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CMDY vs. VWOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMDY vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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 24.16% return, which is significantly higher than VWOB's 1.79% return.


CMDY

1D
-1.01%
1M
-3.07%
YTD
24.16%
6M
23.07%
1Y
35.71%
3Y*
15.11%
5Y*
10.49%
10Y*

VWOB

1D
0.24%
1M
0.94%
YTD
1.79%
6M
1.96%
1Y
10.67%
3Y*
9.30%
5Y*
2.13%
10Y*
3.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMDY vs. VWOB - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
24.16%15.81%5.43%-9.33%14.55%26.38%1.15%4.96%-11.11%
VWOB
Vanguard Emerging Markets Government Bond ETF
1.79%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-1.15%

Correlation

The correlation between CMDY and VWOB is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

0.02

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

0.08

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

0.15

The correlation between CMDY and VWOB shifts across timeframes, from -0.27 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMDY vs. VWOB — 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: 6868
Omega Ratio Rank
CMDY Calmar Ratio Rank: 8585
Calmar Ratio Rank
CMDY Martin Ratio Rank: 7474
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 6161
Overall Rank
VWOB Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 6767
Sortino Ratio Rank
VWOB Omega Ratio Rank: 6868
Omega Ratio Rank
VWOB Calmar Ratio Rank: 4949
Calmar Ratio Rank
VWOB 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. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


CMDYVWOBDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.40

1.40

0.00

Calmar ratioReturn relative to maximum drawdown

4.64

2.39

+2.25

Martin ratioReturn relative to average drawdown

13.86

10.11

+3.74

CMDY vs. VWOB - Sharpe Ratio Comparison

The current CMDY Sharpe Ratio is 2.23, which is comparable to the VWOB Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of CMDY and VWOB, 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


CMDYVWOBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.09

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.67

0.23

+0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.42

+0.13

Drawdowns

CMDY vs. VWOB - Drawdown Comparison

The maximum CMDY drawdown since its inception was -31.19%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for CMDY and VWOB.


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Drawdown Indicators


CMDYVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-31.19%

-26.98%

-4.21%

Max Drawdown (1Y)

Largest decline over 1 year

-7.73%

-4.48%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-10.08%

-7.71%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

-26.98%

+0.42%

Max Drawdown (10Y)

Largest decline over 10 years

-26.98%

Current Drawdown

Current decline from peak

-4.95%

-0.12%

-4.83%

Average Drawdown

Average peak-to-trough decline

-13.14%

-4.78%

-8.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

1.06%

+1.52%

Volatility

CMDY vs. VWOB - Volatility Comparison

iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a higher volatility of 5.11% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.69%. This indicates that CMDY's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMDYVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.11%

1.69%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

14.25%

4.16%

+10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.10%

5.15%

+10.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.80%

9.18%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.63%

9.34%

+5.29%

CMDY vs. VWOB - Expense Ratio Comparison

CMDY has a 0.28% expense ratio, which is higher than VWOB's 0.20% expense ratio.


Dividends

CMDY vs. VWOB - Dividend Comparison

CMDY's dividend yield for the trailing twelve months is around 10.38%, more than VWOB's 5.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.38%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%0.00%0.00%0.00%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.83%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


CMDY and VWOB have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDY has higher volatility (5.11%) compared to VWOB (1.69%). In terms of maximum drawdown, CMDY dropped -31.19% vs VWOB's -26.98%.

On 5-year performance, CMDY leads with 10.49% vs 2.13% for VWOB. On fees, VWOB is cheaper at 0.20% per year. On volatility, VWOB has been the lower-risk option at 1.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, CMDY has performed better with a 10.49% return vs 2.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWOB is cheaper with a 0.20% expense ratio, compared with 0.28% for CMDY.

CMDY has the higher dividend yield at 10.38%, compared with 5.83% for VWOB.

CMDY is categorized as Commodities, while VWOB is Emerging Markets Bonds. CMDY tracks Bloomberg Roll Select Commodity Total Return Index, while VWOB tracks Barclays USD Emerging Markets Government RIC Capped Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.28% for CMDY and 0.20% for VWOB.

CMDY currently has the higher Sharpe Ratio (2.23 vs 2.09), 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

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