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

Correlation

The correlation between HYMU and CCRV is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

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.

0.00%20.00%40.00%60.00%December2025FebruaryMarchAprilMay
5.01%
52.02%
HYMU
CCRV

Key characteristics

Sharpe Ratio

HYMU:

0.65

CCRV:

-0.54

Sortino Ratio

HYMU:

0.87

CCRV:

-0.66

Omega Ratio

HYMU:

1.17

CCRV:

0.92

Calmar Ratio

HYMU:

0.64

CCRV:

-0.61

Martin Ratio

HYMU:

3.44

CCRV:

-1.48

Ulcer Index

HYMU:

1.63%

CCRV:

5.81%

Daily Std Dev

HYMU:

8.61%

CCRV:

15.85%

Max Drawdown

HYMU:

-23.22%

CCRV:

-24.81%

Current Drawdown

HYMU:

-3.44%

CCRV:

-10.74%

Returns By Period

In the year-to-date period, HYMU achieves a -0.06% return, which is significantly higher than CCRV's -5.35% return.


HYMU

YTD

-0.06%

1M

-0.93%

6M

0.35%

1Y

5.21%

5Y*

N/A

10Y*

N/A

CCRV

YTD

-5.35%

1M

-8.50%

6M

-4.83%

1Y

-7.50%

5Y*

N/A

10Y*

N/A

*Annualized

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.


Expense ratio chart for CCRV: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CCRV: 0.40%
Expense ratio chart for HYMU: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYMU: 0.35%

Risk-Adjusted Performance

HYMU vs. CCRV — Risk-Adjusted Performance Rank

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

HYMU
The Risk-Adjusted Performance Rank of HYMU is 6464
Overall Rank
The Sharpe Ratio Rank of HYMU is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of HYMU is 5353
Sortino Ratio Rank
The Omega Ratio Rank of HYMU is 6868
Omega Ratio Rank
The Calmar Ratio Rank of HYMU is 6464
Calmar Ratio Rank
The Martin Ratio Rank of HYMU is 7474
Martin Ratio Rank

CCRV
The Risk-Adjusted Performance Rank of CCRV is 33
Overall Rank
The Sharpe Ratio Rank of CCRV is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of CCRV is 44
Sortino Ratio Rank
The Omega Ratio Rank of CCRV is 44
Omega Ratio Rank
The Calmar Ratio Rank of CCRV is 11
Calmar Ratio Rank
The Martin Ratio Rank of CCRV is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for HYMU, currently valued at 0.64, compared to the broader market-1.000.001.002.003.004.00
HYMU: 0.64
CCRV: -0.54
The chart of Sortino ratio for HYMU, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.00
HYMU: 0.86
CCRV: -0.66
The chart of Omega ratio for HYMU, currently valued at 1.17, compared to the broader market0.501.001.502.002.50
HYMU: 1.17
CCRV: 0.92
The chart of Calmar ratio for HYMU, currently valued at 0.63, compared to the broader market0.002.004.006.008.0010.0012.00
HYMU: 0.63
CCRV: -0.61
The chart of Martin ratio for HYMU, currently valued at 3.38, compared to the broader market0.0020.0040.0060.00
HYMU: 3.38
CCRV: -1.48

The current HYMU Sharpe Ratio is 0.65, which is higher than the CCRV Sharpe Ratio of -0.54. 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.64
-0.54
HYMU
CCRV

Dividends

HYMU vs. CCRV - Dividend Comparison

HYMU's dividend yield for the trailing twelve months is around 4.45%, less than CCRV's 4.68% yield.


TTM2024202320222021
HYMU
BlackRock High Yield Muni Income Bond ETF
4.45%4.35%4.35%4.01%2.10%
CCRV
iShares Commodity Curve Carry Strategy ETF
4.68%4.43%7.26%33.27%26.22%

Drawdowns

HYMU vs. CCRV - Drawdown Comparison

The maximum HYMU drawdown since its inception was -23.22%, 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.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.44%
-10.74%
HYMU
CCRV

Volatility

HYMU vs. CCRV - Volatility Comparison

The current volatility for BlackRock High Yield Muni Income Bond ETF (HYMU) is 7.44%, while iShares Commodity Curve Carry Strategy ETF (CCRV) has a volatility of 8.88%. 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.


0.00%2.00%4.00%6.00%8.00%December2025FebruaryMarchAprilMay
7.44%
8.88%
HYMU
CCRV