Commodities trade

The chart shows the growth of an initial investment of $10,000 in Commodities trade, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Every 3 months.

As of Apr 2, 2026, the Commodities trade returned -2.03% Year-To-Date and 37.67% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Aug 8, 2015, Commodities trade's average daily return is +0.11%, while the average monthly return is +3.52%. At this rate, your investment would double in approximately 1.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Feb 2016 with a return of +44.5%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Commodities trade closed higher 54% of trading days. The best single day was Feb 11, 2016 with a return of +14.1%, while the worst single day was Mar 12, 2020 at -15.9%.

Commodities trade has an annualized alpha of 27.29%, beta of 0.74, and R² of 0.31 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.

• This portfolio captured 135.04% of S&P 500 Index gains but only 25.22% of its losses — a favorable profile for investors.
• R² of 0.31 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Commodities trade has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Commodities trade ranks 38 for risk / return — below 38% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Commodities trade Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

• 1-Year: 1.41
• 5-Year: 0.77
• 10-Year: 1.59
• All Time: 1.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Commodities trade compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Commodities trade provided a 1.23% dividend yield over the last twelve months.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the Commodities trade. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Commodities trade was 33.69%, occurring on Dec 25, 2018. Recovery took 182 trading sessions.

The current Commodities trade drawdown is 11.88%.

The chart below shows the rolling one-month volatility.