CMDY vs. CCOM
CMDY (iShares Bloomberg Roll Select Commodity Strategy ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. CMDY is passively managed, while CCOM is actively managed. Their 0.22 correlation means their historical movements had little consistent relationship. CMDY charges 0.28%/yr vs 0.99%/yr for CCOM.
Performance
CMDY vs. CCOM - Performance Comparison
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Returns By Period
CMDY
- 1D
- -0.80%
- 1M
- 6.02%
- 6M
- 13.61%
- YTD
- 19.88%
- 1Y
- 31.89%
- 3Y*
- 11.78%
- 5Y*
- 9.60%
- 10Y*
- —
- ALL TIME*
- 7.40%
CCOM
- 1D
- -0.06%
- 1M
- -1.27%
- 6M
- 0.22%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.06 | $1.63K | $4.84K | |
| $2.77M | $2.78M | $3.98M |
CMDY vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 8.77% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.71% |
Correlation
The correlation between CMDY and CCOM is 0.22, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.22 |
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Return for Risk
CMDY vs. CCOM — Risk / Return Rank
CMDY
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CMDY vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) 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.
| CMDY | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.34 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.25 | — | — |
| Martin ratioReturn relative to average drawdown | 7.22 | — | — |
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Drawdowns
CMDY vs. CCOM - Drawdown Comparison
The maximum CMDY drawdown since its inception was -31.19%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for CMDY and CCOM.
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Drawdown Indicators
| CMDY | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.19% | -7.44% | -23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -14.23% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.23% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.56% | — | — |
Current DrawdownCurrent decline from peak | -8.23% | -5.67% | -2.56% |
Average DrawdownAverage peak-to-trough decline | -13.06% | -3.35% | -9.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | — | — |
Volatility
CMDY vs. CCOM - Volatility Comparison
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Volatility by Period
| CMDY | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 13.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.63% | 12.48% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.76% | 12.48% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.64% | 12.48% | +2.16% |
CMDY vs. CCOM - Expense Ratio Comparison
CMDY has a 0.28% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
CMDY vs. CCOM - Dividend Comparison
CMDY's dividend yield for the trailing twelve months is around 10.76%, more than CCOM's 1.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 10.76% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% |
Frequently Asked Questions
CMDY and CCOM have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CMDY is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CMDY is cheaper with a 0.28% expense ratio, compared with 0.99% for CCOM.
CMDY has the higher dividend yield at 10.76%, compared with 1.26% for CCOM.
They also come from different issuers: iShares and Simplify. Their fees differ too: 0.28% for CMDY and 0.99% for CCOM.
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