BDRY vs. CCOM
BDRY (Breakwave Dry Bulk Shipping ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. BDRY is passively managed, while CCOM is actively managed. At a correlation of -0.05, they often move in opposite directions. BDRY charges 3.76%/yr vs 0.99%/yr for CCOM.
Performance
BDRY vs. CCOM - Performance Comparison
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Returns By Period
BDRY
- 1D
- 3.41%
- 1M
- 8.20%
- 6M
- 52.69%
- YTD
- 52.00%
- 1Y
- 88.01%
- 3Y*
- 37.93%
- 5Y*
- -10.45%
- 10Y*
- —
CCOM
- 1D
- 0.00%
- 1M
- 0.37%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BDRY vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BDRY Breakwave Dry Bulk Shipping ETF | 21.40% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.69% |
Correlation
The correlation between BDRY and CCOM is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | -0.05 |
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Return for Risk
BDRY vs. CCOM — Risk / Return Rank
BDRY
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BDRY vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Breakwave Dry Bulk Shipping ETF (BDRY) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| BDRY | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.32 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 4.10 | — | — |
| Martin ratioReturn relative to average drawdown | 11.15 | — | — |
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Drawdowns
BDRY vs. CCOM - Drawdown Comparison
The maximum BDRY drawdown since its inception was -89.16%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for BDRY and CCOM.
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Drawdown Indicators
| BDRY | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.16% | -6.38% | -82.78% |
Max Drawdown (1Y)Largest decline over 1 year | -21.60% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -69.71% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -89.16% | — | — |
Current DrawdownCurrent decline from peak | -67.89% | -5.65% | -62.24% |
Average DrawdownAverage peak-to-trough decline | -58.50% | -2.92% | -55.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.92% | — | — |
Volatility
BDRY vs. CCOM - Volatility Comparison
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Volatility by Period
| BDRY | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.06% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 29.52% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 41.70% | 12.78% | +28.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.00% | 12.78% | +47.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 62.28% | 12.78% | +49.50% |
BDRY vs. CCOM - Expense Ratio Comparison
BDRY has a 3.76% expense ratio, which is higher than CCOM's 0.99% expense ratio.
Dividends
BDRY vs. CCOM - Dividend Comparison
BDRY has not paid dividends to shareholders, while CCOM's dividend yield for the trailing twelve months is around 1.26%.
| Position | TTM |
|---|---|
BDRY Breakwave Dry Bulk Shipping ETF | 0.00% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% |
Frequently Asked Questions
BDRY and CCOM have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CCOM is cheaper at 0.99% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCOM is cheaper with a 0.99% expense ratio, compared with 3.76% for BDRY.
CCOM has the higher dividend yield at 1.26%, compared with 0.00% for BDRY.
They also come from different issuers: ETFMG and Simplify. Their fees differ too: 3.76% for BDRY and 0.99% for CCOM.
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