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HYMU vs. CCRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYMU and CCRV is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

HYMU vs. CCRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock High Yield Muni Income Bond ETF (HYMU) and iShares Commodity Curve Carry Strategy ETF (CCRV). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.79%
-5.17%
HYMU
CCRV

Key characteristics

Sharpe Ratio

HYMU:

1.34

CCRV:

0.22

Sortino Ratio

HYMU:

1.92

CCRV:

0.40

Omega Ratio

HYMU:

1.25

CCRV:

1.05

Calmar Ratio

HYMU:

0.65

CCRV:

0.25

Martin Ratio

HYMU:

8.46

CCRV:

0.65

Ulcer Index

HYMU:

0.83%

CCRV:

4.53%

Daily Std Dev

HYMU:

5.29%

CCRV:

13.76%

Max Drawdown

HYMU:

-22.55%

CCRV:

-24.81%

Current Drawdown

HYMU:

-2.75%

CCRV:

-6.95%

Returns By Period

In the year-to-date period, HYMU achieves a 6.76% return, which is significantly higher than CCRV's 4.33% return.


HYMU

YTD

6.76%

1M

-0.99%

6M

1.79%

1Y

7.25%

5Y*

N/A

10Y*

N/A

CCRV

YTD

4.33%

1M

-1.67%

6M

-5.17%

1Y

3.03%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


HYMU vs. CCRV - Expense Ratio Comparison

HYMU has a 0.35% expense ratio, which is lower than CCRV's 0.40% expense ratio.


CCRV
iShares Commodity Curve Carry Strategy ETF
Expense ratio chart for CCRV: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for HYMU: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

HYMU vs. CCRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock High Yield Muni Income Bond ETF (HYMU) and iShares Commodity Curve Carry Strategy ETF (CCRV). 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.


Sharpe ratio
The chart of Sharpe ratio for HYMU, currently valued at 1.34, compared to the broader market0.002.004.001.340.22
The chart of Sortino ratio for HYMU, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.920.40
The chart of Omega ratio for HYMU, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.05
The chart of Calmar ratio for HYMU, currently valued at 0.65, compared to the broader market0.005.0010.0015.000.650.25
The chart of Martin ratio for HYMU, currently valued at 8.46, compared to the broader market0.0020.0040.0060.0080.00100.008.460.65
HYMU
CCRV

The current HYMU Sharpe Ratio is 1.34, which is higher than the CCRV Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of HYMU and CCRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.34
0.22
HYMU
CCRV

Dividends

HYMU vs. CCRV - Dividend Comparison

HYMU's dividend yield for the trailing twelve months is around 4.36%, less than CCRV's 4.49% yield.


TTM202320222021
HYMU
BlackRock High Yield Muni Income Bond ETF
4.36%4.36%4.02%2.96%
CCRV
iShares Commodity Curve Carry Strategy ETF
4.49%7.26%33.27%26.22%

Drawdowns

HYMU vs. CCRV - Drawdown Comparison

The maximum HYMU drawdown since its inception was -22.55%, smaller than the maximum CCRV drawdown of -24.81%. Use the drawdown chart below to compare losses from any high point for HYMU and CCRV. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.75%
-6.95%
HYMU
CCRV

Volatility

HYMU vs. CCRV - Volatility Comparison

The current volatility for BlackRock High Yield Muni Income Bond ETF (HYMU) is 1.57%, while iShares Commodity Curve Carry Strategy ETF (CCRV) has a volatility of 2.32%. This indicates that HYMU experiences smaller price fluctuations and is considered to be less risky than CCRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.57%
2.32%
HYMU
CCRV
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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