COM vs. CCOM

Last updated Jul 14, 2026

COM (Direxion Auspice Broad Commodity Strategy ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. COM is passively managed, while CCOM is actively managed. At a 0.31 correlation, their price movements are largely independent. COM charges 0.70%/yr vs 0.99%/yr for CCOM.

Performance

COM vs. CCOM - Performance Comparison

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

Returns By Period

COM

• 1D: 0.46%
• 1M: 2.18%
• 6M: 11.52%
• YTD: 14.89%
• 1Y: 21.16%
• 3Y*: 7.48%
• 5Y*: 8.37%
• 10Y*: —

CCOM

• 1D: 0.00%
• 1M: 0.37%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

COM vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
COM Direxion Auspice Broad Commodity Strategy ETF	8.30%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-3.69%

Correlation

The correlation between COM and CCOM is 0.31, 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	0.31

Return for Risk

COM vs. CCOM — Risk / Return Rank

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

COM

COM Risk / Return Rank: 74
COM Sharpe Ratio Rank: 81
COM Sortino Ratio Rank: 79
COM Omega Ratio Rank: 82
COM Calmar Ratio Rank: 70
COM Martin Ratio Rank: 59

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.

COM vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.

	COM	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	2.05	—	—
Sortino ratio: Return per unit of downside risk	2.79	—	—
Omega ratio: Gain probability vs. loss probability	1.38	—	—
Calmar ratio: Return relative to maximum drawdown	2.78	—	—
Martin ratio: Return relative to average drawdown	8.31	—	—

Drawdowns

COM vs. CCOM - Drawdown Comparison

The maximum COM drawdown since its inception was -15.95%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for COM and CCOM.

Drawdown Indicators

	COM	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-15.95%	-6.38%	-9.57%
Max Drawdown (1Y) Largest decline over 1 year	-7.63%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-8.50%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-14.02%	—	—
Current Drawdown Current decline from peak	-4.60%	-5.65%	+1.05%
Average Drawdown Average peak-to-trough decline	-6.28%	-2.92%	-3.36%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	—	—

Volatility

Volatility by Period

	COM	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.01%	—	—
Volatility (6M) Calculated over the trailing 6-month period	8.20%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	10.37%	12.78%	-2.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	9.50%	12.78%	-3.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	9.75%	12.78%	-3.03%

COM vs. CCOM - Expense Ratio Comparison

COM has a 0.70% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

COM vs. CCOM - Dividend Comparison

COM's dividend yield for the trailing twelve months is around 2.53%, more than CCOM's 1.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%	0.00%
COM Direxion Auspice Broad Commodity Strategy ETF	2.53%	2.99%	3.88%	3.80%	8.59%	10.32%	0.13%	1.09%	2.36%	0.09%

Frequently Asked Questions

Can I hold both COM and CCOM in my portfolio?

COM and CCOM have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, COM or CCOM?

On fees, COM is cheaper at 0.70% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, COM or CCOM?

COM is cheaper with a 0.70% expense ratio, compared with 0.99% for CCOM.

Which ETF pays a higher dividend yield, COM or CCOM?

COM has the higher dividend yield at 2.53%, compared with 1.26% for CCOM.

What is the main difference between COM and CCOM?

They also come from different issuers: Direxion and Simplify. Their fees differ too: 0.70% for COM and 0.99% for CCOM.