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COM vs. CMDT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COM vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Auspice Broad Commodity Strategy ETF (COM) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

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COM vs. CMDT - Yearly Performance Comparison


2026 (YTD)202520242023
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COM
COM Risk / Return Rank: 8383
Overall Rank
COM Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COM Sortino Ratio Rank: 8585
Sortino Ratio Rank
COM Omega Ratio Rank: 8787
Omega Ratio Rank
COM Calmar Ratio Rank: 9090
Calmar Ratio Rank
COM Martin Ratio Rank: 6767
Martin Ratio Rank

CMDT
CMDT Risk / Return Rank: 8787
Overall Rank
CMDT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CMDT Sortino Ratio Rank: 8989
Sortino Ratio Rank
CMDT Omega Ratio Rank: 8585
Omega Ratio Rank
CMDT Calmar Ratio Rank: 8787
Calmar Ratio Rank
CMDT Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


COMCMDTDifference

Sharpe ratio

Return per unit of total volatility

1.72

1.85

-0.13

Sortino ratio

Return per unit of downside risk

2.24

2.50

-0.26

Omega ratio

Gain probability vs. loss probability

1.34

1.34

+0.01

Calmar ratio

Return relative to maximum drawdown

2.96

2.72

+0.24

Martin ratio

Return relative to average drawdown

6.37

10.00

-3.63

COM vs. CMDT - Sharpe Ratio Comparison

The current COM Sharpe Ratio is 1.72, which is comparable to the CMDT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of COM and CMDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


COMCMDTDifference

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.


TTM202520242023202220212020201920182017
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


COMCMDTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.64%

-0.74%

+0.10%

Average Drawdown

Average peak-to-trough decline

-6.38%

-2.79%

-3.59%

Ulcer Index

Depth 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


COMCMDTDifference

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%