- ISIN
- US46431W8534
- CUSIP
- 46431W853
- Issuer
- iShares
- Inception Date
- Oct 15, 2014
- Region
- Global (Broad)
- Category
- Commodities
- Leveraged
- 1x (No leverage)
- Index Tracked
- S&P GSCI Dynamic Roll (USD) Total Return Index
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Commodity
- Assets Under Management
- $1B
Share Price Chart
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Performance
COMT Performance Chart
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is up 21.5% since the beginning of the year. COMT is currently trading at $30 per share. Investors who bought $1,000 worth of COMT shares 5 years ago would now be looking at an investment worth $1,613.
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Returns By Period
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has returned 21.48% so far this year and 25.97% over the past 12 months. Over the last ten years, COMT has returned 7.34% per year, falling short of the S&P 500 Index benchmark, which averaged 13.47% annually.
iShares GSCI Commodity Dynamic Roll Strategy ETF
- 1D
- 0.12%
- 1M
- -10.16%
- YTD
- 21.48%
- 6M
- 21.21%
- 1Y
- 25.97%
- 3Y*
- 11.45%
- 5Y*
- 10.03%
- 10Y*
- 7.34%
Benchmark (S&P 500 Index)
- 1D
- 1.18%
- 1M
- -1.84%
- YTD
- 8.69%
- 6M
- 7.74%
- 1Y
- 20.53%
- 3Y*
- 18.69%
- 5Y*
- 11.60%
- 10Y*
- 13.47%
COMT Monthly Returns History
Based on dividend-adjusted daily data since Oct 16, 2014, COMT's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.
Historically, 55% of months were positive and 45% were negative. The best month was Mar 2026 with a return of +20.5%, while the worst month was Mar 2020 at -19.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.
On a daily basis, COMT closed higher 53% of trading days. The best single day was Mar 25, 2020 with a return of +6.4%, while the worst single day was Mar 9, 2022 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.16% | 2.36% | 20.45% | 6.92% | -6.89% | -10.16% | 21.48% | ||||||
| 2025 | 3.36% | -1.68% | 2.92% | -8.50% | 2.27% | 4.36% | 3.29% | -0.34% | 0.90% | 0.39% | 0.08% | -0.47% | 6.07% |
| 2024 | 2.87% | -0.62% | 5.35% | 1.22% | -1.06% | 1.00% | -2.56% | -2.25% | -0.38% | 1.43% | -0.95% | 2.05% | 5.96% |
| 2023 | 0.11% | -3.61% | -0.62% | -1.48% | -6.05% | 3.84% | 9.43% | 0.04% | 2.50% | -3.36% | -3.62% | -2.98% | -6.56% |
| 2022 | 8.35% | 8.73% | 10.09% | 3.75% | 4.93% | -6.10% | -2.34% | -3.30% | -7.60% | 5.82% | 0.13% | -2.55% | 19.45% |
| 2021 | 3.26% | 10.02% | -1.25% | 7.39% | 3.30% | 3.95% | 1.01% | -1.21% | 4.10% | 4.52% | -8.94% | 7.02% | 36.88% |
Benchmark Metrics
iShares GSCI Commodity Dynamic Roll Strategy ETF has an annualized alpha of -0.09%, beta of 0.35, and R2 of 0.10 versus S&P 500 Index. Calculated based on daily prices since October 16, 2014.
- This ETF participated in 67.97% of S&P 500 Index downside but only 40.42% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.35 may look defensive, but with R2 of 0.10 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.10 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -0.09%
- Beta
- 0.35
- R²
- 0.10
- Upside Capture
- 40.42%
- Downside Capture
- 67.97%
Expense Ratio
COMT has an expense ratio of 0.48%, placing it in the medium range.
Return for Risk
Risk / Return Rank
COMT ranks 37 for risk / return — below 37% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COMT | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.42 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.30 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.48 | 2.27 | -0.78 |
| Martin ratioReturn relative to average drawdown | 6.18 | 9.90 | -3.72 |
Dividends
Dividend History
iShares GSCI Commodity Dynamic Roll Strategy ETF provided a 6.37% dividend yield over the last twelve months, with an annual payout of $1.93 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.93 | $1.93 | $1.24 | $1.30 | $8.40 | $5.49 | $0.10 | $0.86 | $3.55 | $1.88 | $0.18 | $0.41 |
Dividend yield | 6.37% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Monthly Dividends
The table displays the monthly dividend distributions for iShares GSCI Commodity Dynamic Roll Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.93 | $1.93 |
| 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 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the iShares GSCI Commodity Dynamic Roll 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 GSCI Commodity Dynamic Roll Strategy ETF was 51.89%, occurring on Jan 20, 2016. Recovery took 1529 trading sessions.
The current iShares GSCI Commodity Dynamic Roll Strategy ETF drawdown is 17.22%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2016 bear market2016 | -51.89%Jan 2016 | 1y 2mo | 6y 27d | 7y 3moOct 2014 - Feb 2022 |
2023 bear market2023 | -29.00%May 2023 | 11mo 26d | 2y 9mo | 3y 8moJun 2022 - Mar 2026 |
2026 correction2026 | -17.57%Jun 2026 | 1mo 5d | — | 1mo 11dMay 2026 - now |
Bear market2022 | -16.34%Mar 2022 | 7d | 2mo 19d | 2mo 26dMar 2022 - Jun 2022 |
2026 pullback2026 | -8.02%Apr 2026 | 10d | 11d | 21dApr 2026 - Apr 2026 |
Drawdown Indicators
| COMT | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -56.78% | +4.89% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -9.10% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -18.90% | +1.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -25.43% | -3.57% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -33.92% | -5.30% |
Current DrawdownCurrent decline from peak | -17.22% | -2.23% | -14.99% |
Average DrawdownAverage peak-to-trough decline | -23.99% | -10.71% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 2.08% | +2.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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