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

Correlation

The correlation between CCRV and SVOL is 0.21, 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. SVOL - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
49.06%
17.65%
CCRV
SVOL

Key characteristics

Sharpe Ratio

CCRV:

-0.39

SVOL:

-0.43

Sortino Ratio

CCRV:

-0.44

SVOL:

-0.45

Omega Ratio

CCRV:

0.95

SVOL:

0.92

Calmar Ratio

CCRV:

-0.44

SVOL:

-0.42

Martin Ratio

CCRV:

-1.09

SVOL:

-1.87

Ulcer Index

CCRV:

5.68%

SVOL:

7.56%

Daily Std Dev

CCRV:

15.80%

SVOL:

32.64%

Max Drawdown

CCRV:

-24.81%

SVOL:

-33.50%

Current Drawdown

CCRV:

-7.72%

SVOL:

-21.74%

Returns By Period

In the year-to-date period, CCRV achieves a -2.15% return, which is significantly higher than SVOL's -17.73% return.


CCRV

YTD

-2.15%

1M

-3.76%

6M

-2.97%

1Y

-7.07%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-17.73%

1M

-12.46%

6M

-16.86%

1Y

-13.93%

5Y*

N/A

10Y*

N/A

*Annualized

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CCRV vs. SVOL - Expense Ratio Comparison

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


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

Risk-Adjusted Performance

CCRV vs. SVOL — 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

SVOL
The Risk-Adjusted Performance Rank of SVOL is 44
Overall Rank
The Sharpe Ratio Rank of SVOL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 66
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 44
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 33
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 00
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. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and Simplify Volatility Premium ETF (SVOL). 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
SVOL: -0.43
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
SVOL: -0.45
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
SVOL: 0.92
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
SVOL: -0.42
The chart of Martin ratio for CCRV, currently valued at -1.09, compared to the broader market0.0020.0040.0060.00
CCRV: -1.09
SVOL: -1.87

The current CCRV Sharpe Ratio is -0.39, which is comparable to the SVOL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of CCRV and SVOL, 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-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.39
-0.43
CCRV
SVOL

Dividends

CCRV vs. SVOL - Dividend Comparison

CCRV's dividend yield for the trailing twelve months is around 4.52%, less than SVOL's 18.86% yield.


TTM2024202320222021
CCRV
iShares Commodity Curve Carry Strategy ETF
4.52%4.43%7.26%33.27%26.22%
SVOL
Simplify Volatility Premium ETF
18.86%16.79%16.37%18.32%4.65%

Drawdowns

CCRV vs. SVOL - Drawdown Comparison

The maximum CCRV drawdown since its inception was -24.81%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for CCRV and SVOL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.72%
-21.74%
CCRV
SVOL

Volatility

CCRV vs. SVOL - Volatility Comparison

The current volatility for iShares Commodity Curve Carry Strategy ETF (CCRV) is 8.81%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.47%. This indicates that CCRV experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
8.81%
27.47%
CCRV
SVOL