BBHM vs. COMT
BBHM (BBH Select Mid Cap ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - BBHM is a Mid Cap Growth Equities fund tracking the Actively Managed, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. At a correlation of -0.21, they often move in opposite directions. BBHM charges 0.81%/yr vs 0.48%/yr for COMT.
Performance
BBHM vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, BBHM achieves a 5.33% return, which is significantly lower than COMT's 29.95% return.
BBHM
- 1D
- 0.17%
- 1M
- 3.33%
- 6M
- 1.71%
- YTD
- 5.33%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- 0.59%
- 1M
- -0.52%
- 6M
- 24.58%
- YTD
- 29.95%
- 1Y
- 33.06%
- 3Y*
- 12.33%
- 5Y*
- 11.81%
- 10Y*
- 8.27%
BBHM vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBHM BBH Select Mid Cap ETF | 5.33% | 0.98% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.95% | -0.40% |
Correlation
The correlation between BBHM and COMT is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.21 |
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Return for Risk
BBHM vs. COMT — Risk / Return Rank
BBHM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
BBHM vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) 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.
| BBHM | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.89 | — |
| Martin ratioReturn relative to average drawdown | — | 6.43 | — |
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Drawdowns
BBHM vs. COMT - Drawdown Comparison
The maximum BBHM drawdown since its inception was -9.78%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BBHM and COMT.
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Drawdown Indicators
| BBHM | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -51.89% | +42.11% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
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 | -1.98% | -11.44% | +9.46% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -23.96% | +21.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.15% | — |
Volatility
BBHM vs. COMT - Volatility Comparison
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Volatility by Period
| BBHM | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.15% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.69% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.87% | 21.56% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.87% | 21.20% | -3.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.87% | 18.86% | -0.99% |
BBHM vs. COMT - Expense Ratio Comparison
BBHM has a 0.81% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
BBHM vs. COMT - Dividend Comparison
BBHM has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.96%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHM BBH Select Mid Cap ETF | 0.00% | 0.00% | 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 | 5.96% | 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
BBHM 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.
On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMT is cheaper with a 0.48% expense ratio, compared with 0.81% for BBHM.
COMT has the higher dividend yield at 5.96%, compared with 0.00% for BBHM.
BBHM is categorized as Mid Cap Growth Equities, while COMT is Commodities. BBHM tracks Actively Managed, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: BBH and iShares. Their fees differ too: 0.81% for BBHM and 0.48% for COMT.
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