CCOM vs. CMDY
CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) and CMDY (iShares Bloomberg Roll Select Commodity Strategy ETF) are both Commodities funds. CCOM is actively managed, while CMDY is passively managed. At a 0.34 correlation, their price movements are largely independent. CCOM charges 0.99%/yr vs 0.28%/yr for CMDY.
Performance
CCOM vs. CMDY - Performance Comparison
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Returns By Period
CCOM
- 1D
- -0.82%
- 1M
- -1.39%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CMDY
- 1D
- -1.43%
- 1M
- -9.33%
- YTD
- 14.22%
- 6M
- 12.70%
- 1Y
- 21.95%
- 3Y*
- 11.39%
- 5Y*
- 9.18%
- 10Y*
- —
CCOM vs. CMDY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -2.80% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 3.63% |
Correlation
The correlation between CCOM and CMDY is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.34 |
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Return for Risk
CCOM vs. CMDY — Risk / Return Rank
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CMDY
CCOM vs. CMDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.
| CCOM | CMDY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.75 | — |
| Martin ratioReturn relative to average drawdown | — | 7.16 | — |
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Drawdowns
CCOM vs. CMDY - Drawdown Comparison
The maximum CCOM drawdown since its inception was -6.38%, smaller than the maximum CMDY drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for CCOM and CMDY.
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Drawdown Indicators
| CCOM | CMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -31.19% | +24.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -12.56% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -26.56% | — |
Current DrawdownCurrent decline from peak | -4.78% | -12.56% | +7.78% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -13.11% | +10.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.09% | — |
Volatility
CCOM vs. CMDY - Volatility Comparison
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Volatility by Period
| CCOM | CMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.45% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 13.37% | 16.35% | -2.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.37% | 15.77% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.37% | 14.63% | -1.26% |
CCOM vs. CMDY - Expense Ratio Comparison
CCOM has a 0.99% expense ratio, which is higher than CMDY's 0.28% expense ratio.
Dividends
CCOM vs. CMDY - Dividend Comparison
CCOM's dividend yield for the trailing twelve months is around 0.83%, less than CMDY's 11.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 11.29% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% |
Frequently Asked Questions
CCOM and CMDY have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CMDY is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CMDY is cheaper with a 0.28% expense ratio, compared with 0.99% for CCOM.
CMDY has the higher dividend yield at 11.29%, compared with 0.83% for CCOM.
They also come from different issuers: Simplify and iShares. Their fees differ too: 0.99% for CCOM and 0.28% for CMDY.
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