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CCRV vs. SOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CCRV vs. SOXX - Performance Comparison

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

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Returns By Period


CCRV

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

SOXX

1D
-7.88%
1M
12.35%
YTD
100.58%
6M
98.07%
1Y
167.63%
3Y*
56.18%
5Y*
33.69%
10Y*
36.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRV vs. SOXX - 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%
SOXX
iShares Semiconductor ETF
100.58%40.74%12.92%67.12%-35.09%44.09%18.28%

Correlation

The correlation between CCRV and SOXX is 0.02, 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

0.02

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

0.11

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

0.14

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

0.15

The correlation between CCRV and SOXX shifts across timeframes, from 0.02 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CCRV vs. SOXX — 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.


SOXX
SOXX Risk / Return Rank: 9595
Overall Rank
SOXX Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
SOXX Sortino Ratio Rank: 9292
Sortino Ratio Rank
SOXX Omega Ratio Rank: 9292
Omega Ratio Rank
SOXX Calmar Ratio Rank: 9797
Calmar Ratio Rank
SOXX Martin Ratio Rank: 9797
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. SOXX - Risk-Adjusted Trends Comparison

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


CCRVSOXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.60

Calmar ratioReturn relative to maximum drawdown

10.70

Martin ratioReturn relative to average drawdown

38.46

CCRV vs. SOXX - Sharpe Ratio Comparison


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Drawdowns

CCRV vs. SOXX - Drawdown Comparison


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Drawdown Indicators


CCRVSOXXDifference

Max Drawdown

Largest peak-to-trough decline

-70.21%

Max Drawdown (1Y)

Largest decline over 1 year

-15.77%

Max Drawdown (3Y)

Largest decline over 3 years

-41.36%

Max Drawdown (5Y)

Largest decline over 5 years

-45.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.75%

Current Drawdown

Current decline from peak

-7.88%

Average Drawdown

Average peak-to-trough decline

-19.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.38%

Volatility

CCRV vs. SOXX - Volatility Comparison


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Volatility by Period


CCRVSOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

22.75%

Volatility (6M)

Calculated over the trailing 6-month period

33.44%

Volatility (1Y)

Calculated over the trailing 1-year period

39.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.00%

CCRV vs. SOXX - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than SOXX's 0.34% expense ratio.


Dividends

CCRV vs. SOXX - Dividend Comparison

CCRV has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.24%.


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%
SOXX
iShares Semiconductor ETF
0.24%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%

Frequently Asked Questions


CCRV and SOXX have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SOXX is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SOXX is cheaper with a 0.34% expense ratio, compared with 0.40% for CCRV.

SOXX has the higher dividend yield at 0.24%, compared with 0.00% for CCRV.

CCRV is categorized as Commodities, while SOXX is Semiconductors. CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index, while SOXX tracks NYSE Semiconductor Index. Their fees differ too: 0.40% for CCRV and 0.34% for SOXX.

Portfolio Optimizer

Find the right allocation for CCRV and SOXX

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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