Summary
CMDY
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 27.24% Volatility 16.64% Sharpe 1.66
Official loaded data — not a live quote.

ISHARES BLOOMBERG ROLL SELECT COMMODITY STRATEGY ETF

Symbol: CMDY

Exchange: NYSE

Sector: Communication_Services

Category: Commodities Broad Basket

Inception date: 03/04/2018

Latest date: 16/07/2026

Current price: $57.97

Expense ratio: 0.28%

Assets under management
$523.2M
-0.69% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

1.08%

Ann. 156.97% (Sharpe / Sortino numerator)

Volatility

23.35%

Sharpe ratio

6.566

VaR 95%

-1.50%

CVaR 95%: -2.48%
Max drawdown: -4.67%
Sortino ratio: 9.167
Calmar ratio: 33.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.28%

Ann. 138.49% (Sharpe / Sortino numerator)

Volatility

22.70%

Sharpe ratio

5.942

VaR 95%

-1.75%

CVaR 95%: -3.32%
Max drawdown: -7.73%
Sortino ratio: 6.617
Calmar ratio: 17.91

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

14.63%

Ann. 68.95% (Sharpe / Sortino numerator)

Volatility

18.71%

Sharpe ratio

3.491

VaR 95%

-1.55%

CVaR 95%: -2.66%
Max drawdown: -7.73%
Sortino ratio: 4.365
Calmar ratio: 8.92

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

27.24%

Ann. 31.25% (Sharpe / Sortino numerator)

Volatility

16.64%

Sharpe ratio

1.660

VaR 95%

-1.58%

CVaR 95%: -2.52%
Max drawdown: -7.73%
Sortino ratio: 2.073
Calmar ratio: 4.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

38.77%

Ann. 21.13% (Sharpe / Sortino numerator)

Volatility

14.17%

Sharpe ratio

1.235

VaR 95%

-1.35%

CVaR 95%: -2.02%
Max drawdown: -10.08%
Sortino ratio: 1.648
Calmar ratio: 2.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

41.40%

Ann. 13.31% (Sharpe / Sortino numerator)

Volatility

13.16%

Sharpe ratio

0.736

VaR 95%

-1.26%

CVaR 95%: -1.86%
Max drawdown: -10.08%
Sortino ratio: 1.016
Calmar ratio: 1.32

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.101%

Best day

2.998%

06/03/2026
Worst day

-4.617%

02/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $58.37 $58.37 $57.96 $57.97 38,400
15/07/2026 $58.42 $58.60 $58.18 $58.56 23,900
14/07/2026 $58.26 $58.32 $58.06 $58.27 19,100
13/07/2026 $57.24 $57.81 $57.20 $57.75 34,000
10/07/2026 $57.13 $57.13 $56.73 $56.93 31,500
09/07/2026 $57.17 $57.19 $56.86 $56.97 28,100
08/07/2026 $56.94 $57.28 $56.79 $57.04 47,400
07/07/2026 $56.57 $56.63 $56.23 $56.55 198,700
06/07/2026 $55.84 $56.25 $55.78 $56.17 60,400
02/07/2026 $55.07 $55.36 $54.99 $55.12 102,100