PortfoliosLab logoPortfoliosLab logo
XTRE vs. CMDT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTRE vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, XTRE achieves a -0.02% return, which is significantly lower than CMDT's 15.54% return.


XTRE

1D
0.18%
1M
0.20%
YTD
-0.02%
6M
0.05%
1Y
2.88%
3Y*
4.05%
5Y*
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)

XTRE vs. CMDT - Yearly Performance Comparison


Correlation

The correlation between XTRE and CMDT is -0.23, 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

-0.23

Correlation (3Y)
Calculated over the trailing 3-year period

-0.12

Correlation (All Time)
Calculated using the full available price history since May 10, 2023

-0.12

The correlation between XTRE and CMDT shifts across timeframes, from -0.23 (1 year) to -0.12 (3 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

XTRE vs. CMDT — Risk / Return Rank

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

XTRE
XTRE Risk / Return Rank: 4040
Overall Rank
XTRE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 4444
Sortino Ratio Rank
XTRE Omega Ratio Rank: 4040
Omega Ratio Rank
XTRE Calmar Ratio Rank: 4141
Calmar Ratio Rank
XTRE Martin Ratio Rank: 3535
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.

XTRE vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) 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.


XTRECMDTDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.29

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.04

Calmar ratioReturn relative to maximum drawdown

1.95

2.30

-0.35

Martin ratioReturn relative to average drawdown

5.21

9.95

-4.74

XTRE vs. CMDT - Sharpe Ratio Comparison

The current XTRE Sharpe Ratio is 1.38, which is comparable to the CMDT Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of XTRE 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.


Loading charts...

Drawdowns

XTRE vs. CMDT - Drawdown Comparison

The maximum XTRE drawdown since its inception was -2.89%, smaller than the maximum CMDT drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for XTRE and CMDT.


Loading charts...

Drawdown Indicators


XTRECMDTDifference

Max Drawdown

Largest peak-to-trough decline

-2.89%

-9.69%

+6.80%

Max Drawdown (1Y)

Largest decline over 1 year

-1.53%

-9.46%

+7.93%

Max Drawdown (3Y)

Largest decline over 3 years

-2.00%

-9.69%

+7.69%

Current Drawdown

Current decline from peak

-1.09%

-9.46%

+8.37%

Average Drawdown

Average peak-to-trough decline

-0.83%

-2.75%

+1.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.57%

2.19%

-1.62%

Volatility

XTRE vs. CMDT - Volatility Comparison

The current volatility for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) is 0.73%, while PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a volatility of 3.30%. This indicates that XTRE experiences smaller price fluctuations and is considered to be less risky than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


XTRECMDTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.73%

3.30%

-2.57%

Volatility (6M)

Calculated over the trailing 6-month period

1.58%

10.50%

-8.92%

Volatility (1Y)

Calculated over the trailing 1-year period

2.15%

12.57%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.31%

12.23%

-8.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.31%

12.23%

-8.92%

XTRE vs. CMDT - Expense Ratio Comparison

XTRE has a 0.05% expense ratio, which is lower than CMDT's 0.65% expense ratio.


Dividends

XTRE vs. CMDT - Dividend Comparison

XTRE's dividend yield for the trailing twelve months is around 4.00%, more than CMDT's 2.62% yield.


PositionTTM2025202420232022
CMDT
PIMCO Commodity Strategy Active Exchange-Traded Fund
2.62%3.04%8.80%2.71%0.00%
XTRE
BondBloxx Bloomberg Three Year Target Duration US Treasury ETF
4.00%3.85%4.19%3.97%1.16%

Frequently Asked Questions


XTRE and CMDT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CMDT has higher volatility (3.30%) compared to XTRE (0.73%). In terms of maximum drawdown, XTRE dropped -2.89% vs CMDT's -9.69%.

On 3-year performance, CMDT leads with 12.77% vs 4.05% for XTRE. On fees, XTRE is cheaper at 0.05% per year. On volatility, XTRE has been the lower-risk option at 0.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CMDT has performed better with a 12.77% return vs 4.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XTRE is cheaper with a 0.05% expense ratio, compared with 0.65% for CMDT.

XTRE has the higher dividend yield at 4.00%, compared with 2.62% for CMDT.

XTRE is categorized as Government Bonds, while CMDT is Commodities. XTRE tracks Bloomberg US Treasury 3 Year Target Duration Index, while CMDT tracks Bloomberg Roll Select Commodity Total Return Index. They also come from different issuers: BondBloxx and PIMCO. Their fees differ too: 0.05% for XTRE and 0.65% for CMDT.

CMDT currently has the higher Sharpe Ratio (1.73 vs 1.38), 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 XTRE and CMDT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer