PortfoliosLab logoPortfoliosLab logo
CMDY vs. COMB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMDY vs. COMB - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, CMDY achieves a 25.44% return, which is significantly lower than COMB's 26.81% return.


CMDY

1D
0.02%
1M
-2.52%
YTD
25.44%
6M
24.53%
1Y
37.10%
3Y*
15.48%
5Y*
10.71%
10Y*

COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMDY vs. COMB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
25.44%15.81%5.43%-9.33%14.55%26.38%1.15%4.96%-11.11%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-10.69%

Correlation

The correlation between CMDY and COMB is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.98

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

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 6, 2018

0.92

The correlation between CMDY and COMB has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CMDY vs. COMB — Risk / Return Rank

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

CMDY
CMDY Risk / Return Rank: 7272
Overall Rank
CMDY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 6161
Sortino Ratio Rank
CMDY Omega Ratio Rank: 6969
Omega Ratio Rank
CMDY Calmar Ratio Rank: 8686
Calmar Ratio Rank
CMDY Martin Ratio Rank: 7575
Martin Ratio Rank

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
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. COMB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB). 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.


CMDYCOMBDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.02

Omega ratioGain probability vs. loss probability

1.42

1.41

+0.01

Calmar ratioReturn relative to maximum drawdown

4.82

5.08

-0.26

Martin ratioReturn relative to average drawdown

14.50

13.24

+1.26

CMDY vs. COMB - Sharpe Ratio Comparison

The current CMDY Sharpe Ratio is 2.32, which is comparable to the COMB Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of CMDY and COMB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


CMDYCOMBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.32

2.29

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.68

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.52

+0.04

Drawdowns

CMDY vs. COMB - Drawdown Comparison

The maximum CMDY drawdown since its inception was -31.19%, smaller than the maximum COMB drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for CMDY and COMB.


Loading charts...

Drawdown Indicators


CMDYCOMBDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-33.50%

+2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-7.69%

-0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-11.35%

+1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

-26.63%

+0.07%

Current Drawdown

Current decline from peak

-3.97%

-4.35%

+0.38%

Average Drawdown

Average peak-to-trough decline

-13.14%

-12.06%

-1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.94%

-0.37%

Volatility

CMDY vs. COMB - Volatility Comparison

iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) have volatilities of 5.04% and 5.14%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CMDYCOMBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.04%

5.14%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.20%

14.99%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

16.06%

17.02%

-0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

16.70%

-0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

15.13%

-0.50%

CMDY vs. COMB - Expense Ratio Comparison

CMDY has a 0.28% expense ratio, which is higher than COMB's 0.25% expense ratio.


Dividends

CMDY vs. COMB - Dividend Comparison

CMDY's dividend yield for the trailing twelve months is around 10.28%, more than COMB's 7.14% yield.


PositionTTM202520242023202220212020201920182017
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.28%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%0.00%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%

Frequently Asked Questions


With a correlation of 0.98, CMDY and COMB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

COMB has higher volatility (5.14%) compared to CMDY (5.04%). In terms of maximum drawdown, CMDY dropped -31.19% vs COMB's -33.50%.

On 5-year performance, COMB leads with 11.27% vs 10.71% for CMDY. On fees, COMB is cheaper at 0.25% per year. On volatility, CMDY has been the lower-risk option at 5.04%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs 10.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMB is cheaper with a 0.25% expense ratio, compared with 0.28% for CMDY.

CMDY has the higher dividend yield at 10.28%, compared with 7.14% for COMB.

They also come from different issuers: iShares and GraniteShares. Their fees differ too: 0.28% for CMDY and 0.25% for COMB.

CMDY currently has the higher Sharpe Ratio (2.32 vs 2.29), 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.

Portfolio Optimizer

Find the right allocation for CMDY and COMB

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

Open Portfolio Optimizer