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CCRV vs. JPRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CCRV vs. JPRE - Performance Comparison

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

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CCRV vs. JPRE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%-0.05%5.74%5.47%-8.83%
JPRE
JPMorgan Realty Income ETF
3.60%1.36%7.43%13.41%-9.96%

Returns By Period


CCRV

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

JPRE

1D
0.35%
1M
-5.72%
YTD
3.60%
6M
1.88%
1Y
2.42%
3Y*
7.30%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CCRV vs. JPRE - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is lower than JPRE's 0.50% expense ratio.


Return for Risk

CCRV vs. JPRE — Risk / Return Rank

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

CCRV

JPRE
JPRE Risk / Return Rank: 1515
Overall Rank
JPRE Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JPRE Sortino Ratio Rank: 1414
Sortino Ratio Rank
JPRE Omega Ratio Rank: 1414
Omega Ratio Rank
JPRE Calmar Ratio Rank: 1616
Calmar Ratio Rank
JPRE Martin Ratio Rank: 1717
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. JPRE - Risk-Adjusted Trends Comparison

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


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

CCRV vs. JPRE - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CCRVJPREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

Correlation

The correlation between CCRV and JPRE is 0.06, 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.


Dividends

CCRV vs. JPRE - Dividend Comparison

CCRV has not paid dividends to shareholders, while JPRE's dividend yield for the trailing twelve months is around 2.41%.


TTM20252024202320222021
CCRV
iShares Commodity Curve Carry Strategy ETF
0.00%0.00%4.43%7.26%33.27%26.22%
JPRE
JPMorgan Realty Income ETF
2.41%2.62%2.21%3.26%10.60%0.00%

Drawdowns

CCRV vs. JPRE - Drawdown Comparison


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Drawdown Indicators


CCRVJPREDifference

Max Drawdown

Largest peak-to-trough decline

-23.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.76%

Current Drawdown

Current decline from peak

-5.85%

Average Drawdown

Average peak-to-trough decline

-8.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

Volatility

CCRV vs. JPRE - Volatility Comparison


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Volatility by Period


CCRVJPREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.19%

Volatility (1Y)

Calculated over the trailing 1-year period

15.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.45%