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iShares Commodities Select Strategy ETF (COMT)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US46431W8534

CUSIP

46431W853

Issuer

iShares

Inception Date

Oct 15, 2014

Region

Developed Markets (Broad)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Commodity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

COMT features an expense ratio of 0.48%, falling within the medium range.


Expense ratio chart for COMT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
COMT vs. GSG COMT vs. PDBC COMT vs. VCMDX COMT vs. BCD COMT vs. BCI COMT vs. FTGC COMT vs. LTPZ COMT vs. COM COMT vs. SPY COMT vs. XLE
Popular comparisons:
COMT vs. GSG COMT vs. PDBC COMT vs. VCMDX COMT vs. BCD COMT vs. BCI COMT vs. FTGC COMT vs. LTPZ COMT vs. COM COMT vs. SPY COMT vs. XLE

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in iShares Commodities Select Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
3.50%
215.24%
COMT (iShares Commodities Select Strategy ETF)
Benchmark (^GSPC)

Returns By Period

iShares Commodities Select Strategy ETF had a return of 3.65% year-to-date (YTD) and 1.12% in the last 12 months. Over the past 10 years, iShares Commodities Select Strategy ETF had an annualized return of 2.24%, while the S&P 500 had an annualized return of 11.01%, indicating that iShares Commodities Select Strategy ETF did not perform as well as the benchmark.


COMT

YTD

3.65%

1M

-0.05%

6M

-5.06%

1Y

1.12%

5Y*

5.46%

10Y*

2.24%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

The table below presents the monthly returns of COMT, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.87%-0.62%5.35%1.22%-1.06%1.00%-2.56%-2.25%-0.38%1.43%-0.95%3.65%
20230.11%-3.61%-0.62%-1.48%-6.05%3.84%9.43%0.04%2.50%-3.36%-3.62%-2.98%-6.56%
20228.35%8.73%10.09%3.75%4.93%-6.10%-2.35%-3.30%-7.60%5.82%0.13%-2.55%19.45%
20213.26%10.02%-1.25%7.39%3.30%3.95%1.01%-1.21%4.10%4.52%-8.94%7.02%36.88%
2020-8.53%-7.21%-19.62%-1.78%6.21%1.41%5.06%3.97%-3.76%-3.14%7.03%3.43%-18.66%
20195.58%2.02%0.70%0.27%-6.33%5.28%-0.75%-4.97%2.27%0.76%0.50%5.79%10.81%
20184.24%-3.88%1.70%4.04%2.27%-0.22%-1.00%-1.27%2.51%-4.83%-5.26%-4.50%-6.67%
20171.37%-0.89%-2.37%-0.95%-1.29%-0.37%4.76%-0.38%2.77%3.22%1.50%4.06%11.70%
2016-6.14%2.34%5.81%11.89%-1.18%2.96%-4.66%-0.03%4.46%-0.52%2.56%3.15%21.25%
2015-6.98%7.08%-6.91%8.10%-3.22%-0.85%-12.67%0.06%-6.24%2.45%-7.64%-6.61%-30.36%
20140.60%-8.36%-10.64%-17.63%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of COMT is 12, meaning it’s performing worse than 88% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of COMT is 1212
Overall Rank
The Sharpe Ratio Rank of COMT is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of COMT is 1212
Sortino Ratio Rank
The Omega Ratio Rank of COMT is 1212
Omega Ratio Rank
The Calmar Ratio Rank of COMT is 1212
Calmar Ratio Rank
The Martin Ratio Rank of COMT is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for COMT, currently valued at 0.15, compared to the broader market0.002.004.000.151.90
The chart of Sortino ratio for COMT, currently valued at 0.30, compared to the broader market-2.000.002.004.006.008.0010.000.302.54
The chart of Omega ratio for COMT, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.35
The chart of Calmar ratio for COMT, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.082.81
The chart of Martin ratio for COMT, currently valued at 0.45, compared to the broader market0.0020.0040.0060.0080.00100.000.4512.39
COMT
^GSPC

The current iShares Commodities Select Strategy ETF Sharpe ratio is 0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of iShares Commodities Select Strategy ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
0.15
1.90
COMT (iShares Commodities Select Strategy ETF)
Benchmark (^GSPC)

Dividends

Dividend History

iShares Commodities Select Strategy ETF provided a 10.27% dividend yield over the last twelve months, with an annual payout of $2.54 per share.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%$0.00$2.00$4.00$6.00$8.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$2.54$1.30$8.40$5.49$0.10$0.86$3.55$1.88$0.18$0.41$0.23

Dividend yield

10.27%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%0.56%

Monthly Dividends

The table displays the monthly dividend distributions for iShares Commodities Select Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.30$1.30
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$8.40$8.40
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.49$5.49
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.86$0.86
2018$0.00$0.00$0.11$0.00$0.00$0.13$0.00$0.00$0.21$0.00$0.00$3.10$3.55
2017$0.00$0.00$0.09$0.00$0.00$0.08$0.00$0.00$0.11$0.00$0.00$1.60$1.88
2016$0.00$0.00$0.06$0.00$0.00$0.03$0.00$0.00$0.04$0.00$0.00$0.05$0.18
2015$0.00$0.00$0.04$0.00$0.00$0.22$0.00$0.00$0.14$0.00$0.00$0.02$0.41
2014$0.23$0.23

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.52%
-3.58%
COMT (iShares Commodities Select Strategy ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the iShares Commodities Select Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iShares Commodities Select Strategy ETF was 51.89%, occurring on Jan 20, 2016. Recovery took 1529 trading sessions.

The current iShares Commodities Select Strategy ETF drawdown is 22.52%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.89%Oct 30, 2014301Jan 20, 20161529Feb 14, 20221830
-29%Jun 9, 2022245May 31, 2023
-16.34%Mar 9, 20226Mar 16, 202255Jun 3, 202261
-2.32%Feb 15, 20222Feb 16, 20223Feb 22, 20225
-2.12%Oct 23, 20143Oct 27, 20142Oct 29, 20145

Volatility

Volatility Chart

The current iShares Commodities Select Strategy ETF volatility is 3.19%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.19%
3.64%
COMT (iShares Commodities Select Strategy ETF)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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