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

Correlation

The correlation between CCRV and SPY 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.


-0.50.00.51.0
Correlation: 0.2

Performance

CCRV vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2025FebruaryMarchApril
84.70%
67.22%
CCRV
SPY

Key characteristics

Sharpe Ratio

CCRV:

-0.39

SPY:

0.51

Sortino Ratio

CCRV:

-0.44

SPY:

0.86

Omega Ratio

CCRV:

0.95

SPY:

1.13

Calmar Ratio

CCRV:

-0.44

SPY:

0.55

Martin Ratio

CCRV:

-1.09

SPY:

2.26

Ulcer Index

CCRV:

5.68%

SPY:

4.55%

Daily Std Dev

CCRV:

15.80%

SPY:

20.08%

Max Drawdown

CCRV:

-24.81%

SPY:

-55.19%

Current Drawdown

CCRV:

-7.72%

SPY:

-9.89%

Returns By Period

In the year-to-date period, CCRV achieves a -2.15% return, which is significantly higher than SPY's -5.76% return.


CCRV

YTD

-2.15%

1M

-3.76%

6M

-2.97%

1Y

-7.07%

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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CCRV vs. SPY - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for CCRV: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CCRV: 0.40%
Expense ratio chart for SPY: current value is 0.09%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY: 0.09%

Risk-Adjusted Performance

CCRV vs. SPY — 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 55
Overall Rank
The Sharpe Ratio Rank of CCRV is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRV is 66
Sortino Ratio Rank
The Omega Ratio Rank of CCRV is 66
Omega Ratio Rank
The Calmar Ratio Rank of CCRV is 33
Calmar Ratio Rank
The Martin Ratio Rank of CCRV is 55
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
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. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and SPDR S&P 500 ETF (SPY). 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 chart of Sharpe ratio for CCRV, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
CCRV: -0.39
SPY: 0.51
The chart of Sortino ratio for CCRV, currently valued at -0.44, compared to the broader market-2.000.002.004.006.008.00
CCRV: -0.44
SPY: 0.86
The chart of Omega ratio for CCRV, currently valued at 0.95, compared to the broader market0.501.001.502.002.50
CCRV: 0.95
SPY: 1.13
The chart of Calmar ratio for CCRV, currently valued at -0.44, compared to the broader market0.002.004.006.008.0010.0012.00
CCRV: -0.44
SPY: 0.55
The chart of Martin ratio for CCRV, currently valued at -1.09, compared to the broader market0.0020.0040.0060.00
CCRV: -1.09
SPY: 2.26

The current CCRV Sharpe Ratio is -0.39, which is lower than the SPY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of CCRV and SPY, 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-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.39
0.51
CCRV
SPY

Dividends

CCRV vs. SPY - Dividend Comparison

CCRV's dividend yield for the trailing twelve months is around 4.52%, more than SPY's 1.30% yield.


TTM20242023202220212020201920182017201620152014
CCRV
iShares Commodity Curve Carry Strategy ETF
4.52%4.43%7.26%33.27%26.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

CCRV vs. SPY - Drawdown Comparison

The maximum CCRV drawdown since its inception was -24.81%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for CCRV and SPY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.72%
-9.89%
CCRV
SPY

Volatility

CCRV vs. SPY - Volatility Comparison

The current volatility for iShares Commodity Curve Carry Strategy ETF (CCRV) is 8.81%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that CCRV experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
8.81%
15.12%
CCRV
SPY