COMB vs. COMT
COMB (GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both Commodities funds. COMB is actively managed, while COMT is passively managed. Over the past 5 years, COMB returned 10.03%/yr vs 11.04%/yr for COMT. Their correlation of 0.81 suggests significant overlap in exposure. COMB charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
COMB vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, COMB achieves a 16.61% return, which is significantly lower than COMT's 25.05% return.
COMB
- 1D
- -0.50%
- 1M
- -8.62%
- YTD
- 16.61%
- 6M
- 16.39%
- 1Y
- 21.96%
- 3Y*
- 12.10%
- 5Y*
- 10.03%
- 10Y*
- —
COMT
- 1D
- -0.76%
- 1M
- -11.08%
- YTD
- 25.05%
- 6M
- 25.05%
- 1Y
- 21.95%
- 3Y*
- 12.36%
- 5Y*
- 11.04%
- 10Y*
- 8.06%
COMB vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 16.61% | 15.12% | 5.24% | -7.75% | 14.56% | 26.34% | -2.95% | 7.02% | -11.41% | 4.98% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 25.05% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 13.11% |
Correlation
The correlation between COMB and COMT is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 24, 2017 | 0.81 |
The correlation between COMB and COMT has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.
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Return for Risk
COMB vs. COMT — Risk / Return Rank
COMB
COMT
COMB vs. COMT - 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 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.
| COMB | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.19 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.49 | +0.34 |
| Martin ratioReturn relative to average drawdown | 6.76 | 6.26 | +0.50 |
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Drawdowns
COMB vs. COMT - Drawdown Comparison
The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for COMB and COMT.
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Drawdown Indicators
| COMB | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -51.89% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -12.04% | -14.78% | +2.74% |
Max Drawdown (3Y)Largest decline over 3 years | -12.04% | -14.78% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -26.63% | -29.00% | +2.37% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -12.04% | -14.78% | +2.74% |
Average DrawdownAverage peak-to-trough decline | -12.04% | -24.01% | +11.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.56% | 4.16% | -0.60% |
Volatility
COMB vs. COMT - Volatility Comparison
The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 3.57%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.01%. This indicates that COMB 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
| COMB | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.57% | 5.01% | -1.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.19% | 19.22% | -4.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.31% | 21.47% | -4.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.68% | 21.12% | -4.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.13% | 18.89% | -3.76% |
COMB vs. COMT - Expense Ratio Comparison
COMB has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
COMB vs. COMT - Dividend Comparison
COMB's dividend yield for the trailing twelve months is around 7.76%, more than COMT's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMB GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF | 7.76% | 9.05% | 2.48% | 6.57% | 30.85% | 15.83% | 0.07% | 1.48% | 0.97% | 0.20% | 0.00% | 0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.19% | 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
COMB and COMT have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.01%) compared to COMB (3.57%). In terms of maximum drawdown, COMB dropped -33.50% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.04% vs 10.03% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 3.57%. 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 11.04% return vs 10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMB is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMB has the higher dividend yield at 7.76%, compared with 6.19% for COMT.
They also come from different issuers: GraniteShares and iShares. Their fees differ too: 0.25% for COMB and 0.48% for COMT.
COMB currently has the higher Sharpe Ratio (1.28 vs 1.03), 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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