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BBP vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BBP vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus LifeSci Biotech Products ETF (BBP) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BBP achieves a 21.23% return, which is significantly lower than COMT's 29.49% return. Over the past 10 years, BBP has outperformed COMT with an annualized return of 11.92%, while COMT has yielded a comparatively lower 8.63% annualized return.


BBP

1D
0.86%
1M
-2.44%
6M
18.58%
YTD
21.23%
1Y
52.96%
3Y*
21.78%
5Y*
13.41%
10Y*
11.92%
ALL TIME*
12.44%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$850.92K$1.01M$801.94K
$6.13M$10.19M$11.89M

BBP vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BBP
Virtus LifeSci Biotech Products ETF
21.23%33.15%3.32%17.88%0.85%-8.17%22.24%24.73%-13.95%24.07%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
29.49%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between BBP and COMT is -0.19, 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.

-0.19

Correlation (3Y)
Balances recent behavior with more history.

-0.06

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.01

Correlation (10Y)
Provides a long-term view across more market conditions.

0.14

Correlation (All Time)
Calculated using the full available price history since Dec 17, 2014

0.15

The correlation between BBP and COMT shifts across timeframes, from -0.19 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BBP vs. COMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BBP
BBP Risk / Return Rank: 8686
Overall Rank
BBP Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
BBP Sortino Ratio Rank: 8484
Sortino Ratio Rank
BBP Omega Ratio Rank: 7777
Omega Ratio Rank
BBP Calmar Ratio Rank: 9595
Calmar Ratio Rank
BBP Martin Ratio Rank: 9090
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5151
Overall Rank
COMT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMT Omega Ratio Rank: 5353
Omega Ratio Rank
COMT Calmar Ratio Rank: 4646
Calmar Ratio Rank
COMT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BBP vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus LifeSci Biotech Products ETF (BBP) 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.


BBPCOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.90

Omega ratioGain probability vs. loss probability

1.36

1.27

+0.09

Calmar ratioReturn relative to maximum drawdown

5.65

1.91

+3.74

Martin ratioReturn relative to average drawdown

15.54

5.84

+9.71

BBP vs. COMT - Sharpe Ratio Comparison

The current BBP Sharpe Ratio is 2.21, which is higher than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of BBP and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BBP vs. COMT - Drawdown Comparison

The maximum BBP drawdown since its inception was -44.32%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BBP and COMT.


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Drawdown Indicators


BBPCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-44.32%

-51.89%

+7.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.41%

-17.57%

+8.16%

Max Drawdown (3Y)

Largest decline over 3 years

-26.09%

-17.57%

-8.52%

Max Drawdown (5Y)

Largest decline over 5 years

-37.77%

-29.00%

-8.77%

Max Drawdown (10Y)

Largest decline over 10 years

-44.32%

-39.22%

-5.10%

Current Drawdown

Current decline from peak

-6.51%

-11.75%

+5.24%

Average Drawdown

Average peak-to-trough decline

-11.90%

-23.89%

+11.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.42%

5.75%

-2.33%

Volatility

BBP vs. COMT - Volatility Comparison

Virtus LifeSci Biotech Products ETF (BBP) has a higher volatility of 6.26% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.13%. This indicates that BBP'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


BBPCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.26%

5.13%

+1.13%

Volatility (6M)

Calculated over the trailing 6-month period

19.16%

18.95%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

24.05%

21.64%

+2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.43%

21.09%

+5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.35%

18.86%

+8.49%

BBP vs. COMT - Expense Ratio Comparison

BBP has a 0.79% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

BBP vs. COMT - Dividend Comparison

BBP has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.98%.


PositionTTM20252024202320222021202020192018201720162015
BBP
Virtus LifeSci Biotech Products ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.18%0.00%1.29%
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


BBP and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BBP has higher volatility (6.26%) compared to COMT (5.13%). In terms of maximum drawdown, BBP dropped -44.32% vs COMT's -51.89%.

On 10-year performance, BBP leads with 11.92% vs 8.63% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BBP has performed better with a 11.92% return vs 8.63%. 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 0.79% for BBP.

COMT has the higher dividend yield at 5.98%, compared with 0.00% for BBP.

BBP is categorized as Health & Biotech Equities, while COMT is Commodities. BBP tracks LifeSci Biotechnology Products Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Virtus and iShares. Their fees differ too: 0.79% for BBP and 0.48% for COMT.

BBP currently has the higher Sharpe Ratio (2.21 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.

Portfolio Optimizer

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