COMT vs. BG
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while BG (Bunge Limited) is a stock. Over the past 10 years, COMT returned 7.87%/yr vs 9.82%/yr for BG. At a 0.29 correlation, their price movements are largely independent.
Performance
COMT vs. BG - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 26.00% return, which is significantly lower than BG's 29.85% return. Over the past 10 years, COMT has underperformed BG with an annualized return of 7.87%, while BG has yielded a comparatively higher 9.82% annualized return.
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
BG
- 1D
- 0.62%
- 1M
- -8.75%
- 6M
- 15.68%
- YTD
- 29.85%
- 1Y
- 53.17%
- 3Y*
- 6.89%
- 5Y*
- 11.18%
- 10Y*
- 9.82%
COMT vs. BG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
BG Bunge Limited | 29.85% | 18.56% | -20.74% | 3.79% | 9.28% | 46.77% | 18.92% | 11.77% | -17.99% | -4.76% |
Correlation
The correlation between COMT and BG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.29 |
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Return for Risk
COMT vs. BG — Risk / Return Rank
COMT
BG
COMT vs. BG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Bunge Limited (BG). 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.
| COMT | BG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.30 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 2.67 | -1.00 |
| Martin ratioReturn relative to average drawdown | 5.78 | 9.27 | -3.48 |
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Drawdowns
COMT vs. BG - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum BG drawdown of -77.34%. Use the drawdown chart below to compare losses from any high point for COMT and BG.
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Drawdown Indicators
| COMT | BG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -77.34% | +25.45% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -20.18% | +2.61% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -38.82% | +21.25% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -41.49% | +12.49% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -60.49% | +21.27% |
Current DrawdownCurrent decline from peak | -14.13% | -13.01% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -23.97% | -28.83% | +4.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 5.80% | -0.75% |
Volatility
COMT vs. BG - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.68%, while Bunge Limited (BG) has a volatility of 9.66%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than BG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | BG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 9.66% | -3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 19.60% | 20.94% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 30.89% | -9.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.17% | 29.36% | -8.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 31.04% | -12.20% |
Dividends
COMT vs. BG - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 6.14%, more than BG's 2.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BG Bunge Limited | 2.47% | 3.12% | 3.48% | 2.55% | 2.31% | 2.76% | 3.05% | 3.48% | 3.59% | 2.62% | 2.21% | 2.11% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 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
COMT and BG 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.
BG has higher volatility (9.66%) compared to COMT (5.68%). In terms of maximum drawdown, COMT dropped -51.89% vs BG's -77.34%.
BG currently has the higher Sharpe Ratio (1.74 vs 1.36), 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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