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COMB vs. BYLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMB vs. BYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and iShares Yield Optimized Bond ETF (BYLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMB achieves a 26.81% return, which is significantly higher than BYLD's 1.23% return.


COMB

1D
0.03%
1M
-2.98%
YTD
26.81%
6M
25.89%
1Y
38.86%
3Y*
16.31%
5Y*
11.27%
10Y*

BYLD

1D
-0.18%
1M
0.61%
YTD
1.23%
6M
1.35%
1Y
7.01%
3Y*
6.49%
5Y*
2.21%
10Y*
3.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMB vs. BYLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
26.81%15.12%5.24%-7.75%14.56%26.34%-2.95%7.02%-11.41%4.98%
BYLD
iShares Yield Optimized Bond ETF
1.23%8.41%4.17%8.30%-10.33%-1.25%4.25%12.79%-1.50%2.10%

Correlation

The correlation between COMB and BYLD is -0.30, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.30

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.07

The correlation between COMB and BYLD shifts across timeframes, from -0.30 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COMB vs. BYLD — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 7171
Overall Rank
COMB Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 8787
Calmar Ratio Rank
COMB Martin Ratio Rank: 7171
Martin Ratio Rank

BYLD
BYLD Risk / Return Rank: 5555
Overall Rank
BYLD Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BYLD Sortino Ratio Rank: 5757
Sortino Ratio Rank
BYLD Omega Ratio Rank: 5656
Omega Ratio Rank
BYLD Calmar Ratio Rank: 5252
Calmar Ratio Rank
BYLD Martin Ratio Rank: 5959
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.

COMB vs. BYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) and iShares Yield Optimized Bond ETF (BYLD). 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.


COMBBYLDDifference
Sharpe ratioReturn per unit of total volatility

+0.45

Sortino ratioReturn per unit of downside risk

+0.15

Omega ratioGain probability vs. loss probability

1.41

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

5.08

2.60

+2.48

Martin ratioReturn relative to average drawdown

13.24

10.54

+2.71

COMB vs. BYLD - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is comparable to the BYLD Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of COMB and BYLD, 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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Sharpe Ratios by Period


COMBBYLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

1.85

+0.45

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

0.43

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.57

-0.05

Drawdowns

COMB vs. BYLD - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, which is greater than BYLD's maximum drawdown of -14.75%. Use the drawdown chart below to compare losses from any high point for COMB and BYLD.


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Drawdown Indicators


COMBBYLDDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-14.75%

-18.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.69%

-2.71%

-4.98%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

-3.94%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

-14.65%

-11.98%

Max Drawdown (10Y)

Largest decline over 10 years

-14.75%

Current Drawdown

Current decline from peak

-4.35%

-0.34%

-4.01%

Average Drawdown

Average peak-to-trough decline

-12.06%

-2.51%

-9.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

0.67%

+2.27%

Volatility

COMB vs. BYLD - Volatility Comparison

GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) has a higher volatility of 5.14% compared to iShares Yield Optimized Bond ETF (BYLD) at 1.42%. This indicates that COMB's price experiences larger fluctuations and is considered to be riskier than BYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMBBYLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.14%

1.42%

+3.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

2.94%

+12.05%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

3.82%

+13.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

5.20%

+11.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

5.43%

+9.70%

COMB vs. BYLD - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is higher than BYLD's 0.17% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

COMB vs. BYLD - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, more than BYLD's 5.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BYLD
iShares Yield Optimized Bond ETF
5.36%5.32%5.31%4.45%3.39%2.18%3.41%3.67%4.22%3.22%3.14%3.37%
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.14%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%0.00%0.00%

Frequently Asked Questions


COMB and BYLD have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMB has higher volatility (5.14%) compared to BYLD (1.42%). In terms of maximum drawdown, COMB dropped -33.50% vs BYLD's -14.75%.

On 5-year performance, COMB leads with 11.27% vs 2.21% for BYLD. On fees, BYLD is cheaper at 0.17% per year. On volatility, BYLD has been the lower-risk option at 1.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, COMB has performed better with a 11.27% return vs 2.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BYLD is cheaper with a 0.17% expense ratio, compared with 0.25% for COMB.

COMB has the higher dividend yield at 7.14%, compared with 5.36% for BYLD.

COMB is categorized as Commodities, while BYLD is Intermediate Core-Plus Bond. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 0.25% for COMB and 0.17% for BYLD.

COMB currently has the higher Sharpe Ratio (2.29 vs 1.85), 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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