See what your fund actually adds

iShares Bloomberg Roll Select Commodity Strategy ETF CMDY

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

CMDY compared with its replication portfolio
MeasureCMDYReplication
Annualized growth9.7%10.9%
Annualized volatility15.5%16.0%
Sharpe ratio0.680.73
Maximum drawdown25.5%22.7%
Replication fit (R²)0.99 · Tracking error 1.7%

Replication portfolio

The published portfolio below is the investable basket used to model CMDY’s historical return behavior.

CMDY replication basket weights
TickerBuilding blockWeight
BCIAlternatives · Commodities93.4%
IAUAlternatives · Gold4.6%
XLESector · Energy2.0%