iShares Bloomberg Roll Select Broad Commodity ETF

10-Year Study

CMDY.US · · US · ETF

Executive Summary: iShares Bloomberg Roll Select Broad Commodity ETF has compounded at 7.6% annually over the last 10 years, with a maximum drawdown of 28.0% and an annualized volatility of 12.6%.

1Y CAGR
+39.8%
3Y CAGR
+15.6%
5Y CAGR
+10.6%
10Y CAGR
+7.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
28.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +26.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -9.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
88%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
202610.61.28.8-0.2————————21.7%
20254.01.03.8-5.30.32.3-0.32.12.52.52.3-0.115.8%
2024-0.4-1.33.82.52.2-1.6-2.6-0.23.9-0.9-0.40.85.4%
2023-0.7-4.7-0.1-0.8-5.93.06.1-0.9-1.10.2-1.9-2.4-9.3%
20227.86.58.03.32.4-10.21.6-0.1-7.02.04.0-2.914.5%
20211.76.4-1.88.03.51.90.91.04.02.6-6.83.126.4%
2020-6.9-4.6-9.50.82.42.85.65.6-2.70.63.84.71.2%
20193.81.7-0.8-0.6-3.82.6-1.1-2.20.92.1-2.24.75.0%
2018————2.0-5.0-1.3-1.30.70.6-4.2-5.1-13.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.6%. The dominant macroeconomic risk driver is USO.US, accounting for 38.4% of variance. Idiosyncratic stock-specific factors contribute 19.5%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2018-04-0110000
2018-05-0110195.459302061061
2018-06-019685.881978251968
2018-07-019557.517023825774
2018-08-019429.152069399579
2018-09-019499.158287456208
2018-10-019557.517023825774
2018-11-019158.80309992872
2018-12-018690.719929629799
2019-01-019020.094939108543
2019-02-019175.303698985395
2019-03-019105.236816961646
2019-04-019047.151068444122
2019-05-018703.823346527746
2019-06-018927.734049168146
2019-07-018832.00630905258
2019-08-018642.067427999453
2019-09-018723.417807907548
2019-10-018905.652365136419
2019-11-018710.981694647922
2019-12-019121.40376419916
2020-01-018493.380044588015
2020-02-018103.978039643903
2020-03-017336.45752764002
2020-04-017394.209624338384
2020-05-017571.196748411362
2020-06-017781.2154025812515
2020-07-018215.599739144942
2020-08-018675.614601816886
2020-09-018444.575883039872
2020-10-018491.560125574411
2020-11-018811.653548083777
2020-12-019226.716411119705
2021-01-019381.288199341796
2021-02-019986.289943430851
2021-03-019804.05538620198
2021-04-0110585.619606594175
2021-05-0110959.309644054174
2021-06-0111168.569998635061
2021-07-0111265.086370323188
2021-08-0111376.465413955748
2021-09-0111829.958900162279
2021-10-0112133.794379483446
2021-11-0111307.975795077122
2021-12-0111660.342448094394
2022-01-0112569.998635060741
2022-02-0113392.420037308339
2022-03-0114457.618635970699
2022-04-0114940.716138131853
2022-05-0115291.839179823166
2022-06-0113724.70691720885
2022-07-0113948.587287865692
2022-08-0113941.519935696193
2022-09-0112964.830065062106
2022-10-0113230.356249146913
2022-11-0113757.708115322203
2022-12-0113356.719292658143
2023-01-0113266.056993797109
2023-02-0112638.791573774968
2023-03-0112624.080561748337
2023-04-0112518.70725086067
2023-05-0111781.154738614132
2023-06-0112131.580144683563
2023-07-0112876.624656869437
2023-08-0112758.845564705705
2023-09-0112621.623671079971
2023-10-0112644.70631056918
2023-11-0112405.993599951471
2023-12-0112110.560080076435
2024-01-0112057.115125043603
2024-02-0111894.566025145214
2024-03-0112341.204483067171
2024-04-0112647.466521073147
2024-05-0112923.821223288898
2024-06-0112710.617710845203
2024-07-0112379.786766155574
2024-08-0112351.487025494032
2024-09-0112832.188300953942
2024-10-0112721.203573107665
2024-11-0112671.641111970517
2024-12-0112767.854163823042
2025-01-0113281.495973429182
2025-02-0113410.8315513293
2025-03-0113925.565312343602
2025-04-0113189.863051094226
2025-05-0113230.507909064712
2025-06-0113535.647663678967
2025-07-0113489.391388749867
2025-08-0113773.935726526837
2025-09-0114116.110833067927
2025-10-0114467.658522529082
2025-11-0114800.461046150112
2025-12-0114786.841985531644
2026-01-0116358.038733943007
2026-02-0116558.229825439437
2026-03-0118023.26463139057
2026-04-0117992.932647830505
Annual Return Matrix
YearAnnual Return
20190.0495567499650984
20200.011545662229523357
20210.26375862533737027
20220.14548259213784775
2023-0.09329830067378075
20240.05427445794418273
20250.15813055160273404
20260.21682051282051273
Total Factor Risk
0.12636770842868386
VTI.US Exposure
0.004341989583630264
VEA.US Exposure
-0.002300201580925484
VWO.US Exposure
0.006471660641405175
QQQ.US Exposure
-0.0016432159115816142
VTV.US Exposure
0.06934130140021653
IJR.US Exposure
-0.015919193475879674
QUAL.US Exposure
0.0019554585504090367
SHV.US Exposure
0.02641805729343284
TLT.US Exposure
-0.0036762753155254427
LQD.US Exposure
0.018731417121935854
HYG.US Exposure
0.02412802671514132
GLD.US Exposure
0.02261231850354682
USO.US Exposure
0.38433386880036796
VNQ.US Exposure
0.0012165534771690298
BTC-USD.CC Exposure
-0.0000465906342975496
CPER.US Exposure
0.14295251728879718
VIX.INDX Exposure
0.00032464725386236154
UUP.US Exposure
0.00022937594766928634
TIP.US Exposure
0.1256300513330239
Idiosyncratic Exposure
0.19489823300760206
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.6%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →11.55%
Market Cap$194.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+4.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+19.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
2.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is iShares Bloomberg Roll Select Broad Commodity ETF a high-risk investment?

iShares Bloomberg Roll Select Broad Commodity ETF (CMDY.US) has an annualized volatility of 12.6% and experienced a maximum drawdown of 28.0% over the last 10 years. Its primary macro risk driver is USO.US.

What is the 10-year return of CMDY.US?

Over the past 10 years, CMDY.US has generated a Compound Annual Growth Rate (CAGR) of 7.6%. It has had a positive return in 88% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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