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XJR vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XJR vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Screened S&P Small-Cap ETF (XJR) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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

XJR vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

XJR
XJR Risk / Return Rank: 6363
Overall Rank
XJR Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
XJR Sortino Ratio Rank: 6262
Sortino Ratio Rank
XJR Omega Ratio Rank: 5555
Omega Ratio Rank
XJR Calmar Ratio Rank: 7474
Calmar Ratio Rank
XJR Martin Ratio Rank: 6767
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 5252
Overall Rank
CMDT Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 5151
Sortino Ratio Rank
CMDT Omega Ratio Rank: 4949
Omega Ratio Rank
CMDT Calmar Ratio Rank: 4848
Calmar Ratio Rank
CMDT 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.

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.


XJRCMDTDifference
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

XJR vs. CMDT - Sharpe Ratio Comparison

The current XJR Sharpe Ratio is 1.90, which is comparable to the CMDT Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XJR and CMDT, 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

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


XJRCMDTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.02%

-9.46%

+9.44%

Average Drawdown

Average peak-to-trough decline

-9.40%

-2.75%

-6.65%

Ulcer Index

Depth 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


XJRCMDTDifference

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.


PositionTTM202520242023202220212020
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.

Portfolio Optimizer

Find the right allocation for XJR and CMDT

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