (4.51%). In terms of maximum drawdown, USCI dropped -66.41% vs TILL's -33.76%.
On 3-year performance, USCI leads with 23.15% vs -5.51% for TILL. On fees, TILL is cheaper at 0.89% per year. On volatility, USCI has been the lower-risk option at 4.51%. 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 23.15% return vs -5.51%. 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 4.67%, compared with 0.00% for USCI.
They also come from different issuers: Concierge Technologies and Teucrium. Their fees differ too: 1.03% for USCI and 0.89% for TILL.
USCI currently has the higher Sharpe Ratio (2.43 vs 0.02), 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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