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CMDY vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMDY vs. CCOM - Performance Comparison

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

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Returns By Period


CMDY

1D
0.90%
1M
0.66%
6M
14.32%
YTD
19.53%
1Y
28.22%
3Y*
12.07%
5Y*
9.76%
10Y*

CCOM

1D
0.00%
1M
0.37%
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMDY vs. CCOM - Yearly Performance Comparison


Correlation

The correlation between CMDY and CCOM is 0.26, 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

0.26

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Return for Risk

CMDY vs. CCOM — Risk / Return Rank

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

CMDY
CMDY Risk / Return Rank: 5858
Overall Rank
CMDY Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 5959
Sortino Ratio Rank
CMDY Omega Ratio Rank: 6464
Omega Ratio Rank
CMDY Calmar Ratio Rank: 4949
Calmar Ratio Rank
CMDY Martin Ratio Rank: 5050
Martin Ratio Rank

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.

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.


CMDYCCOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

1.99

Martin ratioReturn relative to average drawdown

6.76

CMDY vs. CCOM - Sharpe Ratio Comparison


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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 -6.38%. Use the drawdown chart below to compare losses from any high point for CMDY and CCOM.


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Drawdown Indicators


CMDYCCOMDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-6.38%

-24.81%

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 Drawdown

Current decline from peak

-8.50%

-5.65%

-2.85%

Average Drawdown

Average peak-to-trough decline

-13.10%

-2.92%

-10.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.19%

Volatility

CMDY vs. CCOM - Volatility Comparison


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Volatility by Period


CMDYCCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

Volatility (6M)

Calculated over the trailing 6-month period

14.43%

Volatility (1Y)

Calculated over the trailing 1-year period

16.50%

12.78%

+3.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.82%

12.78%

+3.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.65%

12.78%

+1.87%

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 10.79%, more than CCOM's 1.26% yield.


PositionTTM20252024202320222021202020192018
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
10.79%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 0.26, 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 10.79%, 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.

Portfolio Optimizer

Find the right allocation for CMDY and CCOM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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