JPRE vs. CCRV

Last updated Aug 5, 2026

JPRE (JPMorgan Realty Income ETF) and CCRV (iShares Commodity Curve Carry Strategy ETF) are both exchange-traded funds - JPRE is a REIT fund actively managed by JPMorgan, while CCRV is a Commodities fund tracking the CCRV-US - ICE BofA Commodity Enhanced Carry Index. JPRE is actively managed, while CCRV is passively managed. Their 0.05 correlation means their historical movements had little consistent relationship. JPRE charges 0.50%/yr vs 0.40%/yr for CCRV.

Performance

JPRE vs. CCRV - Performance Comparison

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

Returns By Period

JPRE

• 1D: -0.37%
• 1M: 0.47%
• 6M: 13.44%
• YTD: 15.30%
• 1Y: 15.53%
• 3Y*: 10.95%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 6.19%

CCRV

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JPRE JPMorgan Realty Income ETF	$1.00M	$1.13M	$1.22M

JPRE vs. CCRV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JPRE JPMorgan Realty Income ETF	15.30%	1.36%	7.43%	13.41%	-9.60%
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	-0.05%	5.74%	5.47%	-8.40%

Correlation

The correlation between JPRE and CCRV is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.13
Correlation (3Y) Balances recent behavior with more history.	-0.03
Correlation (All Time) Calculated using the full available price history since May 23, 2022	0.05

The correlation between JPRE and CCRV shifts across timeframes, from -0.13 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

Return for Risk

JPRE vs. CCRV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JPRE

JPRE Risk / Return Rank: 43
JPRE Sharpe Ratio Rank: 40
JPRE Sortino Ratio Rank: 39
JPRE Omega Ratio Rank: 38
JPRE Calmar Ratio Rank: 50
JPRE Martin Ratio Rank: 50

CCRV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JPRE vs. CCRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Realty Income ETF (JPRE) 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.

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.

	JPRE	CCRV	Difference
Sharpe ratio: Return per unit of total volatility	1.13	—	—
Sortino ratio: Return per unit of downside risk	1.62	—	—
Omega ratio: Gain probability vs. loss probability	1.20	—	—
Calmar ratio: Return relative to maximum drawdown	2.03	—	—
Martin ratio: Return relative to average drawdown	6.43	—	—

Drawdowns

Drawdown Indicators

	JPRE	CCRV	Difference
Max Drawdown Largest peak-to-trough decline	-23.84%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-7.70%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-16.27%	—	—
Current Drawdown Current decline from peak	-2.93%	—	—
Average Drawdown Average peak-to-trough decline	-7.87%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	2.42%	—	—

Volatility

Volatility by Period

	JPRE	CCRV	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.77%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.23%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.23%	—	—

JPRE vs. CCRV - Expense Ratio Comparison

JPRE has a 0.50% expense ratio, which is higher than CCRV's 0.40% expense ratio.

Dividends

JPRE vs. CCRV - Dividend Comparison

JPRE's dividend yield for the trailing twelve months is around 2.20%, while CCRV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
CCRV iShares Commodity Curve Carry Strategy ETF	0.00%	0.00%	4.43%	7.26%	33.27%	26.22%
JPRE JPMorgan Realty Income ETF	2.20%	2.62%	2.21%	3.26%	10.60%	0.00%

Frequently Asked Questions

Can I hold both JPRE and CCRV in my portfolio?

JPRE and CCRV have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, JPRE or CCRV?

On fees, CCRV is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, JPRE or CCRV?

CCRV is cheaper with a 0.40% expense ratio, compared with 0.50% for JPRE.

Which ETF pays a higher dividend yield, JPRE or CCRV?

JPRE has the higher dividend yield at 2.20%, compared with 0.00% for CCRV.

What is the main difference between JPRE and CCRV?

JPRE is categorized as REIT, while CCRV is Commodities. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.50% for JPRE and 0.40% for CCRV.