CERY vs. CCOM

Last updated Jul 14, 2026

CERY (SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. CERY is passively managed, while CCOM is actively managed. At a 0.27 correlation, their price movements are largely independent. CERY charges 0.28%/yr vs 0.99%/yr for CCOM.

Performance

CERY vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

CERY

• 1D: 1.94%
• 1M: -0.20%
• 6M: 17.28%
• YTD: 23.12%
• 1Y: 32.16%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCOM

• 1D: 0.00%
• 1M: 0.37%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

CERY vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF	12.01%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-3.69%

Correlation

The correlation between CERY and CCOM is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026	0.27

Return for Risk

CERY vs. CCOM — Risk / Return Rank

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

CERY

CERY Risk / Return Rank: 70
CERY Sharpe Ratio Rank: 81
CERY Sortino Ratio Rank: 76
CERY Omega Ratio Rank: 75
CERY Calmar Ratio Rank: 57
CERY Martin Ratio Rank: 59

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

CERY vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.

	CERY	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	2.04	—	—
Sortino ratio: Return per unit of downside risk	2.71	—	—
Omega ratio: Gain probability vs. loss probability	1.35	—	—
Calmar ratio: Return relative to maximum drawdown	2.25	—	—
Martin ratio: Return relative to average drawdown	8.26	—	—

Drawdowns

CERY vs. CCOM - Drawdown Comparison

The maximum CERY drawdown since its inception was -14.33%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for CERY and CCOM.

Drawdown Indicators

	CERY	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-14.33%	-6.38%	-7.95%
Max Drawdown (1Y) Largest decline over 1 year	-14.33%	—	—
Current Drawdown Current decline from peak	-8.73%	-5.65%	-3.08%
Average Drawdown Average peak-to-trough decline	-2.57%	-2.92%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.90%	—	—

Volatility

Volatility by Period

	CERY	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.67%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	15.85%	12.78%	+3.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.86%	12.78%	+2.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.86%	12.78%	+2.08%

CERY vs. CCOM - Expense Ratio Comparison

CERY has a 0.28% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

CERY vs. CCOM - Dividend Comparison

CERY's dividend yield for the trailing twelve months is around 4.06%, more than CCOM's 1.26% yield.

Position	TTM	2025	2024
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.26%	0.00%	0.00%
CERY SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF	4.06%	4.99%	0.52%

Frequently Asked Questions

Can I hold both CERY and CCOM in my portfolio?

CERY and CCOM have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, CERY or CCOM?

On fees, CERY is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, CERY or CCOM?

CERY is cheaper with a 0.28% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, CERY or CCOM?

CERY has the higher dividend yield at 4.06%, compared with 1.26% for CCOM.

What is the main difference between CERY and CCOM?

They also come from different issuers: State Street and Simplify. Their fees differ too: 0.28% for CERY and 0.99% for CCOM.