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iShares Commodity Curve Carry Strategy ETF (CCRV)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

Issuer

iShares

Inception Date

Sep 1, 2020

Region

Global (Broad)

Category

Commodities

Leveraged

1x

Index Tracked

CCRV-US - ICE BofA Commodity Enhanced Carry Index

Asset Class

Commodity

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
CCRV vs. COM CCRV vs. XVOL CCRV vs. SVOL CCRV vs. CMDY CCRV vs. SPY CCRV vs. bcd CCRV vs. SCHG CCRV vs. QYLD CCRV vs. DIVO CCRV vs. VGT
Popular comparisons:
CCRV vs. COM CCRV vs. XVOL CCRV vs. SVOL CCRV vs. CMDY CCRV vs. SPY CCRV vs. bcd CCRV vs. SCHG CCRV vs. QYLD CCRV vs. DIVO CCRV vs. VGT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Commodity Curve Carry Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-4.35%
11.19%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

Returns By Period

iShares Commodity Curve Carry Strategy ETF had a return of 5.81% year-to-date (YTD) and 1.92% in the last 12 months.


CCRV

YTD

5.81%

1M

0.69%

6M

-4.35%

1Y

1.92%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

24.05%

1M

0.89%

6M

11.19%

1Y

30.12%

5Y (annualized)

13.82%

10Y (annualized)

11.14%

Monthly Returns

The table below presents the monthly returns of CCRV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.44%-0.83%4.83%1.84%-1.29%1.54%-2.59%-1.98%0.34%0.82%5.81%
20231.74%-2.11%-1.30%-0.10%-6.24%3.89%11.57%0.79%3.57%-2.10%-1.05%-2.28%5.47%
20226.81%5.71%8.90%4.90%4.46%-7.51%-2.57%-3.33%-7.28%5.62%4.55%-0.20%19.91%
20211.67%6.77%-1.03%7.46%2.37%1.95%0.89%-0.50%5.04%5.41%-5.77%5.99%33.78%
2020-2.40%-1.10%3.52%5.58%5.51%

Expense Ratio

CCRV features an expense ratio of 0.40%, falling within the medium range.


Expense ratio chart for CCRV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CCRV is 11, indicating that it is in the bottom 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CCRV is 1111
Combined Rank
The Sharpe Ratio Rank of CCRV is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRV is 99
Sortino Ratio Rank
The Omega Ratio Rank of CCRV is 99
Omega Ratio Rank
The Calmar Ratio Rank of CCRV is 1515
Calmar Ratio Rank
The Martin Ratio Rank of CCRV is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for CCRV, currently valued at 0.24, compared to the broader market0.002.004.006.000.242.54
The chart of Sortino ratio for CCRV, currently valued at 0.43, compared to the broader market-2.000.002.004.006.008.0010.0012.000.433.40
The chart of Omega ratio for CCRV, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.47
The chart of Calmar ratio for CCRV, currently valued at 0.28, compared to the broader market0.005.0010.0015.000.283.66
The chart of Martin ratio for CCRV, currently valued at 0.78, compared to the broader market0.0020.0040.0060.0080.00100.00120.000.7816.28
CCRV
^GSPC

The current iShares Commodity Curve Carry Strategy ETF Sharpe ratio is 0.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Commodity Curve Carry Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.24
2.54
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Commodity Curve Carry Strategy ETF provided a 6.86% dividend yield over the last twelve months, with an annual payout of $1.43 per share.


10.00%15.00%20.00%25.00%30.00%$0.00$1.00$2.00$3.00$4.00$5.00$6.00$7.00202120222023
Dividends
Dividend Yield
PeriodTTM202320222021
Dividend$1.43$1.43$6.67$5.90

Dividend yield

6.86%7.26%33.27%26.22%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Commodity Curve Carry Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.43$1.43
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$6.67$6.67
2021$5.90$5.90

Drawdowns

Drawdowns Chart

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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-5.63%
-1.41%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Commodity Curve Carry Strategy ETF. 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 iShares Commodity Curve Carry Strategy ETF was 24.81%, occurring on Sep 26, 2022. Recovery took 445 trading sessions.

The current iShares Commodity Curve Carry Strategy ETF drawdown is 5.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.81%Jun 9, 202275Sep 26, 2022445Jul 5, 2024520
-13.86%Mar 9, 20226Mar 16, 202222Apr 18, 202228
-11.81%Jul 8, 202446Sep 10, 2024
-8.18%Oct 21, 202129Dec 1, 202125Jan 6, 202254
-8.01%Jun 9, 202152Aug 20, 202110Sep 3, 202162

Volatility

Volatility Chart

The current iShares Commodity Curve Carry Strategy ETF volatility is 4.85%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
4.85%
4.07%
CCRV (iShares Commodity Curve Carry Strategy ETF)
Benchmark (^GSPC)