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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 26.81% return, which is significantly higher than FBL's -19.72% return.


COMB

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

FBL

1D
8.48%
1M
2.55%
YTD
-19.72%
6M
-15.34%
1Y
-29.78%
3Y*
33.25%
5Y*
10Y*
*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
26.81%15.12%5.24%-7.75%-1.73%
FBL
GraniteShares 2x Long META Daily ETF
-19.72%0.50%112.72%341.59%-1.22%

Correlation

The correlation between COMB and FBL is -0.13, 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

-0.13

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

0.02

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2022

0.04

The correlation between COMB and FBL shifts across timeframes, from -0.13 (1 year) to 0.04 (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: 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

FBL
FBL Risk / Return Rank: 55
Overall Rank
FBL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
FBL Sortino Ratio Rank: 66
Sortino Ratio Rank
FBL Omega Ratio Rank: 66
Omega Ratio Rank
FBL Calmar Ratio Rank: 44
Calmar Ratio Rank
FBL Martin Ratio Rank: 44
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.


COMBFBLDifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.13

Omega ratioGain probability vs. loss probability

1.41

0.97

+0.44

Calmar ratioReturn relative to maximum drawdown

5.08

-0.49

+5.57

Martin ratioReturn relative to average drawdown

13.24

-0.91

+14.15

COMB vs. FBL - Sharpe Ratio Comparison

The current COMB Sharpe Ratio is 2.29, which is higher than the FBL Sharpe Ratio of -0.42. 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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Sharpe Ratios by Period


COMBFBLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.29

-0.42

+2.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

1.12

-0.59

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

-7.69%

-61.03%

+53.34%

Max Drawdown (3Y)

Largest decline over 3 years

-11.35%

-61.15%

+49.80%

Max Drawdown (5Y)

Largest decline over 5 years

-26.63%

Current Drawdown

Current decline from peak

-4.35%

-47.97%

+43.62%

Average Drawdown

Average peak-to-trough decline

-12.06%

-16.41%

+4.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

32.76%

-29.82%

Volatility

COMB vs. FBL - Volatility Comparison

The current volatility for GraniteShares Bloomberg Commodity Broad Strategy No K-1 ETF (COMB) is 5.14%, while GraniteShares 2x Long META Daily ETF (FBL) has a volatility of 17.63%. 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

5.14%

17.63%

-12.49%

Volatility (6M)

Calculated over the trailing 6-month period

14.99%

53.15%

-38.16%

Volatility (1Y)

Calculated over the trailing 1-year period

17.02%

70.42%

-53.40%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

71.06%

-54.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.13%

71.06%

-55.93%

COMB vs. FBL - Expense Ratio Comparison

COMB has a 0.25% expense ratio, which is lower than FBL's 1.15% expense ratio.


Dividends

COMB vs. FBL - Dividend Comparison

COMB's dividend yield for the trailing twelve months is around 7.14%, more than FBL's 2.58% yield.


PositionTTM202520242023202220212020201920182017
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%
FBL
GraniteShares 2x Long META Daily ETF
2.58%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 -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FBL has higher volatility (17.63%) compared to COMB (5.14%). In terms of maximum drawdown, COMB dropped -33.50% vs FBL's -61.15%.

On 3-year performance, FBL leads with 33.25% vs 16.31% for COMB. On fees, COMB is cheaper at 0.25% per year. On volatility, COMB has been the lower-risk option at 5.14%. 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 33.25% return vs 16.31%. 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 1.15% for FBL.

COMB has the higher dividend yield at 7.14%, compared with 2.58% for FBL.

COMB is categorized as Commodities, while FBL is Leveraged Equities. Their fees differ too: 0.25% for COMB and 1.15% for FBL.

COMB currently has the higher Sharpe Ratio (2.29 vs -0.42), 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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