CCRV vs. BCD

Last updated Apr 1, 2026

Compare and contrast key facts about iShares Commodity Curve Carry Strategy ETF (CCRV) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD).

CCRV and BCD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CCRV is a passively managed fund by iShares that tracks the performance of the CCRV-US - ICE BofA Commodity Enhanced Carry Index. It was launched on Sep 1, 2020. BCD is an actively managed fund by Aberdeen. It was launched on Mar 30, 2017.

Performance

CCRV vs. BCD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodity Curve Carry Strategy ETF (CCRV) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). The values are adjusted to include any dividend payments, if applicable.

CCRV vs. BCD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	-0.05%	5.74%	5.47%	19.91%	33.78%	7.37%
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	15.57%	15.71%	6.20%	-7.58%	18.38%	31.87%	9.51%

Returns By Period

CCRV

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BCD

• 1D: -0.67%
• 1M: 4.50%
• YTD: 15.57%
• 6M: 21.94%
• 1Y: 22.76%
• 3Y*: 11.07%
• 5Y*: 13.81%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCRV vs. BCD - Expense Ratio Comparison

CCRV has a 0.40% expense ratio, which is higher than BCD's 0.29% expense ratio.

CCRV

iShares Commodity Curve Carry Strategy ETF

BCD

abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF

Return for Risk

CCRV vs. BCD — Risk / Return Rank

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

BCD

BCD Risk / Return Rank: 80
BCD Sharpe Ratio Rank: 82
BCD Sortino Ratio Rank: 80
BCD Omega Ratio Rank: 78
BCD Calmar Ratio Rank: 85
BCD Martin Ratio Rank: 75

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. BCD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodity Curve Carry Strategy ETF (CCRV) and abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF (BCD). 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.

Sharpe Ratios by Period

	CCRV	BCD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.51	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.90	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.65	—

Correlation

The correlation between CCRV and BCD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

CCRV vs. BCD - Dividend Comparison

CCRV has not paid dividends to shareholders, while BCD's dividend yield for the trailing twelve months is around 14.89%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BCD abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF	14.89%	17.21%	3.60%	4.51%	5.21%	8.30%	1.29%	1.55%	1.59%	0.07%

Drawdowns

Drawdown Indicators

	CCRV	BCD	Difference
Max Drawdown Largest peak-to-trough decline	—	-29.81%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-9.75%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-23.03%	—
Current Drawdown Current decline from peak	—	-2.53%	—
Average Drawdown Average peak-to-trough decline	—	-10.01%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.11%	—

Volatility

Volatility by Period

	CCRV	BCD	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.53%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.60%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	15.15%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	15.42%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	13.93%	—