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iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF

Broad commodities futures. Passive tracker on Bloomberg Enhanced Roll Yield Total Return Index.

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About the Fund

Data as of

iShares is the market leader in the ETFs and passive index funds space, managing over US$5tn of AUM through more than 1600 ETFs offered globally. iShares is a subsidiary of BlackRock, the largest asset manager globally.

The iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF is a passive index solution that tracks the Bloomberg Enhanced Roll Yield Total Return Index using a synthetic swap approach. The index is designed to be a liquid and diversified benchmark that provides broad-based long exposure to commodities using risk-premia strategies through synthetic positions in futures contracts with no single commodity or sector controlling the index. The index is composed of 3-4 future contracts for each of the 26 commodities, and rolls as well as rebalances each month to a new set of futures contracts and equal price-percentage weightings, respectively. Commodity sector target weights are around 31% Energy, 27% Agriculture, 19% Precious Metals, 16% Industrial Metals, and 7% Livestock.

Performance

Price Performance – Maximum Period

The FairHorizon Context

Investment-Time-Horizon in years

0 - 22 - 44 - 7 7 - 1010 - 1515+
Expected long-term return
2 - 4% p.a.
Expected volatility
3 - 5% p.a.

Building Block Returns

iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF

Ann. return (3-year):
16.82%
Ann. return (5-year):
14.99%
Ann. return (10-year):
—
Ann. Standard Deviation (5-year):
12.94%

This ETF represents passive exposure to broad commodity futures through synthetic contracts.

FairHorizon Benchmark Returns

Dimensional Funds PLC - World Equity Fund

Ann. return (3-year):
17.79%
Ann. return (5-year):
9.56%
Ann. return (10-year):
—
Ann. Standard Deviation (5-year):
14.96%
Link to the Funds FairSheet

The Dimensional World Equity Fund is our FAIRHORIZON Red reference benchmark solution that has primarily global developed equities for long-term global equity-like returns and volatility.

SHARING OUR PASSION FOR INVESTMENTS FAIRSHEET™  iShares Bloomberg Enhanced Roll Yield Commodity Swap UCITS ETF  Page 1/2

Why we prefer this fund

Relevance of strategy

This ETF represents passive exposure to broad commodity futures through synthetic contracts.

Liquidity

The ETF is listed on multiple Europe exchanges in various currencies.

Historical maximum drawdown & recovery time

Max drawdown (since inception)
-26.90%
Recovery Period
322 Days

Diversification

Top 10 Holdings

  • TREASURY BILL4.95%
  • TREASURY BILL4.69%
  • TREASURY BILL4.60%
  • TREASURY BILL3.67%
  • Ionic Funding LLC2.06%
  • TREASURY BILL1.56%
  • TREASURY BILL1.56%
  • TREASURY BILL1.34%
  • TRSWAP: BERYTR INDEX 401.27%
  • TREASURY BILL1.25%

Sectors

  • No sector data—

Geography

  • No geo data—