ETO vs CMDY

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

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

ETO vs CMDY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

Winner

ETO

$538M

CMDY

$537M

Expense Ratio

ETO

N/A

CMDY

0.28%

Max Drawdown

ETO

75.20%

Winner

CMDY

33.81%

Sharpe Ratio

ETO

1.26

Winner

CMDY

1.61

5Y Beta

ETO

0.84

Winner

CMDY

0.16

5Y Dividends CAGR

ETO

5.67%

Winner

CMDY

50.79%

ETO vs CMDY - Historical Returns

Returns include dividend reinvestment.

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

Winner

ETO

+1.16%

CMDY

-5.20%

ETO

+4.96%

Winner

CMDY

+5.34%

ETO

+6.41%

Winner

CMDY

+20.01%

ETO

+23.82%

Winner

CMDY

+32.29%

5Y(CAGR)

ETO

+8.52%

Winner

CMDY

+10.04%

10Y(CAGR)

Winner

ETO

+12.16%

CMDY

+7.75%

Max(CAGR)

Winner

ETO

+10.44%

CMDY

+7.75%

ETO vs CMDY - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

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

ETO vs CMDY Drawdown Comparison

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

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

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

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

Correlation

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

0.84

-101

Dividend Comparison (2004 - 2026)

ETO vs CMDY dividend yield comparison.

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