ACVT vs. COMT
ACVT (Advent Convertible Bond ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - ACVT is a Convertible Bonds fund actively managed by Advent, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. ACVT is actively managed, while COMT is passively managed. Over the past year, ACVT returned 10.04% vs 33.46% for COMT. Their -0.17 correlation means they have often moved in opposite directions in the past. ACVT charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
ACVT vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ACVT achieves a 7.14% return, which is significantly lower than COMT's 29.49% return.
ACVT
- 1D
- -0.14%
- 1M
- 0.67%
- 6M
- 6.74%
- YTD
- 7.14%
- 1Y
- 10.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.26%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.74K | $1.60K | $23.04K | |
| $6.13M | $10.19M | $11.89M |
ACVT vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
ACVT Advent Convertible Bond ETF | 7.14% | 8.04% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 8.74% |
Correlation
The correlation between ACVT and COMT is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2025 | -0.17 |
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Return for Risk
ACVT vs. COMT — Risk / Return Rank
ACVT
COMT
ACVT vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Advent Convertible Bond ETF (ACVT) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
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.
| ACVT | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.09 | 1.91 | +0.18 |
| Martin ratioReturn relative to average drawdown | 7.47 | 5.84 | +1.64 |
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Drawdowns
ACVT vs. COMT - Drawdown Comparison
The maximum ACVT drawdown since its inception was -4.81%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ACVT and COMT.
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Drawdown Indicators
| ACVT | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -4.81% | -51.89% | +47.08% |
Max Drawdown (1Y)Largest decline over 1 year | -4.81% | -17.57% | +12.76% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.14% | -11.75% | +11.61% |
Average DrawdownAverage peak-to-trough decline | -0.81% | -23.89% | +23.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.35% | 5.75% | -4.40% |
Volatility
ACVT vs. COMT - Volatility Comparison
The current volatility for Advent Convertible Bond ETF (ACVT) is 1.78%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that ACVT experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACVT | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.78% | 5.13% | -3.35% |
Volatility (6M)Calculated over the trailing 6-month period | 4.88% | 18.95% | -14.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.97% | 21.64% | -15.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.79% | 21.09% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.79% | 18.86% | -13.07% |
ACVT vs. COMT - Expense Ratio Comparison
ACVT has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
ACVT vs. COMT - Dividend Comparison
ACVT's dividend yield for the trailing twelve months is around 1.52%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACVT Advent Convertible Bond ETF | 1.52% | 1.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Frequently Asked Questions
ACVT and COMT have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.13%) compared to ACVT (1.78%). In terms of maximum drawdown, ACVT dropped -4.81% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.46% vs 10.04% for ACVT. On fees, COMT is cheaper at 0.48% per year. On volatility, ACVT has been the lower-risk option at 1.78%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 33.46% return vs 10.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.65% for ACVT.
COMT has the higher dividend yield at 5.98%, compared with 1.52% for ACVT.
ACVT is categorized as Convertible Bonds, while COMT is Commodities. They also come from different issuers: Advent and iShares. Their fees differ too: 0.65% for ACVT and 0.48% for COMT.
ACVT currently has the higher Sharpe Ratio (1.69 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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