XJR vs. CMDT
XJR (iShares ESG Screened S&P Small-Cap ETF) and CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) are both exchange-traded funds - XJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Sustainability Screened Index, while CMDT is a Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. Both are passively managed. Over the past 3 years, XJR returned 14.94%/yr vs 12.77%/yr for CMDT. At a 0.07 correlation, their price movements are largely independent. XJR charges 0.12%/yr vs 0.65%/yr for CMDT.
Performance
XJR vs. CMDT - Performance Comparison
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Returns By Period
In the year-to-date period, XJR achieves a 19.64% return, which is significantly higher than CMDT's 15.54% return.
XJR
- 1D
- 1.87%
- 1M
- 5.97%
- YTD
- 19.64%
- 6M
- 17.64%
- 1Y
- 34.13%
- 3Y*
- 14.94%
- 5Y*
- 7.03%
- 10Y*
- —
CMDT
- 1D
- -0.25%
- 1M
- -7.42%
- YTD
- 15.54%
- 6M
- 17.31%
- 1Y
- 21.62%
- 3Y*
- 12.77%
- 5Y*
- —
- 10Y*
- —
XJR vs. CMDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XJR iShares ESG Screened S&P Small-Cap ETF | 19.64% | 4.73% | 9.59% | 18.86% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 15.54% | 12.78% | 6.93% | 5.37% |
Correlation
The correlation between XJR and CMDT 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 (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since May 10, 2023 | 0.07 |
The correlation between XJR and CMDT shifts across timeframes, from -0.11 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XJR vs. CMDT — Risk / Return Rank
XJR
CMDT
XJR vs. CMDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Screened S&P Small-Cap ETF (XJR) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.
| XJR | CMDT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.34 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.30 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.30 | +1.32 |
| Martin ratioReturn relative to average drawdown | 11.73 | 9.95 | +1.79 |
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Drawdowns
XJR vs. CMDT - Drawdown Comparison
The maximum XJR drawdown since its inception was -27.14%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for XJR and CMDT.
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Drawdown Indicators
| XJR | CMDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -9.69% | -17.45% |
Max Drawdown (1Y)Largest decline over 1 year | -9.43% | -9.46% | +0.03% |
Max Drawdown (3Y)Largest decline over 3 years | -27.14% | -9.69% | -17.45% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | — | — |
Current DrawdownCurrent decline from peak | -0.02% | -9.46% | +9.44% |
Average DrawdownAverage peak-to-trough decline | -9.40% | -2.75% | -6.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.19% | +0.72% |
Volatility
XJR vs. CMDT - Volatility Comparison
iShares ESG Screened S&P Small-Cap ETF (XJR) has a higher volatility of 5.38% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.30%. This indicates that XJR's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XJR | CMDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.38% | 3.30% | +2.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.61% | 10.50% | +2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 12.57% | +5.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 12.23% | +9.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 12.23% | +9.48% |
XJR vs. CMDT - Expense Ratio Comparison
XJR has a 0.12% expense ratio, which is lower than CMDT's 0.65% expense ratio.
Dividends
XJR vs. CMDT - Dividend Comparison
XJR's dividend yield for the trailing twelve months is around 0.95%, less than CMDT's 2.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 2.62% | 3.04% | 8.80% | 2.71% | 0.00% | 0.00% | 0.00% |
XJR iShares ESG Screened S&P Small-Cap ETF | 0.95% | 1.14% | 1.96% | 0.92% | 1.29% | 2.00% | 0.58% |
Frequently Asked Questions
XJR and CMDT 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.
XJR has higher volatility (5.38%) compared to CMDT (3.30%). In terms of maximum drawdown, XJR dropped -27.14% vs CMDT's -9.69%.
On 3-year performance, XJR leads with 14.94% vs 12.77% for CMDT. On fees, XJR is cheaper at 0.12% per year. On volatility, CMDT has been the lower-risk option at 3.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, XJR has performed better with a 14.94% return vs 12.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XJR is cheaper with a 0.12% expense ratio, compared with 0.65% for CMDT.
CMDT has the higher dividend yield at 2.62%, compared with 0.95% for XJR.
XJR is categorized as Small Cap Blend Equities, while CMDT is Commodities. XJR tracks S&P SmallCap 600 Sustainability Screened Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.12% for XJR and 0.65% for CMDT.
XJR currently has the higher Sharpe Ratio (1.90 vs 1.73), 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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