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ISIN
US45032K1025
Issuer
PIMCO
Inception Date
May 9, 2023
Category
Commodities
Leveraged
1x (No leverage)
Index Tracked
Bloomberg Roll Select Commodity Total Return Index
Distribution Policy
Distributing
Asset Class
Commodity
Assets Under Management
$802M

Share Price Chart


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Performance

CMDT Performance Chart

PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) is up 18.7% since the beginning of the year. CMDT is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has returned 18.71% so far this year and 27.72% over the past 12 months.


PIMCO Commodity Strategy Active Exchange-Traded Fund

1D
-0.34%
1M
-6.97%
YTD
18.71%
6M
18.20%
1Y
27.72%
3Y*
15.62%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
1.75%
1M
-0.09%
YTD
8.02%
6M
7.15%
1Y
22.78%
3Y*
19.45%
5Y*
11.73%
10Y*
13.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMDT Monthly Returns History

Based on dividend-adjusted daily data since May 10, 2023, CMDT's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 37% were negative. The best month was Mar 2026 with a return of +8.6%, while the worst month was Apr 2025 at -5.1%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CMDT closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +2.9%, while the worst single day was Apr 4, 2025 at -3.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.80%1.82%8.58%5.95%-1.29%-2.95%18.71%
20253.33%-0.65%3.32%-5.13%0.53%1.93%1.94%2.21%2.64%2.35%-0.36%0.28%12.78%
20241.87%-0.24%4.00%1.57%0.19%-0.41%-2.42%-1.52%3.09%0.15%-0.08%0.70%6.93%
2023-3.79%4.70%7.49%0.46%0.43%-0.12%-1.45%-2.01%5.37%

Benchmark Metrics

PIMCO Commodity Strategy Active Exchange-Traded Fund has an annualized alpha of 11.65%, beta of 0.15, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since May 10, 2023.

  • This ETF captured 31.17% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -28.19%) - a profile typical of hedging or uncorrelated assets.
  • Beta of 0.15 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
11.65%
Beta
0.15
0.04
Upside Capture
31.17%
Downside Capture
-28.19%

Expense Ratio

CMDT has an expense ratio of 0.65%, placing it in the medium range.


Return for Risk

Risk / Return Rank

CMDT ranks 81 for risk / return — in the top 81% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


CMDT Risk / Return Rank: 8181
Overall Rank
CMDT Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 7979
Sortino Ratio Rank
CMDT Omega Ratio Rank: 7575
Omega Ratio Rank
CMDT Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMDT Martin Ratio Rank: 8484
Martin Ratio Rank
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMDTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.50

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

3.99

2.52

+1.48

Martin ratioReturn relative to average drawdown

14.94

11.31

+3.63

Dividends

Dividend History

PIMCO Commodity Strategy Active Exchange-Traded Fund provided a 2.55% dividend yield over the last twelve months, with an annual payout of $0.83 per share.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.00202320242025
Dividends
Dividend Yield
PeriodTTM202520242023
Dividend$0.83$0.84$2.22$0.70

Dividend yield

2.55%3.04%8.80%2.71%

Monthly Dividends

The table displays the monthly dividend distributions for PIMCO Commodity Strategy Active Exchange-Traded Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.19$0.00$0.00$0.19
2025$0.00$0.00$0.00$0.20$0.00$0.00$0.21$0.00$0.00$0.21$0.00$0.22$0.84
2024$0.00$0.00$0.00$0.27$0.00$0.00$0.26$0.00$0.00$0.76$0.00$0.93$2.22
2023$0.03$0.00$0.00$0.32$0.00$0.34$0.70

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the PIMCO Commodity Strategy Active Exchange-Traded Fund. 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 PIMCO Commodity Strategy Active Exchange-Traded Fund was 9.69%, occurring on Sep 10, 2024. Recovery took 87 trading sessions.

The current PIMCO Commodity Strategy Active Exchange-Traded Fund drawdown is 6.97%.


Related event

Drawdown

Fall

Recovery

Underwater

2024 pullback2024
-9.69%Sep 2024
3mo 14d4mo 7d
7mo 21dMay 2024 - Jan 2025
2025 selloff2025
-9.44%Apr 2025
1mo 16d2mo 10d
3mo 26dFeb 2025 - Jun 2025
2023 pullback2023
-8.87%Dec 2023
2mo 28d3mo 22d
6mo 20dSep 2023 - Apr 2024
2026 pullback2026
-6.97%Jun 2026
29d
1mo 18hMay 2026 - now
2026 pullback2026
-4.35%Feb 2026
3d25d
28dJan 2026 - Feb 2026

Drawdown Indicators


CMDTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-9.69%

-56.78%

+47.09%

Max Drawdown (1Y)

Largest decline over 1 year

-6.97%

-9.10%

+2.13%

Max Drawdown (3Y)

Largest decline over 3 years

-9.69%

-18.90%

+9.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.97%

-2.83%

-4.14%

Average Drawdown

Average peak-to-trough decline

-2.71%

-10.72%

+8.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.02%

-0.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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