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SBIL vs. CMDY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIL vs. CMDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Government Money Market ETF (SBIL) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBIL achieves a 2.09% return, which is significantly lower than CMDY's 20.84% return.


SBIL

1D
0.02%
1M
0.31%
6M
1.75%
YTD
2.09%
1Y
3.85%
3Y*
5Y*
10Y*
ALL TIME*
3.84%

CMDY

1D
-0.08%
1M
6.88%
6M
9.23%
YTD
20.84%
1Y
32.95%
3Y*
11.76%
5Y*
9.67%
10Y*
ALL TIME*
7.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.68M$2.92M$4.03M
$31.14M$24.02M$26.67M

SBIL vs. CMDY - Yearly Performance Comparison


Correlation

The correlation between SBIL and CMDY is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.07

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Return for Risk

SBIL vs. CMDY — Risk / Return Rank

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

SBIL
SBIL Risk / Return Rank: 100100
Overall Rank
SBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
SBIL Omega Ratio Rank: 100100
Omega Ratio Rank
SBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
SBIL Martin Ratio Rank: 100100
Martin Ratio Rank

CMDY
CMDY Risk / Return Rank: 7575
Overall Rank
CMDY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
CMDY Sortino Ratio Rank: 7979
Sortino Ratio Rank
CMDY Omega Ratio Rank: 8282
Omega Ratio Rank
CMDY Calmar Ratio Rank: 6666
Calmar Ratio Rank
CMDY Martin Ratio Rank: 6262
Martin Ratio Rank
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.

SBIL vs. CMDY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.


SBILCMDYDifference
Sharpe ratioReturn per unit of total volatility

+13.11

Sortino ratioReturn per unit of downside risk

+55.83

Omega ratioGain probability vs. loss probability

12.98

1.34

+11.63

Calmar ratioReturn relative to maximum drawdown

154.53

2.29

+152.24

Martin ratioReturn relative to average drawdown

868.15

7.40

+860.75

SBIL vs. CMDY - Sharpe Ratio Comparison

The current SBIL Sharpe Ratio is 15.08, which is higher than the CMDY Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of SBIL and CMDY, 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

SBIL vs. CMDY - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum CMDY drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for SBIL and CMDY.


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Drawdown Indicators


SBILCMDYDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-31.19%

+31.16%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-14.23%

+14.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.23%

Max Drawdown (5Y)

Largest decline over 5 years

-26.56%

Current Drawdown

Current decline from peak

0.00%

-7.49%

+7.49%

Average Drawdown

Average peak-to-trough decline

0.00%

-13.07%

+13.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

4.40%

-4.40%

Volatility

SBIL vs. CMDY - Volatility Comparison

The current volatility for Simplify Government Money Market ETF (SBIL) is 0.05%, while iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) has a volatility of 4.00%. This indicates that SBIL experiences smaller price fluctuations and is considered to be less risky than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SBILCMDYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

4.00%

-3.95%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

14.20%

-14.02%

Volatility (1Y)

Calculated over the trailing 1-year period

0.26%

16.59%

-16.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

15.75%

-15.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

14.64%

-14.38%

SBIL vs. CMDY - Expense Ratio Comparison

SBIL has a 0.15% expense ratio, which is lower than CMDY's 0.28% expense ratio.


Dividends

SBIL vs. CMDY - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.87%, less than CMDY's 10.67% yield.


PositionTTM20252024202320222021202020192018
CMDY
iShares Bloomberg Roll Select Commodity Strategy ETF
10.67%12.89%4.23%5.10%3.98%16.09%0.15%2.21%1.73%
SBIL
Simplify Government Money Market ETF
3.87%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBIL and CMDY have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDY has higher volatility (4.00%) compared to SBIL (0.05%). In terms of maximum drawdown, SBIL dropped -0.03% vs CMDY's -31.19%.

On 1-year performance, CMDY leads with 32.95% vs 3.85% for SBIL. On fees, SBIL is cheaper at 0.15% per year. On volatility, SBIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, CMDY has performed better with a 32.95% return vs 3.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SBIL is cheaper with a 0.15% expense ratio, compared with 0.28% for CMDY.

CMDY has the higher dividend yield at 10.67%, compared with 3.87% for SBIL.

SBIL is categorized as Money Market, while CMDY is Commodities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.15% for SBIL and 0.28% for CMDY.

SBIL currently has the higher Sharpe Ratio (15.08 vs 1.97), 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.

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