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TMDV vs. CERY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TMDV vs. CERY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Russell U.S. Dividend Growers ETF (TMDV) 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, TMDV achieves a 7.76% return, which is significantly lower than CERY's 20.35% return.


TMDV

1D
0.40%
1M
2.56%
YTD
7.76%
6M
7.13%
1Y
11.91%
3Y*
5.23%
5Y*
4.06%
10Y*

CERY

1D
-0.55%
1M
-8.10%
YTD
20.35%
6M
20.89%
1Y
27.02%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TMDV vs. CERY - Yearly Performance Comparison


Correlation

The correlation between TMDV and CERY is -0.11, 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

-0.11

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

-0.06

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Return for Risk

TMDV vs. CERY — Risk / Return Rank

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

TMDV
TMDV Risk / Return Rank: 2727
Overall Rank
TMDV Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TMDV Sortino Ratio Rank: 2929
Sortino Ratio Rank
TMDV Omega Ratio Rank: 2525
Omega Ratio Rank
TMDV Calmar Ratio Rank: 2626
Calmar Ratio Rank
TMDV Martin Ratio Rank: 2424
Martin Ratio Rank

CERY
CERY Risk / Return Rank: 5353
Overall Rank
CERY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CERY Sortino Ratio Rank: 4949
Sortino Ratio Rank
CERY Omega Ratio Rank: 5050
Omega Ratio Rank
CERY Calmar Ratio Rank: 5353
Calmar Ratio Rank
CERY Martin Ratio Rank: 5858
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.

TMDV vs. CERY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Russell U.S. Dividend Growers ETF (TMDV) 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.


TMDVCERYDifference
Sharpe ratioReturn per unit of total volatility

-0.75

Sortino ratioReturn per unit of downside risk

-0.79

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

1.22

2.51

-1.29

Martin ratioReturn relative to average drawdown

2.95

9.85

-6.90

TMDV vs. CERY - Sharpe Ratio Comparison

The current TMDV Sharpe Ratio is 0.98, which is lower than the CERY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of TMDV 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

TMDV vs. CERY - Drawdown Comparison

The maximum TMDV drawdown since its inception was -33.42%, which is greater than CERY's maximum drawdown of -10.78%. Use the drawdown chart below to compare losses from any high point for TMDV and CERY.


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Drawdown Indicators


TMDVCERYDifference

Max Drawdown

Largest peak-to-trough decline

-33.42%

-10.78%

-22.64%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-10.78%

+0.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.02%

Max Drawdown (5Y)

Largest decline over 5 years

-17.11%

Current Drawdown

Current decline from peak

-3.67%

-10.78%

+7.11%

Average Drawdown

Average peak-to-trough decline

-5.42%

-2.25%

-3.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.06%

2.76%

+1.30%

Volatility

TMDV vs. CERY - Volatility Comparison

The current volatility for ProShares Russell U.S. Dividend Growers ETF (TMDV) is 3.22%, while SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF (CERY) has a volatility of 3.74%. This indicates that TMDV 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


TMDVCERYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

3.74%

-0.52%

Volatility (6M)

Calculated over the trailing 6-month period

8.62%

13.59%

-4.97%

Volatility (1Y)

Calculated over the trailing 1-year period

12.18%

15.59%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.43%

14.73%

-0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.61%

14.73%

+3.88%

TMDV vs. CERY - Expense Ratio Comparison

TMDV has a 0.35% expense ratio, which is higher than CERY's 0.28% expense ratio.


Dividends

TMDV vs. CERY - Dividend Comparison

TMDV's dividend yield for the trailing twelve months is around 2.55%, less than CERY's 4.15% yield.


PositionTTM2025202420232022202120202019
CERY
SPDR Bloomberg Enhanced Roll Yield Commodity Strategy No K-1 ETF
4.15%4.99%0.52%0.00%0.00%0.00%0.00%0.00%
TMDV
ProShares Russell U.S. Dividend Growers ETF
2.55%2.65%2.70%2.45%2.46%2.14%2.28%0.16%

Frequently Asked Questions


TMDV and CERY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CERY has higher volatility (3.74%) compared to TMDV (3.22%). In terms of maximum drawdown, TMDV dropped -33.42% vs CERY's -10.78%.

On 1-year performance, CERY leads with 27.02% vs 11.91% for TMDV. On fees, CERY is cheaper at 0.28% per year. On volatility, TMDV has been the lower-risk option at 3.22%. 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 27.02% return vs 11.91%. 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 0.35% for TMDV.

CERY has the higher dividend yield at 4.15%, compared with 2.55% for TMDV.

TMDV is categorized as Mid Cap Value Equities, while CERY is Commodities. TMDV tracks Russell 3000 Dividend Elite Index, while CERY tracks Bloomberg Enhanced Roll Yield Total Return Index. They also come from different issuers: ProShares and State Street. Their fees differ too: 0.35% for TMDV and 0.28% for CERY.

CERY currently has the higher Sharpe Ratio (1.73 vs 0.98), 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 TMDV and CERY

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