COM vs. CCRV
COM (Direxion Auspice Broad Commodity Strategy ETF) and CCRV (iShares Commodity Curve Carry Strategy ETF) are both Commodities funds - COM tracks the Auspice Broad Commodity ER Index while CCRV tracks the CCRV-US - ICE BofA Commodity Enhanced Carry Index. Both are passively managed. Their 0.61 correlation means they have sometimes moved together and sometimes differently. COM charges 0.70%/yr vs 0.40%/yr for CCRV.
Performance
COM vs. CCRV - Performance Comparison
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Returns By Period
COM
- 1D
- -0.07%
- 1M
- 3.63%
- 6M
- 10.51%
- YTD
- 15.99%
- 1Y
- 25.72%
- 3Y*
- 7.73%
- 5Y*
- 8.21%
- 10Y*
- —
- ALL TIME*
- 7.04%
CCRV
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.30M | $1.76M | $5.12M |
COM vs. CCRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 15.99% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 9.64% |
CCRV iShares Commodity Curve Carry Strategy ETF | 0.00% | -0.05% | 5.74% | 5.47% | 19.91% | 33.78% | 7.16% |
Correlation
The correlation between COM and CCRV is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.06 |
Correlation (3Y) Balances recent behavior with more history. | 0.47 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2020 | 0.61 |
Over the past year, the correlation between COM and CCRV has dropped to 0.06 - well below their long-term average of 0.61, suggesting their price drivers have been diverging.
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Return for Risk
COM vs. CCRV — Risk / Return Rank
COM
CCRV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COM vs. CCRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and iShares Commodity Curve Carry Strategy ETF (CCRV). 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 | CCRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.47 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | — | — |
| Martin ratioReturn relative to average drawdown | 10.03 | — | — |
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Drawdowns
COM vs. CCRV - Drawdown Comparison
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Drawdown Indicators
| COM | CCRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | — | — |
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 DrawdownCurrent decline from peak | -3.69% | — | — |
Average DrawdownAverage peak-to-trough decline | -6.26% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | — | — |
Volatility
COM vs. CCRV - Volatility Comparison
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Volatility by Period
| COM | CCRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.44% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.73% | — | — |
COM vs. CCRV - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is higher than CCRV's 0.40% expense ratio.
Dividends
COM vs. CCRV - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.51%, while CCRV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CCRV iShares Commodity Curve Carry Strategy ETF | 0.00% | 0.00% | 4.43% | 7.26% | 33.27% | 26.22% | 0.00% | 0.00% | 0.00% | 0.00% |
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
Frequently Asked Questions
COM and CCRV have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CCRV is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CCRV is cheaper with a 0.40% expense ratio, compared with 0.70% for COM.
COM has the higher dividend yield at 2.51%, compared with 0.00% for CCRV.
COM tracks Auspice Broad Commodity ER Index, while CCRV tracks CCRV-US - ICE BofA Commodity Enhanced Carry Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.70% for COM and 0.40% for CCRV.
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