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CCRV vs. SHYD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRV vs. SHYD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and VanEck Short High Yield Muni ETF (SHYD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CCRV

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

SHYD

1D
-0.02%
1M
0.40%
6M
0.95%
YTD
1.33%
1Y
4.85%
3Y*
4.17%
5Y*
0.80%
10Y*
2.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRV vs. SHYD - 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%
SHYD
VanEck Short High Yield Muni ETF
1.33%5.58%4.85%2.39%-9.11%4.04%2.96%

Correlation

The correlation between CCRV and SHYD is -0.19, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.19

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

-0.01

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

0.04

The correlation between CCRV and SHYD shifts across timeframes, from -0.19 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CCRV vs. SHYD — 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.


SHYD
SHYD Risk / Return Rank: 6363
Overall Rank
SHYD Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SHYD Sortino Ratio Rank: 6969
Sortino Ratio Rank
SHYD Omega Ratio Rank: 7373
Omega Ratio Rank
SHYD Calmar Ratio Rank: 5656
Calmar Ratio Rank
SHYD Martin Ratio Rank: 5555
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. SHYD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and VanEck Short High Yield Muni ETF (SHYD). 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.


CCRVSHYDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.25

Martin ratioReturn relative to average drawdown

7.56

CCRV vs. SHYD - Sharpe Ratio Comparison


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Drawdowns

CCRV vs. SHYD - Drawdown Comparison


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Drawdown Indicators


CCRVSHYDDifference

Max Drawdown

Largest peak-to-trough decline

-31.22%

Max Drawdown (1Y)

Largest decline over 1 year

-2.17%

Max Drawdown (3Y)

Largest decline over 3 years

-4.17%

Max Drawdown (5Y)

Largest decline over 5 years

-13.32%

Max Drawdown (10Y)

Largest decline over 10 years

-31.22%

Current Drawdown

Current decline from peak

-0.17%

Average Drawdown

Average peak-to-trough decline

-3.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

Volatility

CCRV vs. SHYD - Volatility Comparison


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Volatility by Period


CCRVSHYDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.66%

Volatility (6M)

Calculated over the trailing 6-month period

1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

2.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.69%

CCRV vs. SHYD - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than SHYD's 0.35% expense ratio.


Dividends

CCRV vs. SHYD - Dividend Comparison

CCRV has not paid dividends to shareholders, while SHYD's dividend yield for the trailing twelve months is around 3.60%.


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%
SHYD
VanEck Short High Yield Muni ETF
3.60%3.50%3.16%2.99%2.66%2.56%3.05%3.19%3.17%3.11%2.97%3.26%

Frequently Asked Questions


CCRV and SHYD have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SHYD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SHYD is cheaper with a 0.35% expense ratio, compared with 0.40% for CCRV.

SHYD has the higher dividend yield at 3.60%, compared with 0.00% for CCRV.

CCRV is categorized as Commodities, while SHYD is Municipal Bonds. CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index, while SHYD tracks Bloomberg Municipal High Yield Short Duration. They also come from different issuers: iShares and VanEck. Their fees differ too: 0.40% for CCRV and 0.35% for SHYD.

Portfolio Optimizer

Find the right allocation for CCRV and SHYD

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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