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

Performance

COMB vs. CMDY - Performance Comparison

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

Loading charts...

Returns By Period

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


COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*

CMDY

1D
0.02%
1M
-2.52%
YTD
25.44%
6M
24.53%
1Y
37.10%
3Y*
15.48%
5Y*
10.71%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMB vs. CMDY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
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%
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%

Correlation

The correlation between COMB and CMDY 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 COMB and CMDY 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

COMB vs. CMDY — Risk / Return Rank

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

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

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
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.

COMB vs. CMDY - 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 iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.


COMBCMDYDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.41

1.42

-0.01

Calmar ratioReturn relative to maximum drawdown

5.08

4.82

+0.26

Martin ratioReturn relative to average drawdown

13.24

14.50

-1.26

COMB vs. CMDY - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is comparable to the CMDY Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of COMB and CMDY, 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


COMBCMDYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

2.32

-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

0.52

0.56

-0.04

Drawdowns

COMB vs. CMDY - Drawdown Comparison

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


Loading charts...

Drawdown Indicators


COMBCMDYDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-31.19%

-2.31%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-7.73%

+0.04%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

-10.08%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-26.56%

-0.07%

Current Drawdown

Current decline from peak

-4.35%

-3.97%

-0.38%

Average Drawdown

Average peak-to-trough decline

-12.06%

-13.14%

+1.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.57%

+0.37%

Volatility

COMB vs. CMDY - Volatility Comparison

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) have volatilities of 5.14% and 5.04%, 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


COMBCMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

5.04%

+0.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

14.20%

+0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

16.06%

+0.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

15.80%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

14.63%

+0.50%

COMB vs. CMDY - Expense Ratio Comparison

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


Dividends

COMB vs. CMDY - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, less than CMDY's 10.28% 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, COMB and CMDY 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, COMB dropped -33.50% vs CMDY's -31.19%.

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: GraniteShares and iShares. Their fees differ too: 0.25% for COMB and 0.28% for CMDY.

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 COMB and CMDY

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