DCMT vs. CCOM

Last updated Jul 14, 2026

DCMT (DoubleLine Commodity Strategy ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. Both are actively managed. At a 0.19 correlation, their price movements are largely independent. DCMT charges 0.66%/yr vs 0.99%/yr for CCOM.

Performance

DCMT vs. CCOM - Performance Comparison

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

Returns By Period

DCMT

• 1D: 2.59%
• 1M: -0.52%
• 6M: 21.60%
• YTD: 25.74%
• 1Y: 28.33%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CCOM

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

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

DCMT vs. CCOM - Yearly Performance Comparison

	2026 (YTD)
DCMT DoubleLine Commodity Strategy ETF	18.14%
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	-3.69%

Correlation

The correlation between DCMT and CCOM is 0.19, 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	0.19

Return for Risk

DCMT vs. CCOM — Risk / Return Rank

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

DCMT

DCMT Risk / Return Rank: 51
DCMT Sharpe Ratio Rank: 57
DCMT Sortino Ratio Rank: 55
DCMT Omega Ratio Rank: 53
DCMT Calmar Ratio Rank: 44
DCMT Martin Ratio Rank: 49

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.

DCMT vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Commodity Strategy ETF (DCMT) 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.

	DCMT	CCOM	Difference
Sharpe ratio: Return per unit of total volatility	1.52	—	—
Sortino ratio: Return per unit of downside risk	2.11	—	—
Omega ratio: Gain probability vs. loss probability	1.27	—	—
Calmar ratio: Return relative to maximum drawdown	1.78	—	—
Martin ratio: Return relative to average drawdown	6.45	—	—

Drawdowns

DCMT vs. CCOM - Drawdown Comparison

The maximum DCMT drawdown since its inception was -15.96%, which is greater than CCOM's maximum drawdown of -6.38%. Use the drawdown chart below to compare losses from any high point for DCMT and CCOM.

Drawdown Indicators

	DCMT	CCOM	Difference
Max Drawdown Largest peak-to-trough decline	-15.96%	-6.38%	-9.58%
Max Drawdown (1Y) Largest decline over 1 year	-15.96%	—	—
Current Drawdown Current decline from peak	-9.74%	-5.65%	-4.09%
Average Drawdown Average peak-to-trough decline	-3.51%	-2.92%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	—	—

Volatility

Volatility by Period

	DCMT	CCOM	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.10%	—	—
Volatility (6M) Calculated over the trailing 6-month period	16.86%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	18.80%	12.78%	+6.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.03%	12.78%	+3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.03%	12.78%	+3.25%

DCMT vs. CCOM - Expense Ratio Comparison

DCMT has a 0.66% expense ratio, which is lower than CCOM's 0.99% expense ratio.

Dividends

DCMT vs. CCOM - Dividend Comparison

DCMT's dividend yield for the trailing twelve months is around 2.92%, more than CCOM's 1.26% yield.

Position	TTM	2025	2024
CCOM Simplify Chinese Commodities Strategy No K-1 ETF	1.26%	0.00%	0.00%
DCMT DoubleLine Commodity Strategy ETF	2.92%	3.67%	1.59%

Frequently Asked Questions

Can I hold both DCMT and CCOM in my portfolio?

DCMT and CCOM have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DCMT or CCOM?

On fees, DCMT is cheaper at 0.66% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DCMT or CCOM?

DCMT is cheaper with a 0.66% expense ratio, compared with 0.99% for CCOM.

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

DCMT has the higher dividend yield at 2.92%, compared with 1.26% for CCOM.

What is the main difference between DCMT and CCOM?

They also come from different issuers: DoubleLine and Simplify. Their fees differ too: 0.66% for DCMT and 0.99% for CCOM.