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INMU vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INMU vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Intermediate Muni Income Bond ETF (INMU) 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, INMU achieves a 1.98% return, which is significantly lower than CERY's 18.11% return.


INMU

1D
-0.04%
1M
1.41%
YTD
1.98%
6M
2.15%
1Y
7.12%
3Y*
4.60%
5Y*
1.85%
10Y*

CERY

1D
-1.20%
1M
-9.49%
YTD
18.11%
6M
16.37%
1Y
27.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

INMU vs. CERY - Yearly Performance Comparison


Correlation

The correlation between INMU and CERY is -0.18, 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

-0.18

Correlation (All Time)
Calculated using the full available price history since Sep 5, 2024

-0.06

The correlation between INMU and CERY shifts across timeframes, from -0.18 (1 year) to -0.06 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

INMU vs. CERY — Risk / Return Rank

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

INMU
INMU Risk / Return Rank: 7979
Overall Rank
INMU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
INMU Sortino Ratio Rank: 9393
Sortino Ratio Rank
INMU Omega Ratio Rank: 9595
Omega Ratio Rank
INMU Calmar Ratio Rank: 6060
Calmar Ratio Rank
INMU Martin Ratio Rank: 5757
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 5353
Overall Rank
CERY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 5252
Sortino Ratio Rank
CERY Omega Ratio Rank: 5252
Omega Ratio Rank
CERY Calmar Ratio Rank: 4747
Calmar Ratio Rank
CERY Martin Ratio Rank: 6060
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.

INMU vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Intermediate Muni Income Bond ETF (INMU) 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.

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.


INMUCERYDifference
Sharpe ratioReturn per unit of total volatility

+1.11

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.66

1.31

+0.35

Calmar ratioReturn relative to maximum drawdown

2.77

2.21

+0.56

Martin ratioReturn relative to average drawdown

9.32

10.02

-0.70

INMU vs. CERY - Sharpe Ratio Comparison

The current INMU Sharpe Ratio is 2.89, which is higher than the CERY Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of INMU 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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Drawdowns

INMU vs. CERY - Drawdown Comparison

The maximum INMU drawdown since its inception was -10.67%, smaller than the maximum CERY drawdown of -12.44%. Use the drawdown chart below to compare losses from any high point for INMU and CERY.


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Drawdown Indicators


INMUCERYDifference

Max Drawdown

Largest peak-to-trough decline

-10.67%

-12.44%

+1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-12.44%

+9.86%

Max Drawdown (3Y)

Largest decline over 3 years

-4.88%

Max Drawdown (5Y)

Largest decline over 5 years

-10.67%

Current Drawdown

Current decline from peak

-0.41%

-12.44%

+12.03%

Average Drawdown

Average peak-to-trough decline

-2.79%

-2.29%

-0.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.76%

-1.99%

Volatility

INMU vs. CERY - Volatility Comparison

The current volatility for BlackRock Intermediate Muni Income Bond ETF (INMU) is 0.68%, while SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a volatility of 3.64%. This indicates that INMU 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


INMUCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.68%

3.64%

-2.96%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

13.63%

-11.72%

Volatility (1Y)

Calculated over the trailing 1-year period

2.49%

15.66%

-13.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.61%

14.74%

-11.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.53%

14.74%

-11.21%

INMU vs. CERY - Expense Ratio Comparison

INMU has a 0.30% expense ratio, which is higher than CERY's 0.28% expense ratio.


Dividends

INMU vs. CERY - Dividend Comparison

INMU's dividend yield for the trailing twelve months is around 3.35%, less than CERY's 4.23% yield.


PositionTTM20252024202320222021
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.23%4.99%0.52%0.00%0.00%0.00%
INMU
BlackRock Intermediate Muni Income Bond ETF
3.35%3.48%3.47%3.44%1.92%1.14%

Frequently Asked Questions


INMU and CERY have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CERY has higher volatility (3.64%) compared to INMU (0.68%). In terms of maximum drawdown, INMU dropped -10.67% vs CERY's -12.44%.

On 1-year performance, CERY leads with 27.40% vs 7.12% for INMU. On fees, CERY is cheaper at 0.28% per year. On volatility, INMU has been the lower-risk option at 0.68%. 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 27.40% return vs 7.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CERY is cheaper with a 0.28% expense ratio, compared with 0.30% for INMU.

CERY has the higher dividend yield at 4.23%, compared with 3.35% for INMU.

INMU is categorized as Municipal Bonds, while CERY is Commodities. They also come from different issuers: BlackRock and State Street. Their fees differ too: 0.30% for INMU and 0.28% for CERY.

INMU currently has the higher Sharpe Ratio (2.89 vs 1.78), 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

Find the right allocation for INMU and CERY

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