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IBMS vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBMS vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBMS achieves a 0.35% return, which is significantly lower than CERY's 29.88% return.


IBMS

1D
0.02%
1M
0.30%
YTD
0.35%
6M
0.87%
1Y
4.50%
3Y*
5Y*
10Y*

CERY

1D
0.06%
1M
-1.63%
YTD
29.88%
6M
30.50%
1Y
44.30%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBMS vs. CERY - Yearly Performance Comparison


Correlation

The correlation between IBMS and CERY is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.28

Correlation (All Time)
Calculated using the full available price history since Sep 6, 2024

-0.14

The correlation between IBMS and CERY shifts across timeframes, from -0.28 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IBMS vs. CERY — Risk / Return Rank

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

IBMS
IBMS Risk / Return Rank: 6060
Overall Rank
IBMS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
IBMS Sortino Ratio Rank: 7474
Sortino Ratio Rank
IBMS Omega Ratio Rank: 8282
Omega Ratio Rank
IBMS Calmar Ratio Rank: 4141
Calmar Ratio Rank
IBMS Martin Ratio Rank: 3636
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 8787
Overall Rank
CERY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 8181
Sortino Ratio Rank
CERY Omega Ratio Rank: 8383
Omega Ratio Rank
CERY Calmar Ratio Rank: 9292
Calmar Ratio Rank
CERY Martin Ratio Rank: 9090
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.

IBMS vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) and SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY). 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.


IBMSCERYDifference
Sharpe ratioReturn per unit of total volatility

-0.67

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.48

1.51

-0.02

Calmar ratioReturn relative to maximum drawdown

2.00

6.38

-4.37

Martin ratioReturn relative to average drawdown

5.41

20.66

-15.25

IBMS vs. CERY - Sharpe Ratio Comparison

The current IBMS Sharpe Ratio is 2.23, which is comparable to the CERY Sharpe Ratio of 2.90. The chart below compares the historical Sharpe Ratios of IBMS and CERY, 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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Sharpe Ratios by Period


IBMSCERYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.23

2.90

-0.67

Sharpe Ratio (All Time)

Calculated using the full available price history

1.42

2.00

-0.58

Drawdowns

IBMS vs. CERY - Drawdown Comparison

The maximum IBMS drawdown since its inception was -3.01%, smaller than the maximum CERY drawdown of -10.05%. Use the drawdown chart below to compare losses from any high point for IBMS and CERY.


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Drawdown Indicators


IBMSCERYDifference

Max Drawdown

Largest peak-to-trough decline

-3.01%

-10.05%

+7.04%

Max Drawdown (1Y)

Largest decline over 1 year

-2.25%

-6.98%

+4.73%

Current Drawdown

Current decline from peak

-1.17%

-3.71%

+2.54%

Average Drawdown

Average peak-to-trough decline

-0.70%

-2.11%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

2.15%

-1.32%

Volatility

IBMS vs. CERY - Volatility Comparison

The current volatility for iShares iBonds Dec 2030 Term Muni Bond ETF (IBMS) is 0.59%, while SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a volatility of 4.94%. This indicates that IBMS experiences smaller price fluctuations and is considered to be less risky than CERY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBMSCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.59%

4.94%

-4.35%

Volatility (6M)

Calculated over the trailing 6-month period

1.43%

13.29%

-11.86%

Volatility (1Y)

Calculated over the trailing 1-year period

2.03%

15.37%

-13.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.07%

14.71%

-11.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.07%

14.71%

-11.64%

IBMS vs. CERY - Expense Ratio Comparison

IBMS has a 0.18% expense ratio, which is lower than CERY's 0.28% expense ratio.


Dividends

IBMS vs. CERY - Dividend Comparison

IBMS's dividend yield for the trailing twelve months is around 2.52%, less than CERY's 3.85% yield.


Frequently Asked Questions


IBMS and CERY have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CERY has higher volatility (4.94%) compared to IBMS (0.59%). In terms of maximum drawdown, IBMS dropped -3.01% vs CERY's -10.05%.

On 1-year performance, CERY leads with 44.30% vs 4.50% for IBMS. On fees, IBMS is cheaper at 0.18% per year. On volatility, IBMS has been the lower-risk option at 0.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CERY has performed better with a 44.30% return vs 4.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBMS is cheaper with a 0.18% expense ratio, compared with 0.28% for CERY.

CERY has the higher dividend yield at 3.85%, compared with 2.52% for IBMS.

IBMS is categorized as Municipal Bonds, while CERY is Commodities. IBMS tracks S&P AMT-Free Municipal Series Callable-Adjusted Dec 2030 Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: iShares and State Street. Their fees differ too: 0.18% for IBMS and 0.28% for CERY.

CERY currently has the higher Sharpe Ratio (2.90 vs 2.23), 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

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