XFIV vs. CMCI
XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and CMCI (VanEck CMCI Commodity Strategy ETF) are both exchange-traded funds - XFIV is a Government Bonds fund tracking the Bloomberg US Treasury 5 Year Target Duration Index, while CMCI is a Commodities fund tracking the UBS Bloomberg CMCI Composite Total Return Index. Both are passively managed. Over the past year, XFIV returned 3.51% vs 30.85% for CMCI. At a correlation of -0.14, they often move in opposite directions. XFIV charges 0.05%/yr vs 0.65%/yr for CMCI.
Performance
XFIV vs. CMCI - Performance Comparison
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Returns By Period
In the year-to-date period, XFIV achieves a -0.47% return, which is significantly lower than CMCI's 23.01% return.
XFIV
- 1D
- -0.18%
- 1M
- -0.16%
- YTD
- -0.47%
- 6M
- -0.68%
- 1Y
- 3.51%
- 3Y*
- 3.51%
- 5Y*
- —
- 10Y*
- —
CMCI
- 1D
- -0.31%
- 1M
- -0.41%
- YTD
- 23.01%
- 6M
- 23.83%
- 1Y
- 30.85%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XFIV vs. CMCI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | -0.47% | 7.43% | 1.52% | 3.95% |
CMCI VanEck CMCI Commodity Strategy ETF | 23.01% | 7.90% | 5.68% | -2.87% |
Correlation
The correlation between XFIV and CMCI is -0.24, 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 | -0.24 |
Correlation (All Time) Calculated using the full available price history since Aug 24, 2023 | -0.14 |
The correlation between XFIV and CMCI shifts across timeframes, from -0.24 (1 year) to -0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XFIV vs. CMCI — Risk / Return Rank
XFIV
CMCI
XFIV vs. CMCI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and VanEck CMCI Commodity Strategy ETF (CMCI). 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.
| XFIV | CMCI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.53 | ||
| Sortino ratioReturn per unit of downside risk | -1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.46 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 6.16 | -4.95 |
| Martin ratioReturn relative to average drawdown | 3.61 | 16.15 | -12.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XFIV | CMCI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 2.54 | -1.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.94 | -0.33 |
Drawdowns
XFIV vs. CMCI - Drawdown Comparison
The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum CMCI drawdown of -11.54%. Use the drawdown chart below to compare losses from any high point for XFIV and CMCI.
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Drawdown Indicators
| XFIV | CMCI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.38% | -11.54% | +5.16% |
Max Drawdown (1Y)Largest decline over 1 year | -2.91% | -5.03% | +2.12% |
Max Drawdown (3Y)Largest decline over 3 years | -4.47% | — | — |
Current DrawdownCurrent decline from peak | -2.15% | -3.12% | +0.97% |
Average DrawdownAverage peak-to-trough decline | -1.66% | -3.54% | +1.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.92% | -0.95% |
Volatility
XFIV vs. CMCI - Volatility Comparison
The current volatility for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) is 1.09%, while VanEck CMCI Commodity Strategy ETF (CMCI) has a volatility of 4.25%. This indicates that XFIV experiences smaller price fluctuations and is considered to be less risky than CMCI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XFIV | CMCI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 4.25% | -3.16% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 10.14% | -7.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.48% | 12.19% | -8.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.42% | 12.63% | -7.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.42% | 12.63% | -7.21% |
XFIV vs. CMCI - Expense Ratio Comparison
XFIV has a 0.05% expense ratio, which is lower than CMCI's 0.65% expense ratio.
Dividends
XFIV vs. CMCI - Dividend Comparison
XFIV's dividend yield for the trailing twelve months is around 3.82%, less than CMCI's 8.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CMCI VanEck CMCI Commodity Strategy ETF | 8.04% | 9.89% | 3.93% | 1.64% | 0.00% |
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF | 3.82% | 4.05% | 3.92% | 3.63% | 1.06% |
Frequently Asked Questions
XFIV and CMCI have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CMCI has higher volatility (4.25%) compared to XFIV (1.09%). In terms of maximum drawdown, XFIV dropped -6.38% vs CMCI's -11.54%.
On 1-year performance, CMCI leads with 30.85% vs 3.51% for XFIV. On fees, XFIV is cheaper at 0.05% per year. On volatility, XFIV has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, CMCI has performed better with a 30.85% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XFIV is cheaper with a 0.05% expense ratio, compared with 0.65% for CMCI.
CMCI has the higher dividend yield at 8.04%, compared with 3.82% for XFIV.
XFIV is categorized as Government Bonds, while CMCI is Commodities. XFIV tracks Bloomberg US Treasury 5 Year Target Duration Index, while CMCI tracks UBS Bloomberg CMCI Composite Total Return Index. They also come from different issuers: BondBloxx and VanEck. Their fees differ too: 0.05% for XFIV and 0.65% for CMCI.
CMCI currently has the higher Sharpe Ratio (2.54 vs 1.01), 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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