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CMDY vs. COM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CMDY and COM is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

CMDY vs. COM - Performance Comparison

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

30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
37.49%
56.60%
CMDY
COM

Key characteristics

Sharpe Ratio

CMDY:

0.38

COM:

0.10

Sortino Ratio

CMDY:

0.62

COM:

0.19

Omega Ratio

CMDY:

1.08

COM:

1.02

Calmar Ratio

CMDY:

0.20

COM:

0.09

Martin Ratio

CMDY:

1.02

COM:

0.26

Ulcer Index

CMDY:

4.89%

COM:

3.14%

Daily Std Dev

CMDY:

13.13%

COM:

8.45%

Max Drawdown

CMDY:

-31.20%

COM:

-15.95%

Current Drawdown

CMDY:

-15.66%

COM:

-6.89%

Returns By Period

In the year-to-date period, CMDY achieves a 5.28% return, which is significantly higher than COM's 1.03% return.


CMDY

YTD

5.28%

1M

-2.45%

6M

4.42%

1Y

4.79%

5Y*

13.01%

10Y*

N/A

COM

YTD

1.03%

1M

-2.71%

6M

-1.08%

1Y

0.24%

5Y*

11.53%

10Y*

N/A

*Annualized

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CMDY vs. COM - Expense Ratio Comparison

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


Expense ratio chart for COM: current value is 0.70%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COM: 0.70%
Expense ratio chart for CMDY: current value is 0.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CMDY: 0.28%

Risk-Adjusted Performance

CMDY vs. COM — Risk-Adjusted Performance Rank

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

CMDY
The Risk-Adjusted Performance Rank of CMDY is 4343
Overall Rank
The Sharpe Ratio Rank of CMDY is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of CMDY is 4646
Sortino Ratio Rank
The Omega Ratio Rank of CMDY is 4242
Omega Ratio Rank
The Calmar Ratio Rank of CMDY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CMDY is 4141
Martin Ratio Rank

COM
The Risk-Adjusted Performance Rank of COM is 2424
Overall Rank
The Sharpe Ratio Rank of COM is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of COM is 2121
Sortino Ratio Rank
The Omega Ratio Rank of COM is 2121
Omega Ratio Rank
The Calmar Ratio Rank of COM is 2626
Calmar Ratio Rank
The Martin Ratio Rank of COM is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMDY vs. COM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) 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.


The chart of Sharpe ratio for CMDY, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
CMDY: 0.38
COM: 0.10
The chart of Sortino ratio for CMDY, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.00
CMDY: 0.62
COM: 0.19
The chart of Omega ratio for CMDY, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
CMDY: 1.08
COM: 1.02
The chart of Calmar ratio for CMDY, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.00
CMDY: 0.20
COM: 0.09
The chart of Martin ratio for CMDY, currently valued at 1.02, compared to the broader market0.0020.0040.0060.00
CMDY: 1.02
COM: 0.26

The current CMDY Sharpe Ratio is 0.38, which is higher than the COM Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of CMDY 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
0.38
0.10
CMDY
COM

Dividends

CMDY vs. COM - Dividend Comparison

CMDY's dividend yield for the trailing twelve months is around 4.01%, more than COM's 3.77% yield.


TTM20242023202220212020201920182017
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
4.01%4.23%5.09%3.98%16.09%0.14%2.21%1.73%0.00%
COM
Direxion Auspice Broad Commodity Strategy ETF
3.77%3.88%3.80%8.59%10.32%0.13%1.09%2.36%0.09%

Drawdowns

CMDY vs. COM - Drawdown Comparison

The maximum CMDY drawdown since its inception was -31.20%, which is greater than COM's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for CMDY and COM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-15.66%
-6.89%
CMDY
COM

Volatility

CMDY vs. COM - Volatility Comparison

iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a higher volatility of 7.27% compared to Direxion Auspice Broad Commodity Strategy ETF (COM) at 4.19%. This indicates that CMDY'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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.27%
4.19%
CMDY
COM