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CERY vs. COM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CERY vs. COM - 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 Direxion Auspice Broad Commodity Strategy ETF (COM). The values are adjusted to include any dividend payments, if applicable.

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CERY vs. COM - Yearly Performance Comparison


Returns By Period

In the year-to-date period, CERY achieves a 22.00% return, which is significantly higher than COM's 13.43% return.


CERY

1D
-1.16%
1M
5.37%
YTD
22.00%
6M
27.31%
1Y
31.40%
3Y*
5Y*
10Y*

COM

1D
-0.66%
1M
4.33%
YTD
13.43%
6M
17.30%
1Y
16.85%
3Y*
6.69%
5Y*
10.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CERY vs. COM - Expense Ratio Comparison

CERY has a 0.28% expense ratio, which is lower than COM's 0.70% expense ratio.


Return for Risk

CERY vs. COM — Risk / Return Rank

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

CERY
CERY Risk / Return Rank: 8787
Overall Rank
CERY Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 8888
Sortino Ratio Rank
CERY Omega Ratio Rank: 8484
Omega Ratio Rank
CERY Calmar Ratio Rank: 8989
Calmar Ratio Rank
CERY Martin Ratio Rank: 8686
Martin Ratio Rank

COM
COM Risk / Return Rank: 7777
Overall Rank
COM Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
COM Sortino Ratio Rank: 8080
Sortino Ratio Rank
COM Omega Ratio Rank: 8181
Omega Ratio Rank
COM Calmar Ratio Rank: 8686
Calmar Ratio Rank
COM Martin Ratio Rank: 5858
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.

CERY vs. COM - 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 Direxion Auspice Broad Commodity Strategy ETF (COM). 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.


CERYCOMDifference

Sharpe ratio

Return per unit of total volatility

1.92

1.63

+0.29

Sortino ratio

Return per unit of downside risk

2.52

2.14

+0.38

Omega ratio

Gain probability vs. loss probability

1.35

1.32

+0.02

Calmar ratio

Return relative to maximum drawdown

3.17

2.75

+0.41

Martin ratio

Return relative to average drawdown

10.88

5.92

+4.96

CERY vs. COM - Sharpe Ratio Comparison

The current CERY Sharpe Ratio is 1.92, which is comparable to the COM Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of CERY and COM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CERYCOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.63

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

1.90

0.72

+1.18

Correlation

The correlation between CERY and COM is 0.79, 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

CERY vs. COM - Dividend Comparison

CERY's dividend yield for the trailing twelve months is around 4.09%, more than COM's 2.49% yield.


TTM202520242023202220212020201920182017
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.09%4.99%0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COM
Direxion Auspice Broad Commodity Strategy ETF
2.49%2.99%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%

Drawdowns

CERY vs. COM - Drawdown Comparison

The maximum CERY drawdown since its inception was -10.05%, smaller than the maximum COM drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for CERY and COM.


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Drawdown Indicators


CERYCOMDifference

Max Drawdown

Largest peak-to-trough decline

-10.05%

-15.95%

+5.90%

Max Drawdown (1Y)

Largest decline over 1 year

-10.05%

-6.15%

-3.90%

Max Drawdown (5Y)

Largest decline over 5 years

-14.02%

Current Drawdown

Current decline from peak

-1.80%

-1.29%

-0.51%

Average Drawdown

Average peak-to-trough decline

-2.18%

-6.37%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.93%

2.86%

+0.07%

Volatility

CERY vs. COM - Volatility Comparison

SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a higher volatility of 6.64% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 3.84%. This indicates that CERY's price experiences larger fluctuations and is considered to be riskier than COM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CERYCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.64%

3.84%

+2.80%

Volatility (6M)

Calculated over the trailing 6-month period

12.81%

8.25%

+4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.43%

10.37%

+6.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.65%

9.72%

+4.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

9.76%

+4.89%