COM vs. CMDT
Compare and contrast key facts about Direxion Auspice Broad Commodity Strategy ETF (COM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT).
COM and CMDT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017. CMDT is a passively managed fund by PIMCO that tracks the performance of the Bloomberg Roll Select Commodity Total Return Index. It was launched on May 9, 2023. Both COM and CMDT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
COM vs. CMDT - Performance Comparison
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COM vs. CMDT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 14.18% | 7.72% | 5.81% | -8.39% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 16.96% | 12.78% | 6.93% | 5.50% |
Returns By Period
In the year-to-date period, COM achieves a 14.18% return, which is significantly lower than CMDT's 16.96% return.
COM
- 1D
- 0.21%
- 1M
- 5.67%
- YTD
- 14.18%
- 6M
- 18.01%
- 1Y
- 17.69%
- 3Y*
- 6.92%
- 5Y*
- 10.16%
- 10Y*
- —
CMDT
- 1D
- -0.74%
- 1M
- 8.58%
- YTD
- 16.96%
- 6M
- 19.62%
- 1Y
- 24.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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COM vs. CMDT - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is higher than CMDT's 0.65% expense ratio.
Return for Risk
COM vs. CMDT — Risk / Return Rank
COM
CMDT
COM vs. CMDT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.
| COM | CMDT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 1.85 | -0.13 |
Sortino ratioReturn per unit of downside risk | 2.24 | 2.50 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 2.72 | +0.24 |
Martin ratioReturn relative to average drawdown | 6.37 | 10.00 | -3.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COM | CMDT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 1.85 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 1.22 | -0.49 |
Correlation
The correlation between COM and CMDT is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
COM vs. CMDT - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.48%, less than CMDT's 2.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.48% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund | 2.60% | 3.04% | 8.80% | 2.71% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COM vs. CMDT - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, which is greater than CMDT's maximum drawdown of -9.69%. Use the drawdown chart below to compare losses from any high point for COM and CMDT.
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Drawdown Indicators
| COM | CMDT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -9.69% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -9.21% | +3.06% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -0.74% | +0.10% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -2.79% | -3.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.51% | +0.35% |
Volatility
COM vs. CMDT - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 3.77%, while PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) has a volatility of 5.26%. This indicates that COM experiences smaller price fluctuations and is considered to be less risky than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COM | CMDT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 5.26% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 9.59% | -1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 13.23% | -2.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.71% | 12.13% | -2.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 12.13% | -2.37% |