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CWB vs. HGER
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CWB vs. HGER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and Harbor Commodity All-Weather Strategy ETF (HGER). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CWB achieves a 14.96% return, which is significantly lower than HGER's 28.53% return.


CWB

1D
0.33%
1M
-7.84%
6M
9.22%
YTD
14.96%
1Y
21.43%
3Y*
14.79%
5Y*
5.52%
10Y*
11.62%
ALL TIME*
11.57%

HGER

1D
0.06%
1M
6.65%
6M
24.03%
YTD
28.53%
1Y
37.92%
3Y*
19.08%
5Y*
10Y*
ALL TIME*
15.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CWB vs. HGER - Yearly Performance Comparison


2026 (YTD)2025202420232022
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
14.96%16.61%10.06%14.49%-16.37%
HGER
Harbor Commodity All-Weather Strategy ETF
28.53%20.08%9.25%1.93%9.66%

Correlation

The correlation between CWB and HGER is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

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

0.15

Correlation (All Time)
Calculated using the full available price history since Feb 10, 2022

0.17

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Return for Risk

CWB vs. HGER — Risk / Return Rank

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

CWB
CWB Risk / Return Rank: 5656
Overall Rank
CWB Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CWB Sortino Ratio Rank: 4949
Sortino Ratio Rank
CWB Omega Ratio Rank: 4949
Omega Ratio Rank
CWB Calmar Ratio Rank: 7070
Calmar Ratio Rank
CWB Martin Ratio Rank: 6262
Martin Ratio Rank

HGER
HGER Risk / Return Rank: 8080
Overall Rank
HGER Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 8484
Sortino Ratio Rank
HGER Omega Ratio Rank: 8686
Omega Ratio Rank
HGER Calmar Ratio Rank: 7373
Calmar Ratio Rank
HGER Martin Ratio Rank: 7272
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.

CWB vs. HGER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) and Harbor Commodity All-Weather Strategy ETF (HGER). 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.


CWBHGERDifference
Sharpe ratioReturn per unit of total volatility

-0.83

Sortino ratioReturn per unit of downside risk

-1.04

Omega ratioGain probability vs. loss probability

1.24

1.39

-0.15

Calmar ratioReturn relative to maximum drawdown

2.60

2.71

-0.11

Martin ratioReturn relative to average drawdown

8.03

9.68

-1.65

CWB vs. HGER - Sharpe Ratio Comparison

The current CWB Sharpe Ratio is 1.35, which is lower than the HGER Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CWB and HGER, 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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Drawdowns

CWB vs. HGER - Drawdown Comparison

The maximum CWB drawdown since its inception was -32.06%, which is greater than HGER's maximum drawdown of -23.31%. Use the drawdown chart below to compare losses from any high point for CWB and HGER.


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Drawdown Indicators


CWBHGERDifference

Max Drawdown

Largest peak-to-trough decline

-32.06%

-23.31%

-8.75%

Max Drawdown (1Y)

Largest decline over 1 year

-8.28%

-14.04%

+5.76%

Max Drawdown (3Y)

Largest decline over 3 years

-11.92%

-14.04%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-28.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.06%

Current Drawdown

Current decline from peak

-7.98%

-4.69%

-3.29%

Average Drawdown

Average peak-to-trough decline

-6.15%

-7.69%

+1.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.67%

3.93%

-1.26%

Volatility

CWB vs. HGER - Volatility Comparison

The current volatility for SPDR Bloomberg Barclays Convertible Securities ETF (CWB) is 5.19%, while Harbor Commodity All-Weather Strategy ETF (HGER) has a volatility of 6.11%. This indicates that CWB experiences smaller price fluctuations and is considered to be less risky than HGER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CWBHGERDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.19%

6.11%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

13.31%

15.51%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

16.01%

17.57%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.33%

17.68%

-4.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.62%

17.68%

-3.06%

CWB vs. HGER - Expense Ratio Comparison

CWB has a 0.40% expense ratio, which is lower than HGER's 0.68% expense ratio.


Dividends

CWB vs. HGER - Dividend Comparison

CWB's dividend yield for the trailing twelve months is around 1.45%, less than HGER's 5.51% yield.


PositionTTM20252024202320222021202020192018201720162015
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.45%1.69%1.85%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%
HGER
Harbor Commodity All-Weather Strategy ETF
5.51%7.09%3.28%7.24%0.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CWB and HGER have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HGER has higher volatility (6.11%) compared to CWB (5.19%). In terms of maximum drawdown, CWB dropped -32.06% vs HGER's -23.31%.

On 3-year performance, HGER leads with 19.08% vs 14.79% for CWB. On fees, CWB is cheaper at 0.40% per year. On volatility, CWB has been the lower-risk option at 5.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, HGER has performed better with a 19.08% return vs 14.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CWB is cheaper with a 0.40% expense ratio, compared with 0.68% for HGER.

HGER has the higher dividend yield at 5.51%, compared with 1.45% for CWB.

CWB is categorized as Preferred Stock/Convertible Bonds, while HGER is Commodities. CWB tracks Bloomberg US Convertibles Liquid Bond, while HGER tracks Quantix Commodity Index - Benchmark TR Net. They also come from different issuers: State Street and Harbor. Their fees differ too: 0.40% for CWB and 0.68% for HGER.

HGER currently has the higher Sharpe Ratio (2.17 vs 1.35), 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 CWB and HGER

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