COM vs. COMT
COM (Direxion Auspice Broad Commodity Strategy ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds - COM tracks the Auspice Broad Commodity ER Index while COMT tracks the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, COM returned 8.21%/yr vs 11.49%/yr for COMT. Their 0.59 correlation means they have sometimes moved together and sometimes differently. COM charges 0.70%/yr vs 0.48%/yr for COMT.
Performance
COM vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, COM achieves a 15.99% return, which is significantly lower than COMT's 31.11% return.
COM
- 1D
- -0.07%
- 1M
- 3.63%
- 6M
- 10.51%
- YTD
- 15.99%
- 1Y
- 25.72%
- 3Y*
- 7.73%
- 5Y*
- 8.21%
- 10Y*
- —
- ALL TIME*
- 7.04%
COMT
- 1D
- -0.06%
- 1M
- 8.11%
- 6M
- 19.02%
- YTD
- 31.11%
- 1Y
- 33.76%
- 3Y*
- 10.95%
- 5Y*
- 11.49%
- 10Y*
- 9.00%
- ALL TIME*
- 3.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.30M | $1.76M | $5.12M | |
| $7.08M | $10.46M | $14.41M |
COM vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 15.99% | 7.72% | 5.81% | -2.09% | 9.17% | 28.00% | 6.63% | -0.18% | -0.03% | -1.97% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.11% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 14.98% |
Correlation
The correlation between COM and COMT is 0.71, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.71 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Mar 30, 2017 | 0.59 |
The correlation between COM and COMT shifts across timeframes, from 0.59 (all time) to 0.71 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
COM vs. COMT — Risk / Return Rank
COM
COMT
COM vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.
| COM | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.04 | ||
| Sortino ratioReturn per unit of downside risk | +1.39 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.26 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.32 | 1.82 | +1.50 |
| Martin ratioReturn relative to average drawdown | 10.03 | 5.69 | +4.33 |
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Drawdowns
COM vs. COMT - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for COM and COMT.
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Drawdown Indicators
| COM | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -51.89% | +35.94% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -17.57% | +9.94% |
Max Drawdown (3Y)Largest decline over 3 years | -8.50% | -17.57% | +9.07% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | -29.00% | +14.98% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -3.69% | -10.65% | +6.96% |
Average DrawdownAverage peak-to-trough decline | -6.26% | -23.90% | +17.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 5.63% | -3.10% |
Volatility
COM vs. COMT - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 2.01%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.08%. This indicates that COM 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
| COM | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.01% | 5.08% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 8.07% | 19.62% | -11.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.09% | 21.67% | -11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.44% | 21.10% | -11.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.73% | 18.86% | -9.13% |
COM vs. COMT - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
COM vs. COMT - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.51%, less than COMT's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.51% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 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
COM and COMT have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.08%) compared to COM (2.01%). In terms of maximum drawdown, COM dropped -15.95% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.49% vs 8.21% for COM. On fees, COMT is cheaper at 0.48% per year. On volatility, COM has been the lower-risk option at 2.01%. 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 11.49% return vs 8.21%. 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 0.70% for COM.
COMT has the higher dividend yield at 5.90%, compared with 2.51% for COM.
COM tracks Auspice Broad Commodity ER Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.70% for COM and 0.48% for COMT.
COM currently has the higher Sharpe Ratio (2.52 vs 1.48), 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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