CMDY vs ETO

Comparison between ISHARES BLOOMBERG ROLL SELECT COMMODITY STRATEGY ETF (CMDY, ETF) and Eaton Vance Tax-Advantaged Global Dividend Opportunities Fund (ETO, ETF).

5-Year PerformanceCMDY has outperformed ETO, delivering a return of +10.0% compared to +8.5%

CMDY vs ETO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CMDY(ETF)	ETO(ETF)
Net Assets	$537M	$538M
Expense Ratio	0.28%	N/A
Max Drawdown	33.81%	75.20%
Sharpe Ratio	1.61	1.26
5Y Beta	0.16	0.84
5Y Dividends CAGR	50.79%	5.67%

Net Assets

CMDY

$537M

Winner

ETO

$538M

Expense Ratio

CMDY

0.28%

ETO

N/A

Max Drawdown

Winner

CMDY

33.81%

ETO

75.20%

Sharpe Ratio

Winner

CMDY

1.61

ETO

1.26

5Y Beta

Winner

CMDY

0.16

ETO

0.84

5Y Dividends CAGR

Winner

CMDY

50.79%

ETO

5.67%

CMDY vs ETO - Historical Returns

Returns include dividend reinvestment.

Period	CMDY	ETO
1 month	-5.20%	+1.16%
3 months	+5.34%	+4.96%
6 months	+20.01%	+6.41%
1 year	+32.29%	+23.82%
5 years(CAGR)	+10.04%	+8.52%
10 years(CAGR)	+7.75%	+12.16%
Max(CAGR)	+7.75%	+10.44%

CMDY

-5.20%

Winner

ETO

+1.16%

Winner

CMDY

+5.34%

ETO

+4.96%

Winner

CMDY

+20.01%

ETO

+6.41%

Winner

CMDY

+32.29%

ETO

+23.82%

5Y(CAGR)

Winner

CMDY

+10.04%

ETO

+8.52%

10Y(CAGR)

CMDY

+7.75%

Winner

ETO

+12.16%

Max(CAGR)

CMDY

+7.75%

Winner

ETO

+10.44%

CMDY vs ETO - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	CMDY	ETO
2026	+21.26%	+4.59%
2025	+15.05%	+30.49%
2024	+5.97%	+16.89%
2023	-7.25%	+21.38%
2022	+13.73%	-30.30%
2021	+25.42%	+38.76%
2020	+0.99%	+5.60%
2019	+4.79%	+48.13%
2018	-11.10%	-18.67%
2017	N/A	+33.20%
2016	N/A	+9.91%
2015	N/A	-3.13%
2014	N/A	+13.76%
2013	N/A	+30.52%
2012	N/A	+24.01%
2011	N/A	-12.34%
2010	N/A	+11.90%
2009	N/A	+40.57%
2008	N/A	-52.19%
2007	N/A	+19.59%
2006	N/A	+33.45%
2005	N/A	+31.87%
2004	N/A	+6.89%

CMDY vs ETO Drawdown Comparison

The maximum drawdown for CMDY was -31.20%, occurring on Mar 18, 2020. Recovery took 732 trading sessions.

The maximum drawdown for ETO was -71.95%, occurring on Mar 9, 2009. Recovery took 1384 trading sessions.

The current CMDY drawdown is -7.04%. The current ETO drawdown is -3.41%.

Rank	CMDY	ETO
#1	-31.20% May 24, 2018 - Apr 22, 2021	-71.95% Oct 31, 2007 - May 2, 2013
#2	-26.56% Jun 7, 2022 - Jan 23, 2026	-51.93% Feb 20, 2020 - Dec 16, 2020
#3	-10.71% Mar 8, 2022 - Apr 14, 2022	-35.40% Nov 11, 2021 - Dec 4, 2024
#4	-10.02% Oct 25, 2021 - Jan 26, 2022	-29.75% Aug 28, 2018 - Mar 21, 2019
#5	-7.73% Jan 29, 2026 - Mar 5, 2026	-24.20% Apr 22, 2015 - Aug 23, 2016
#6	-7.56% Apr 18, 2022 - Jun 6, 2022	-23.75% Jul 12, 2007 - Oct 5, 2007
#7	-7.04% May 12, 2026 - Jun 5, 2026	-18.24% Feb 20, 2025 - May 13, 2025
#8	-5.77% Jul 29, 2021 - Sep 3, 2021	-16.44% May 21, 2013 - Nov 15, 2013
#9	-5.72% Jun 11, 2021 - Jul 22, 2021	-15.27% Feb 25, 2026 - May 6, 2026
#10	-4.67% Mar 18, 2026 - Apr 2, 2026	-14.73% Jun 1, 2004 - Nov 16, 2004
#11	-4.16% Apr 6, 2026 - Apr 27, 2026	-13.96% Jul 23, 2014 - Nov 6, 2014
#12	-3.79% Sep 15, 2021 - Sep 27, 2021	-13.70% May 10, 2006 - Aug 9, 2006
#13	-3.20% May 11, 2021 - Jun 1, 2021	-11.74% Dec 29, 2006 - Apr 3, 2007
#14	-2.63% May 4, 2026 - May 12, 2026	-11.38% Jan 24, 2018 - Aug 7, 2018
#15	-2.00% Mar 12, 2026 - Mar 18, 2026	-11.20% Sep 13, 2021 - Nov 11, 2021

Correlation

Correlation between CMDY and ETO is 0.84 which considered as a strong positive correlation - the stocks tend to move together.

0.84

-101

Dividend Comparison (2004 - 2026)

CMDY vs ETO dividend yield comparison.

Year	CMDY	ETO
2026	0.00%	2.89%
2025	12.89%	6.85%
2024	4.23%	7.81%
2023	5.10%	6.97%
2022	3.98%	9.87%
2021	16.09%	5.82%
2020	0.15%	7.36%
2019	2.21%	8.32%
2018	1.73%	11.51%
2017	0.00%	8.50%
2016	0.00%	9.51%
2015	0.00%	9.29%
2014	0.00%	12.51%
2013	0.00%	8.49%
2012	0.00%	6.48%
2011	0.00%	7.55%
2010	0.00%	6.26%
2009	0.00%	6.62%
2008	0.00%	14.74%
2007	0.00%	5.66%
2006	0.00%	5.82%
2005	0.00%	6.16%
2004	0.00%	4.31%