COMB vs. CCOM
COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. At a 0.23 correlation, their price movements are largely independent. COMB charges 0.25%/yr vs 0.99%/yr for CCOM.
Performance
COMB vs. CCOM - Performance Comparison
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Returns By Period
COMB
- 1D
- 0.31%
- 1M
- 4.24%
- 6M
- 17.66%
- YTD
- 22.17%
- 1Y
- 29.59%
- 3Y*
- 12.22%
- 5Y*
- 10.39%
- 10Y*
- —
- ALL TIME*
- 7.32%
CCOM
- 1D
- 0.66%
- 1M
- -1.88%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COMB vs. CCOM - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 10.59% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -4.24% |
Correlation
The correlation between COMB and CCOM is 0.23, 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 | 0.23 |
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Return for Risk
COMB vs. CCOM — Risk / Return Rank
COMB
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMB vs. CCOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) 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.
| COMB | CCOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | — | — |
| Martin ratioReturn relative to average drawdown | 6.49 | — | — |
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Drawdowns
COMB vs. CCOM - Drawdown Comparison
The maximum COMB drawdown since its inception was -33.50%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for COMB and CCOM.
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Drawdown Indicators
| COMB | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -7.44% | -26.06% |
Max Drawdown (1Y)Largest decline over 1 year | -14.84% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -14.84% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | — | — |
Current DrawdownCurrent decline from peak | -7.85% | -6.19% | -1.66% |
Average DrawdownAverage peak-to-trough decline | -12.04% | -3.09% | -8.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.60% | — | — |
Volatility
COMB vs. CCOM - Volatility Comparison
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Volatility by Period
| COMB | CCOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.89% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 15.23% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.57% | 12.86% | +4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.69% | 12.86% | +3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.15% | 12.86% | +2.29% |
COMB vs. CCOM - Expense Ratio Comparison
COMB has a 0.25% expense ratio, which is lower than CCOM's 0.99% expense ratio.
Dividends
COMB vs. CCOM - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 7.41%, more than CCOM's 1.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.41% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% |
Frequently Asked Questions
COMB and CCOM have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COMB is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMB is cheaper with a 0.25% expense ratio, compared with 0.99% for CCOM.
COMB has the higher dividend yield at 7.41%, compared with 1.27% for CCOM.
They also come from different issuers: GraniteShares and Simplify. Their fees differ too: 0.25% for COMB and 0.99% for CCOM.
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