BKDV vs. COMT
BKDV (BNY Mellon Dynamic Value ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - BKDV is a Large Cap Value Equities fund actively managed by BNY Mellon, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. BKDV is actively managed, while COMT is passively managed. Over the past year, BKDV returned 31.59% vs 33.46% for COMT. Their -0.04 correlation means they have often moved in opposite directions in the past. BKDV charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
BKDV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, BKDV achieves a 19.57% return, which is significantly lower than COMT's 29.49% return.
BKDV
- 1D
- 0.00%
- 1M
- 2.66%
- 6M
- 12.70%
- YTD
- 19.57%
- 1Y
- 31.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 21.45%
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) |
|---|---|---|---|
| $13.88M | $13.05M | $12.31M | |
| $6.13M | $10.19M | $11.89M |
BKDV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BKDV BNY Mellon Dynamic Value ETF | 19.57% | 18.58% | -0.91% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 2.13% |
Correlation
The correlation between BKDV and COMT is -0.15, 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. | -0.16 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2024 | -0.04 |
The correlation between BKDV and COMT shifts across timeframes, from -0.15 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BKDV vs. COMT — Risk / Return Rank
BKDV
COMT
BKDV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Dynamic Value ETF (BKDV) 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.
| BKDV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.06 | ||
| Sortino ratioReturn per unit of downside risk | +1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.27 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 1.91 | +2.86 |
| Martin ratioReturn relative to average drawdown | 18.24 | 5.84 | +12.40 |
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Drawdowns
BKDV vs. COMT - Drawdown Comparison
The maximum BKDV drawdown since its inception was -15.49%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for BKDV and COMT.
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Drawdown Indicators
| BKDV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.49% | -51.89% | +36.40% |
Max Drawdown (1Y)Largest decline over 1 year | -6.65% | -17.57% | +10.92% |
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 | 0.00% | -11.75% | +11.75% |
Average DrawdownAverage peak-to-trough decline | -2.22% | -23.89% | +21.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 5.75% | -4.01% |
Volatility
BKDV vs. COMT - Volatility Comparison
The current volatility for BNY Mellon Dynamic Value ETF (BKDV) is 3.15%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that BKDV 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
| BKDV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.15% | 5.13% | -1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.33% | 18.95% | -9.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 21.64% | -9.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 21.09% | -5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.37% | 18.86% | -3.49% |
BKDV vs. COMT - Expense Ratio Comparison
BKDV has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
BKDV vs. COMT - Dividend Comparison
BKDV's dividend yield for the trailing twelve months is around 0.52%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BKDV BNY Mellon Dynamic Value ETF | 0.52% | 0.62% | 0.27% | 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
BKDV and COMT have a correlation of -0.15, 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 BKDV (3.15%). In terms of maximum drawdown, BKDV dropped -15.49% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.46% vs 31.59% for BKDV. On fees, COMT is cheaper at 0.48% per year. On volatility, BKDV has been the lower-risk option at 3.15%. 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 31.59%. 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 0.60% for BKDV.
COMT has the higher dividend yield at 5.98%, compared with 0.52% for BKDV.
BKDV is categorized as Large Cap Value Equities, while COMT is Commodities. They also come from different issuers: BNY Mellon and iShares. Their fees differ too: 0.60% for BKDV and 0.48% for COMT.
BKDV currently has the higher Sharpe Ratio (2.61 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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