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COMB vs. FBL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMB vs. FBL - 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 GraniteShares 2x Long META Daily ETF (FBL). 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 22.17% return, which is significantly higher than FBL's -17.26% return.


COMB

1D
0.31%
1M
4.24%
6M
17.66%
YTD
22.17%
1Y
29.59%
3Y*
12.22%
5Y*
10.39%
10Y*
ALL TIME*
7.32%

FBL

1D
0.11%
1M
21.55%
6M
-5.78%
YTD
-17.26%
1Y
-33.60%
3Y*
30.35%
5Y*
10Y*
ALL TIME*
76.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMB vs. FBL - Yearly Performance Comparison


2026 (YTD)2025202420232022
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
22.17%15.12%5.24%-7.75%0.25%
FBL
GraniteShares 2x Long META Daily ETF
-17.26%0.50%112.72%341.59%-1.38%

Correlation

The correlation between COMB and FBL is -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.09

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 13, 2022

0.03

The correlation between COMB and FBL shifts across timeframes, from -0.09 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COMB vs. FBL — Risk / Return Rank

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

COMB
COMB Risk / Return Rank: 6262
Overall Rank
COMB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
COMB Sortino Ratio Rank: 6565
Sortino Ratio Rank
COMB Omega Ratio Rank: 6868
Omega Ratio Rank
COMB Calmar Ratio Rank: 5353
Calmar Ratio Rank
COMB Martin Ratio Rank: 5252
Martin Ratio Rank

FBL
FBL Risk / Return Rank: 66
Overall Rank
FBL Sharpe Ratio Rank: 66
Sharpe Ratio Rank
FBL Sortino Ratio Rank: 77
Sortino Ratio Rank
FBL Omega Ratio Rank: 77
Omega Ratio Rank
FBL Calmar Ratio Rank: 55
Calmar Ratio Rank
FBL Martin Ratio Rank: 55
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. FBL - 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 GraniteShares 2x Long META Daily ETF (FBL). 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.


COMBFBLDifference
Sharpe ratioReturn per unit of total volatility

+2.13

Sortino ratioReturn per unit of downside risk

+2.46

Omega ratioGain probability vs. loss probability

1.30

0.97

+0.33

Calmar ratioReturn relative to maximum drawdown

2.00

-0.55

+2.56

Martin ratioReturn relative to average drawdown

6.49

-0.90

+7.38

COMB vs. FBL - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 1.70, which is higher than the FBL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of COMB and FBL, 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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Drawdowns

COMB vs. FBL - Drawdown Comparison

The maximum COMB drawdown since its inception was -33.50%, smaller than the maximum FBL drawdown of -61.15%. Use the drawdown chart below to compare losses from any high point for COMB and FBL.


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Drawdown Indicators


COMBFBLDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-61.15%

+27.65%

Max Drawdown (1Y)

Largest decline over 1 year

-14.84%

-61.03%

+46.19%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

-61.15%

+46.31%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-7.85%

-46.37%

+38.52%

Average Drawdown

Average peak-to-trough decline

-12.04%

-17.64%

+5.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

37.55%

-32.95%

Volatility

COMB vs. FBL - Volatility Comparison

The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 4.89%, while GraniteShares 2x Long META Daily ETF (FBL) has a volatility of 29.74%. This indicates that COMB experiences smaller price fluctuations and is considered to be less risky than FBL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMBFBLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.89%

29.74%

-24.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.23%

62.24%

-47.01%

Volatility (1Y)

Calculated over the trailing 1-year period

17.57%

77.65%

-60.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.69%

72.35%

-55.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

72.35%

-57.20%

COMB vs. FBL - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is lower than FBL's 1.09% expense ratio.


Dividends

COMB vs. FBL - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.41%, more than FBL's 2.51% yield.


PositionTTM202520242023202220212020201920182017
COMB
GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF
7.41%9.05%2.48%6.57%30.85%15.83%0.07%1.48%0.97%0.20%
FBL
GraniteShares 2x Long META Daily ETF
2.51%2.07%0.00%51.58%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COMB and FBL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBL has higher volatility (29.74%) compared to COMB (4.89%). In terms of maximum drawdown, COMB dropped -33.50% vs FBL's -61.15%.

On 3-year performance, FBL leads with 30.35% vs 12.22% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 4.89%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FBL has performed better with a 30.35% return vs 12.22%. 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 1.09% for FBL.

COMB has the higher dividend yield at 7.41%, compared with 2.51% for FBL.

COMB is categorized as Commodities, while FBL is Leveraged Equities. Their fees differ too: 0.25% for COMB and 1.09% for FBL.

COMB currently has the higher Sharpe Ratio (1.70 vs -0.43), 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

Find the right allocation for COMB and FBL

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