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CCRV vs. CMDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CCRV and CMDY is 0.22, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CCRV vs. CMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
79.08%
55.16%
CCRV
CMDY

Key characteristics

Sharpe Ratio

CCRV:

-0.46

CMDY:

0.51

Sortino Ratio

CCRV:

-0.54

CMDY:

0.80

Omega Ratio

CCRV:

0.94

CMDY:

1.10

Calmar Ratio

CCRV:

-0.52

CMDY:

0.27

Martin Ratio

CCRV:

-1.23

CMDY:

1.35

Ulcer Index

CCRV:

5.90%

CMDY:

4.95%

Daily Std Dev

CCRV:

15.96%

CMDY:

13.13%

Max Drawdown

CCRV:

-24.81%

CMDY:

-31.20%

Current Drawdown

CCRV:

-10.53%

CMDY:

-15.67%

Returns By Period

In the year-to-date period, CCRV achieves a -5.12% return, which is significantly lower than CMDY's 5.27% return.


CCRV

YTD

-5.12%

1M

-0.24%

6M

-6.36%

1Y

-7.97%

5Y*

N/A

10Y*

N/A

CMDY

YTD

5.27%

1M

2.77%

6M

5.07%

1Y

4.98%

5Y*

12.62%

10Y*

N/A

*Annualized

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CCRV vs. CMDY - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than CMDY's 0.28% expense ratio.


Risk-Adjusted Performance

CCRV vs. CMDY — Risk-Adjusted Performance Rank

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

CCRV
The Risk-Adjusted Performance Rank of CCRV is 44
Overall Rank
The Sharpe Ratio Rank of CCRV is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRV is 44
Sortino Ratio Rank
The Omega Ratio Rank of CCRV is 55
Omega Ratio Rank
The Calmar Ratio Rank of CCRV is 22
Calmar Ratio Rank
The Martin Ratio Rank of CCRV is 33
Martin Ratio Rank

CMDY
The Risk-Adjusted Performance Rank of CMDY is 4545
Overall Rank
The Sharpe Ratio Rank of CMDY is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CMDY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of CMDY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of CMDY is 3838
Calmar Ratio Rank
The Martin Ratio Rank of CMDY is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CCRV vs. CMDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) 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.


The current CCRV Sharpe Ratio is -0.46, which is lower than the CMDY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CCRV and CMDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.50December2025FebruaryMarchAprilMay
-0.46
0.51
CCRV
CMDY

Dividends

CCRV vs. CMDY - Dividend Comparison

CCRV's dividend yield for the trailing twelve months is around 4.67%, more than CMDY's 4.02% yield.


TTM2024202320222021202020192018
CCRV
iShares Commodity Curve Carry Strategy ETF
4.67%4.43%7.26%33.27%26.22%0.00%0.00%0.00%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
4.02%4.23%5.09%3.98%16.09%0.14%2.21%1.73%

Drawdowns

CCRV vs. CMDY - Drawdown Comparison

The maximum CCRV drawdown since its inception was -24.81%, smaller than the maximum CMDY drawdown of -31.20%. Use the drawdown chart below to compare losses from any high point for CCRV and CMDY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.53%
-15.67%
CCRV
CMDY

Volatility

CCRV vs. CMDY - Volatility Comparison

iShares Commodity Curve Carry Strategy ETF (CCRV) has a higher volatility of 7.03% compared to iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) at 5.66%. This indicates that CCRV's price experiences larger fluctuations and is considered to be riskier than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
7.03%
5.66%
CCRV
CMDY