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iShares Commodity Curve Carry Strategy ETF (CCRV) Sortino Ratio
Delisted

ETF · Currency in USD · Last updated Jul 15, 2026

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.

Sortino ratio is not yet available for CCRV. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares iShares Commodity Curve Carry Strategy ETF's Sortino Ratio with other ETFs in the Commodities category across multiple time periods, showing how CCRV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 15, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
BWETBreakwave Tanker Shipping ETF6.46
ZSCUSCF Sustainable Commodity Strategy Fund3.23
COMDirexion Auspice Broad Commodity Strategy ETF2.98
FTGCFirst Trust Global Tactical Commodity Strategy Fund2.97
CMCIVanEck CMCI Commodity Strategy ETF2.91
HGERHarbor Commodity All-Weather Strategy ETF2.89
CMDTPIMCO Commodity Strategy Active Exchange-Traded Fund2.88
CERYSPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF2.85
PITVanEck Commodity Strategy ETF2.81
FAARFirst Trust Alternative Absolute Return Strategy ETF2.68
CCRViShares Commodity Curve Carry Strategy ETF—

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows CCRV's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when CCRV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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