BBJP vs. COMT
BBJP (JPMorgan BetaBuilders Japan ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - BBJP is a Japan Equities fund tracking the Morningstar Japan Target Market Exposure Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, BBJP returned 8.67%/yr vs 12.15%/yr for COMT. Their 0.20 correlation means their historical movements had little consistent relationship. BBJP charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
BBJP vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, BBJP achieves a 11.90% return, which is significantly lower than COMT's 33.14% return.
BBJP
- 1D
- 0.19%
- 1M
- -2.16%
- 6M
- 6.85%
- YTD
- 11.90%
- 1Y
- 24.42%
- 3Y*
- 16.52%
- 5Y*
- 8.67%
- 10Y*
- —
- ALL TIME*
- 7.64%
COMT
- 1D
- -0.12%
- 1M
- 8.15%
- 6M
- 24.14%
- YTD
- 33.14%
- 1Y
- 36.27%
- 3Y*
- 11.70%
- 5Y*
- 12.15%
- 10Y*
- 8.89%
- ALL TIME*
- 3.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $122.93M | $111.87M | $115.37M | |
| $10.60M | $11.19M | $14.65M |
BBJP vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BBJP JPMorgan BetaBuilders Japan ETF | 11.90% | 26.55% | 7.47% | 20.65% | -17.24% | 1.21% | 15.42% | 18.85% | -13.92% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -11.15% |
Correlation
The correlation between BBJP and COMT is -0.17, 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. | -0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 2018 | 0.20 |
The correlation between BBJP and COMT shifts across timeframes, from -0.17 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBJP vs. COMT — Risk / Return Rank
BBJP
COMT
BBJP vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan BetaBuilders Japan ETF (BBJP) 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.
| BBJP | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.99 | -0.29 |
| Martin ratioReturn relative to average drawdown | 5.53 | 6.40 | -0.87 |
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Drawdowns
BBJP vs. COMT - Drawdown Comparison
The maximum BBJP drawdown since its inception was -32.66%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BBJP and COMT.
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Drawdown Indicators
| BBJP | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.66% | -51.89% | +19.23% |
Max Drawdown (1Y)Largest decline over 1 year | -13.60% | -17.57% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.49% | -17.57% | +3.08% |
Max Drawdown (5Y)Largest decline over 5 years | -32.66% | -29.00% | -3.66% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -5.62% | -9.27% | +3.65% |
Average DrawdownAverage peak-to-trough decline | -8.43% | -23.93% | +15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.19% | 5.46% | -1.27% |
Volatility
BBJP vs. COMT - Volatility Comparison
JPMorgan BetaBuilders Japan ETF (BBJP) has a higher volatility of 5.94% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 4.67%. This indicates that BBJP's price experiences larger fluctuations and is considered to be riskier 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
| BBJP | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.94% | 4.67% | +1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 16.84% | 19.58% | -2.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.22% | 21.55% | -1.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.45% | 21.07% | -2.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 18.85% | -0.44% |
BBJP vs. COMT - Expense Ratio Comparison
BBJP has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
BBJP vs. COMT - Dividend Comparison
BBJP's dividend yield for the trailing twelve months is around 4.80%, less than COMT's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBJP JPMorgan BetaBuilders Japan ETF | 4.80% | 5.37% | 2.80% | 3.05% | 1.52% | 2.89% | 1.12% | 2.31% | 0.65% | 0.00% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.81% | 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
BBJP and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBJP has higher volatility (5.94%) compared to COMT (4.67%). In terms of maximum drawdown, BBJP dropped -32.66% vs COMT's -51.89%.
On 5-year performance, COMT leads with 12.15% vs 8.67% for BBJP. On fees, BBJP is cheaper at 0.19% per year. On volatility, COMT has been the lower-risk option at 4.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 12.15% return vs 8.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
BBJP is cheaper with a 0.19% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.81%, compared with 4.80% for BBJP.
BBJP is categorized as Japan Equities, while COMT is Commodities. BBJP tracks Morningstar Japan Target Market Exposure Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: JPMorgan and iShares. Their fees differ too: 0.19% for BBJP and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.62 vs 1.14), 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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