WEAT vs. TILL
WEAT (Teucrium Wheat Fund) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Fund Benchmark, while TILL is a Commodities fund actively managed by Teucrium. WEAT is passively managed, while TILL is actively managed. Over the past 3 years, WEAT returned -10.48%/yr vs -5.51%/yr for TILL. A 0.75 correlation means they provide meaningful diversification when combined. WEAT charges 1.91%/yr vs 0.89%/yr for TILL.
Performance
WEAT vs. TILL - Performance Comparison
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Returns By Period
In the year-to-date period, WEAT achieves a 13.52% return, which is significantly higher than TILL's 6.30% return.
WEAT
- 1D
- -2.07%
- 1M
- -6.32%
- YTD
- 13.52%
- 6M
- 8.73%
- 1Y
- -0.35%
- 3Y*
- -10.48%
- 5Y*
- -7.95%
- 10Y*
- -6.84%
TILL
- 1D
- -1.34%
- 1M
- -6.04%
- YTD
- 6.30%
- 6M
- 4.59%
- 1Y
- 0.28%
- 3Y*
- -5.51%
- 5Y*
- —
- 10Y*
- —
WEAT vs. TILL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
WEAT Teucrium Wheat Fund | 13.52% | -17.14% | -19.26% | -25.19% | -35.44% |
TILL Teucrium Agricultural Strategy No K-1 ETF | 6.30% | -5.97% | -13.98% | -5.00% | -12.66% |
Correlation
The correlation between WEAT and TILL is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (All Time) Calculated using the full available price history since May 18, 2022 | 0.75 |
The correlation between WEAT and TILL has been stable across timeframes, ranging from 0.73 to 0.79 - a consistent structural relationship.
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Return for Risk
WEAT vs. TILL — Risk / Return Rank
WEAT
TILL
WEAT vs. TILL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) 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.
| WEAT | TILL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.01 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 0.03 | -0.05 |
| Martin ratioReturn relative to average drawdown | -0.03 | 0.05 | -0.08 |
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
| WEAT | TILL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.02 | -0.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.41 | -0.55 | +0.14 |
Drawdowns
WEAT vs. TILL - Drawdown Comparison
The maximum WEAT drawdown since its inception was -84.32%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for WEAT and TILL.
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Drawdown Indicators
| WEAT | TILL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -33.76% | -50.56% |
Max Drawdown (1Y)Largest decline over 1 year | -17.85% | -8.98% | -8.87% |
Max Drawdown (3Y)Largest decline over 3 years | -46.27% | -30.40% | -15.87% |
Max Drawdown (5Y)Largest decline over 5 years | -67.83% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -67.83% | — | — |
Current DrawdownCurrent decline from peak | -82.12% | -28.66% | -53.46% |
Average DrawdownAverage peak-to-trough decline | -63.12% | -21.39% | -41.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.29% | 5.39% | +5.90% |
Volatility
WEAT vs. TILL - Volatility Comparison
Teucrium Wheat Fund (WEAT) has a higher volatility of 10.00% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 5.35%. This indicates that WEAT's price experiences larger fluctuations and is considered to be riskier 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
| WEAT | TILL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 5.35% | +4.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 10.19% | +7.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.62% | 12.63% | +9.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.51% | 14.73% | +15.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.80% | 14.73% | +12.07% |
WEAT vs. TILL - Expense Ratio Comparison
WEAT has a 1.91% expense ratio, which is higher than TILL's 0.89% expense ratio.
Dividends
WEAT vs. TILL - Dividend Comparison
WEAT 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% |
WEAT Teucrium Wheat Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WEAT and TILL have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEAT has higher volatility (10.00%) compared to TILL (5.35%). In terms of maximum drawdown, WEAT dropped -84.32% vs TILL's -33.76%.
On 3-year performance, TILL leads with -5.51% vs -10.48% for WEAT. On fees, TILL is cheaper at 0.89% per year. On volatility, TILL has been the lower-risk option at 5.35%. 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 -5.51% return vs -10.48%. 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 1.91% for WEAT.
TILL has the higher dividend yield at 4.67%, compared with 0.00% for WEAT.
WEAT is categorized as Agricultural Commodities, while TILL is Commodities. Their fees differ too: 1.91% for WEAT and 0.89% for TILL.
TILL currently has the higher Sharpe Ratio (0.02 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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