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CMDY vs. BRLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMDY vs. BRLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and BlackRock Floating Rate Loan ETF (BRLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMDY achieves a 21.76% return, which is significantly higher than BRLN's 1.14% return.


CMDY

1D
0.27%
1M
-3.10%
YTD
21.76%
6M
21.83%
1Y
31.65%
3Y*
14.14%
5Y*
9.88%
10Y*

BRLN

1D
0.35%
1M
0.60%
YTD
1.14%
6M
1.72%
1Y
4.81%
3Y*
7.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMDY vs. BRLN - Yearly Performance Comparison


2026 (YTD)2025202420232022
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
21.76%15.81%5.43%-9.33%-1.81%
BRLN
BlackRock Floating Rate Loan ETF
1.14%5.38%7.49%13.42%2.13%

Correlation

The correlation between CMDY and BRLN is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.06

Correlation (All Time)
Calculated using the full available price history since Oct 7, 2022

0.09

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Return for Risk

CMDY vs. BRLN — Risk / Return Rank

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

CMDY
CMDY Risk / Return Rank: 6969
Overall Rank
CMDY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 5959
Sortino Ratio Rank
CMDY Omega Ratio Rank: 6666
Omega Ratio Rank
CMDY Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMDY Martin Ratio Rank: 7171
Martin Ratio Rank

BRLN
BRLN Risk / Return Rank: 5353
Overall Rank
BRLN Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
BRLN Sortino Ratio Rank: 5454
Sortino Ratio Rank
BRLN Omega Ratio Rank: 5353
Omega Ratio Rank
BRLN Calmar Ratio Rank: 5353
Calmar Ratio Rank
BRLN 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.

CMDY vs. BRLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and BlackRock Floating Rate Loan ETF (BRLN). 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.


CMDYBRLNDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.17

Omega ratioGain probability vs. loss probability

1.35

1.29

+0.06

Calmar ratioReturn relative to maximum drawdown

4.11

2.41

+1.70

Martin ratioReturn relative to average drawdown

11.95

9.32

+2.62

CMDY vs. BRLN - Sharpe Ratio Comparison

The current CMDY Sharpe Ratio is 1.96, which is comparable to the BRLN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of CMDY and BRLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CMDYBRLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.96

1.54

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

2.16

-1.62

Drawdowns

CMDY vs. BRLN - Drawdown Comparison

The maximum CMDY drawdown since its inception was -31.19%, which is greater than BRLN's maximum drawdown of -3.85%. Use the drawdown chart below to compare losses from any high point for CMDY and BRLN.


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Drawdown Indicators


CMDYBRLNDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-3.85%

-27.34%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-2.00%

-5.73%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-3.85%

-6.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

Current Drawdown

Current decline from peak

-6.78%

-0.42%

-6.36%

Average Drawdown

Average peak-to-trough decline

-13.13%

-0.31%

-12.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.66%

0.52%

+2.14%

Volatility

CMDY vs. BRLN - Volatility Comparison

iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a higher volatility of 5.12% compared to BlackRock Floating Rate Loan ETF (BRLN) at 1.11%. This indicates that CMDY's price experiences larger fluctuations and is considered to be riskier than BRLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMDYBRLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.12%

1.11%

+4.01%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

2.34%

+12.11%

Volatility (1Y)

Calculated over the trailing 1-year period

16.28%

3.14%

+13.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.83%

3.74%

+12.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

3.74%

+10.91%

CMDY vs. BRLN - Expense Ratio Comparison

CMDY has a 0.28% expense ratio, which is lower than BRLN's 0.55% expense ratio.


Dividends

CMDY vs. BRLN - Dividend Comparison

CMDY's dividend yield for the trailing twelve months is around 10.59%, more than BRLN's 6.37% yield.


PositionTTM20252024202320222021202020192018
BRLN
BlackRock Floating Rate Loan ETF
6.37%6.50%7.87%9.06%1.48%0.00%0.00%0.00%0.00%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.59%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%

Frequently Asked Questions


CMDY and BRLN have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDY has higher volatility (5.12%) compared to BRLN (1.11%). In terms of maximum drawdown, CMDY dropped -31.19% vs BRLN's -3.85%.

On 3-year performance, CMDY leads with 14.14% vs 7.18% for BRLN. On fees, CMDY is cheaper at 0.28% per year. On volatility, BRLN has been the lower-risk option at 1.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDY has performed better with a 14.14% return vs 7.18%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMDY is cheaper with a 0.28% expense ratio, compared with 0.55% for BRLN.

CMDY has the higher dividend yield at 10.59%, compared with 6.37% for BRLN.

CMDY is categorized as Commodities, while BRLN is Bank Loan. They also come from different issuers: iShares and BlackRock. Their fees differ too: 0.28% for CMDY and 0.55% for BRLN.

CMDY currently has the higher Sharpe Ratio (1.96 vs 1.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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