CCRV vs. COM
CCRV (iShares Commodity Curve Carry Strategy ETF) and COM (Direxion Auspice Broad Commodity Strategy ETF) are both Commodities funds - CCRV tracks the CCRV-US - ICE BofA Commodity Enhanced Carry Index while COM tracks the Auspice Broad Commodity ER Index. Both are passively managed. Their 0.61 correlation means they have sometimes moved together and sometimes differently. CCRV charges 0.40%/yr vs 0.70%/yr for COM.
Performance
CCRV vs. COM - Performance Comparison
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Returns By Period
CCRV
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COM
- 1D
- -0.01%
- 1M
- 3.62%
- 6M
- 12.15%
- YTD
- 15.98%
- 1Y
- 25.71%
- 3Y*
- 8.10%
- 5Y*
- 8.38%
- 10Y*
- —
- ALL TIME*
- 7.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.46M | $1.65M | $5.10M |
CCRV vs. COM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CCRV iShares Commodity Curve Carry Strategy ETF | 0.00% | -0.05% | 5.74% | 5.47% | 19.91% | 33.78% | 7.16% |
COM Direxion Auspice Broad Commodity Strategy ETF | 15.98% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 9.64% |
Correlation
The correlation between CCRV and COM is 0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2020 | 0.61 |
Over the past year, the correlation between CCRV and COM has dropped to 0.05 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
CCRV vs. COM — Risk / Return Rank
CCRV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COM
CCRV vs. COM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and Direxion Auspice Broad Commodity Strategy ETF (COM). 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.
| CCRV | COM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.49 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.38 | — |
| Martin ratioReturn relative to average drawdown | — | 10.17 | — |
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Drawdowns
CCRV vs. COM - Drawdown Comparison
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Drawdown Indicators
| CCRV | COM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -15.95% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -7.63% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -8.50% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -14.02% | — |
Current DrawdownCurrent decline from peak | — | -3.70% | — |
Average DrawdownAverage peak-to-trough decline | — | -6.26% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.54% | — |
Volatility
CCRV vs. COM - Volatility Comparison
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Volatility by Period
| CCRV | COM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.00% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.48% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 10.08% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 9.44% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 9.73% | — |
CCRV vs. COM - Expense Ratio Comparison
CCRV has a 0.40% expense ratio, which is lower than COM's 0.70% expense ratio.
Dividends
CCRV vs. COM - Dividend Comparison
CCRV has not paid dividends to shareholders, while COM's dividend yield for the trailing twelve months is around 2.51%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Frequently Asked Questions
CCRV and COM 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, CCRV is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCRV is cheaper with a 0.40% expense ratio, compared with 0.70% for COM.
COM has the higher dividend yield at 2.51%, compared with 0.00% for CCRV.
CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index, while COM tracks Auspice Broad Commodity ER Index. They also come from different issuers: iShares and Direxion. Their fees differ too: 0.40% for CCRV and 0.70% for COM.
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