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iShares Commodity Curve Carry Strategy ETF (CCRV)

ETF · Currency in USD · Last updated Aug 6, 2022

CCRV is a passive ETF by iShares tracking the investment results of the CCRV-US - ICE BofA Commodity Enhanced Carry Index. CCRV launched on Sep 1, 2020 and has a 0.40% expense ratio.

ETF Info

IssueriShares
Inception DateSep 1, 2020
RegionGlobal (Broad)
CategoryCommodities
Expense Ratio0.40%
Index TrackedCCRV-US - ICE BofA Commodity Enhanced Carry Index
Asset ClassCommodity

Trading Data

Previous Close$25.92
Year Range$18.96 - $31.82
EMA (50)$27.54
EMA (200)$25.85
Average Volume$7.19K

CCRVShare Price Chart


Chart placeholderClick Calculate to get results

CCRVPerformance

The chart shows the growth of $10,000 invested in iShares Commodity Curve Carry Strategy ETF in Sep 2020 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,857 for a total return of roughly 28.57%. All prices are adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%30.00%MarchAprilMayJuneJulyAugust
4.81%
-7.55%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

CCRVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.18%8.19%
6M6.89%-7.42%
YTD15.30%-13.03%
1Y31.20%-5.85%
5Y13.95%8.76%
10Y13.95%8.76%

CCRVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20226.81%5.71%8.90%4.90%4.46%-7.52%-2.57%-5.02%
20211.67%6.77%-1.03%7.46%2.37%1.95%0.89%-0.50%5.04%5.41%-5.77%5.99%
2020-22.89%-1.10%3.52%5.58%

CCRVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current iShares Commodity Curve Carry Strategy ETF Sharpe ratio is 1.09. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.000.001.002.003.00MarchAprilMayJuneJulyAugust
1.09
-0.31
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

CCRVDividend History

iShares Commodity Curve Carry Strategy ETF granted a 22.74% dividend yield in the last twelve months. The annual payout for that period amounted to $5.90 per share.


PeriodTTM20212020
Dividend$5.90$5.90$0.00

Dividend yield

22.74%26.22%0.00%

CCRVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-18.54%
-13.58%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

CCRVWorst Drawdowns

The table below shows the maximum drawdowns of the iShares Commodity Curve Carry Strategy ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the iShares Commodity Curve Carry Strategy ETF is 24.24%, recorded on Sep 23, 2020. It took 155 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.24%Sep 2, 202015Sep 23, 2020155May 6, 2021170
-19.19%Jun 9, 202224Jul 14, 2022
-13.86%Mar 9, 20226Mar 16, 202222Apr 18, 202228
-8.18%Oct 21, 202129Dec 1, 202125Jan 6, 202254
-8.01%Jun 9, 202152Aug 20, 202110Sep 3, 202162
-7.09%Apr 19, 202216May 10, 202213May 27, 202229
-6.03%May 10, 20219May 20, 202112Jun 8, 202121
-2.66%Sep 7, 20213Sep 9, 20214Sep 15, 20217
-2.43%Sep 17, 20213Sep 21, 20212Sep 23, 20215
-1.46%Feb 15, 20221Feb 15, 20224Feb 22, 20225

CCRVVolatility Chart

Current iShares Commodity Curve Carry Strategy ETF volatility is 23.04%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%20.00%40.00%60.00%80.00%MarchAprilMayJuneJulyAugust
23.04%
19.67%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)