WXET vs. TILL

Last updated Apr 17, 2026

WXET (Teucrium 2x Daily Wheat ETF) and TILL (Teucrium Agricultural Strategy No K-1 ETF) are both exchange-traded funds — WXET is a Leveraged Commodities fund actively managed by Teucrium, while TILL is a Commodities fund actively managed by Teucrium. Both are actively managed. Over the past year, WXET returned -12.17% vs -2.97% for TILL. A 0.73 correlation means they provide meaningful diversification when combined. WXET charges 0.95%/yr vs 0.89%/yr for TILL.

Performance

WXET vs. TILL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Teucrium 2x Daily Wheat ETF (WXET) and Teucrium Agricultural Strategy No K-1 ETF (TILL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WXET achieves a 32.18% return, which is significantly higher than TILL's 5.94% return.

WXET

• 1D: 2.83%
• 1M: 2.19%
• YTD: 32.18%
• 6M: 26.37%
• 1Y: -12.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —

TILL

• 1D: 0.63%
• 1M: -0.72%
• YTD: 5.94%
• 6M: 5.85%
• 1Y: -2.97%
• 3Y*: -7.00%
• 5Y*: —
• 10Y*: —

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

WXET vs. TILL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
WXET Teucrium 2x Daily Wheat ETF	32.18%	-37.99%	-0.40%
TILL Teucrium Agricultural Strategy No K-1 ETF	5.94%	-5.97%	-0.94%

Correlation

The correlation between WXET and TILL is 0.72, 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	0.72
Correlation (All Time) Calculated using the full available price history since Dec 16, 2024	0.73

The correlation between WXET and TILL has been stable across timeframes, ranging from 0.72 to 0.73 — a consistent structural relationship.

Return for Risk

WXET vs. TILL — Risk / Return Rank

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

WXET

WXET Risk / Return Rank: 4
WXET Sharpe Ratio Rank: 4
WXET Sortino Ratio Rank: 5
WXET Omega Ratio Rank: 5
WXET Calmar Ratio Rank: 4
WXET Martin Ratio Rank: 4

TILL

TILL Risk / Return Rank: 4
TILL Sharpe Ratio Rank: 4
TILL Sortino Ratio Rank: 4
TILL Omega Ratio Rank: 4
TILL Calmar Ratio Rank: 4
TILL Martin Ratio Rank: 5

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.

WXET vs. TILL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Teucrium 2x Daily Wheat ETF (WXET) 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.

	WXET	TILL	Difference
Sharpe ratio Return per unit of total volatility	-0.27	-0.26	-0.01
Sortino ratio Return per unit of downside risk	-0.10	-0.30	+0.20
Omega ratio Gain probability vs. loss probability	0.99	0.97	+0.02
Calmar ratio Return relative to maximum drawdown	-0.34	-0.26	-0.08
Martin ratio Return relative to average drawdown	-0.52	-0.43	-0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WXET vs. TILL - Sharpe Ratio Comparison

The current WXET Sharpe Ratio is -0.27, which is comparable to the TILL Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of WXET and TILL, 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

	WXET	TILL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.27	-0.26	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	-0.57	+0.26

Drawdowns

WXET vs. TILL - Drawdown Comparison

The maximum WXET drawdown since its inception was -48.31%, which is greater than TILL's maximum drawdown of -33.76%. Use the drawdown chart below to compare losses from any high point for WXET and TILL.

Drawdown Indicators

	WXET	TILL	Difference
Max Drawdown Largest peak-to-trough decline	-48.31%	-33.76%	-14.55%
Max Drawdown (1Y) Largest decline over 1 year	-35.64%	-9.76%	-25.88%
Current Drawdown Current decline from peak	-31.67%	-28.90%	-2.77%
Average Drawdown Average peak-to-trough decline	-30.87%	-21.22%	-9.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	23.25%	5.99%	+17.26%

Volatility

WXET vs. TILL - Volatility Comparison

Teucrium 2x Daily Wheat ETF (WXET) has a higher volatility of 15.43% compared to Teucrium Agricultural Strategy No K-1 ETF (TILL) at 4.67%. This indicates that WXET'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.

Volatility by Period

	WXET	TILL	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.43%	4.67%	+10.76%
Volatility (6M) Calculated over the trailing 6-month period	33.88%	8.72%	+25.16%
Volatility (1Y) Calculated over the trailing 1-year period	45.34%	11.46%	+33.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.43%	14.62%	+30.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.43%	14.62%	+30.81%

WXET vs. TILL - Expense Ratio Comparison

WXET has a 0.95% expense ratio, which is higher than TILL's 0.89% expense ratio.

Dividends

WXET vs. TILL - Dividend Comparison

WXET's dividend yield for the trailing twelve months is around 2.22%, less than TILL's 4.69% yield.

	TTM	2025	2024	2023	2022
WXET Teucrium 2x Daily Wheat ETF	2.22%	3.57%	0.13%	0.00%	0.00%
TILL Teucrium Agricultural Strategy No K-1 ETF	4.69%	4.97%	2.55%	51.24%	0.73%