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HGER vs. CMDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HGER vs. CMDY - Performance Comparison

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

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Returns By Period

In the year-to-date period, HGER achieves a 18.53% return, which is significantly higher than CMDY's 14.22% return.


HGER

1D
-0.51%
1M
-8.46%
YTD
18.53%
6M
16.24%
1Y
26.94%
3Y*
17.92%
5Y*
10Y*

CMDY

1D
-1.43%
1M
-9.33%
YTD
14.22%
6M
12.70%
1Y
21.95%
3Y*
11.39%
5Y*
9.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HGER vs. CMDY - Yearly Performance Comparison


2026 (YTD)2025202420232022
HGER
Harbor Commodity All-Weather Strategy ETF
18.53%20.08%9.25%1.93%9.66%
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
14.22%15.81%5.43%-9.33%4.65%

Correlation

The correlation between HGER and CMDY is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.82

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

0.85

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

0.84

The correlation between HGER and CMDY has been stable across timeframes, ranging from 0.82 to 0.85 - a consistent structural relationship.

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Return for Risk

HGER vs. CMDY — Risk / Return Rank

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

HGER
HGER Risk / Return Rank: 4949
Overall Rank
HGER Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
HGER Sortino Ratio Rank: 4646
Sortino Ratio Rank
HGER Omega Ratio Rank: 4949
Omega Ratio Rank
HGER Calmar Ratio Rank: 4747
Calmar Ratio Rank
HGER Martin Ratio Rank: 5454
Martin Ratio Rank

CMDY
CMDY Risk / Return Rank: 4040
Overall Rank
CMDY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 3636
Sortino Ratio Rank
CMDY Omega Ratio Rank: 3939
Omega Ratio Rank
CMDY Calmar Ratio Rank: 3737
Calmar Ratio Rank
CMDY Martin Ratio Rank: 4545
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.

HGER vs. CMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) 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.

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.


HGERCMDYDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.36

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratioReturn relative to maximum drawdown

2.24

1.75

+0.48

Martin ratioReturn relative to average drawdown

9.09

7.16

+1.92

HGER vs. CMDY - Sharpe Ratio Comparison

The current HGER Sharpe Ratio is 1.61, which is comparable to the CMDY Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of HGER 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.


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Drawdowns

HGER vs. CMDY - Drawdown Comparison

The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum CMDY drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for HGER and CMDY.


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Drawdown Indicators


HGERCMDYDifference

Max Drawdown

Largest peak-to-trough decline

-23.31%

-31.19%

+7.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.10%

-12.56%

+0.46%

Max Drawdown (3Y)

Largest decline over 3 years

-12.10%

-12.56%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

Current Drawdown

Current decline from peak

-12.10%

-12.56%

+0.46%

Average Drawdown

Average peak-to-trough decline

-7.67%

-13.11%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.00%

3.09%

-0.09%

Volatility

HGER vs. CMDY - Volatility Comparison

Harbor Commodity All-Weather Strategy ETF (HGER) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) have volatilities of 3.60% and 3.63%, 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.


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Volatility by Period


HGERCMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.60%

3.63%

-0.03%

Volatility (6M)

Calculated over the trailing 6-month period

14.89%

14.45%

+0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.00%

16.35%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.59%

15.77%

+1.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.59%

14.63%

+2.96%

HGER vs. CMDY - Expense Ratio Comparison

HGER has a 0.68% expense ratio, which is higher than CMDY's 0.28% expense ratio.


Dividends

HGER vs. CMDY - Dividend Comparison

HGER's dividend yield for the trailing twelve months is around 5.98%, less than CMDY's 11.29% yield.


PositionTTM20252024202320222021202020192018
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
11.29%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%
HGER
Harbor Commodity All-Weather Strategy ETF
5.98%7.09%3.28%7.24%0.64%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HGER and CMDY have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDY has higher volatility (3.63%) compared to HGER (3.60%). In terms of maximum drawdown, HGER dropped -23.31% vs CMDY's -31.19%.

On 3-year performance, HGER leads with 17.92% vs 11.39% for CMDY. On fees, CMDY is cheaper at 0.28% per year. Their volatility is very similar. 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 17.92% return vs 11.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CMDY is cheaper with a 0.28% expense ratio, compared with 0.68% for HGER.

CMDY has the higher dividend yield at 11.29%, compared with 5.98% for HGER.

HGER tracks Quantix Commodity Index - Benchmark TR Net, while CMDY tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: Harbor and iShares. Their fees differ too: 0.68% for HGER and 0.28% for CMDY.

HGER currently has the higher Sharpe Ratio (1.61 vs 1.36), 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.

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