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CCRV vs. CLF.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRV vs. CLF.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CCRV is traded in USD, while CLF.TO is traded in CAD. To make them comparable, the CLF.TO values have been converted to USD using the latest available exchange rates.

Returns By Period


CCRV

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

CLF.TO

1D
-0.34%
1M
-1.44%
YTD
-1.11%
6M
-0.34%
1Y
0.44%
3Y*
2.82%
5Y*
-1.18%
10Y*
0.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRV vs. CLF.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%-0.05%5.74%5.47%19.91%33.78%7.16%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
-1.11%8.31%-3.36%7.12%-9.71%-1.22%2.64%

Correlation

The correlation between CCRV and CLF.TO is -0.01, 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 (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Sep 3, 2020

-0.02

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Return for Risk

CCRV vs. CLF.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CCRV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CLF.TO
CLF.TO Risk / Return Rank: 4444
Overall Rank
CLF.TO Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
CLF.TO Sortino Ratio Rank: 4242
Sortino Ratio Rank
CLF.TO Omega Ratio Rank: 4646
Omega Ratio Rank
CLF.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
CLF.TO Martin Ratio Rank: 4141
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.

CCRV vs. CLF.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and iShares 1-5 Year Laddered Government Bond Index ETF (CLF.TO). 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.


CCRVCLF.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

0.13

Martin ratioReturn relative to average drawdown

0.30

CCRV vs. CLF.TO - Sharpe Ratio Comparison


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Drawdowns

CCRV vs. CLF.TO - Drawdown Comparison


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Drawdown Indicators


CCRVCLF.TODifference

Max Drawdown

Largest peak-to-trough decline

-27.88%

Max Drawdown (1Y)

Largest decline over 1 year

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-17.54%

Max Drawdown (10Y)

Largest decline over 10 years

-18.06%

Current Drawdown

Current decline from peak

-11.65%

Average Drawdown

Average peak-to-trough decline

-12.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

Volatility

CCRV vs. CLF.TO - Volatility Comparison


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Volatility by Period


CCRVCLF.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

Volatility (6M)

Calculated over the trailing 6-month period

3.64%

Volatility (1Y)

Calculated over the trailing 1-year period

4.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.41%

CCRV vs. CLF.TO - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than CLF.TO's 0.17% expense ratio.


Dividends

CCRV vs. CLF.TO - Dividend Comparison

CCRV has not paid dividends to shareholders, while CLF.TO's dividend yield for the trailing twelve months is around 2.25%.


PositionTTM20252024202320222021202020192018201720162015
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%0.00%4.43%7.26%33.27%26.22%0.00%0.00%0.00%0.00%0.00%0.00%
CLF.TO
iShares 1-5 Year Laddered Government Bond Index ETF
2.25%2.22%2.22%2.23%2.10%1.98%2.15%2.46%2.67%2.91%3.12%3.29%

Frequently Asked Questions


CCRV and CLF.TO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CLF.TO is cheaper at 0.17% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CLF.TO is cheaper with a 0.17% expense ratio, compared with 0.40% for CCRV.

CCRV is categorized as Commodities, while CLF.TO is Canadian Government Bonds. CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index, while CLF.TO tracks Morningstar Can 1-5Y Core Bd GR CAD. Their fees differ too: 0.40% for CCRV and 0.17% for CLF.TO.

Portfolio Optimizer

Find the right allocation for CCRV and CLF.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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