COMT vs. BTC-USD
COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, COMT returned 8.40%/yr vs 57.32%/yr for BTC-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
COMT vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 30.63% return, which is significantly higher than BTC-USD's -27.32% return. Over the past 10 years, COMT has underperformed BTC-USD with an annualized return of 8.40%, while BTC-USD has yielded a comparatively higher 57.32% annualized return.
COMT
- 1D
- -1.20%
- 1M
- -9.35%
- YTD
- 30.63%
- 6M
- 31.55%
- 1Y
- 33.50%
- 3Y*
- 14.44%
- 5Y*
- 11.79%
- 10Y*
- 8.40%
BTC-USD
- 1D
- 0.05%
- 1M
- -19.79%
- YTD
- -27.32%
- 6M
- -29.56%
- 1Y
- -39.85%
- 3Y*
- 34.86%
- 5Y*
- 10.27%
- 10Y*
- 57.32%
COMT vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 30.63% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
BTC-USD Bitcoin | -27.32% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between COMT and BTC-USD is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.05 |
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Return for Risk
COMT vs. BTC-USD — Risk / Return Rank
COMT
BTC-USD
COMT vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and Bitcoin (BTC-USD). 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 | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.49 | ||
| Sortino ratioReturn per unit of downside risk | +3.43 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 0.87 | +0.42 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | -0.78 | +3.84 |
| Martin ratioReturn relative to average drawdown | 9.13 | -1.36 | +10.49 |
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Drawdowns
COMT vs. BTC-USD - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for COMT and BTC-USD.
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Drawdown Indicators
| COMT | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -85.30% | +33.41% |
Max Drawdown (1Y)Largest decline over 1 year | -10.98% | -51.21% | +40.23% |
Max Drawdown (3Y)Largest decline over 3 years | -13.31% | -51.21% | +37.90% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -76.67% | +47.67% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -83.80% | +44.58% |
Current DrawdownCurrent decline from peak | -10.98% | -49.01% | +38.03% |
Average DrawdownAverage peak-to-trough decline | -24.02% | -42.35% | +18.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.68% | 35.02% | -31.34% |
Volatility
COMT vs. BTC-USD - Volatility Comparison
The current volatility for iShares Commodities Select Strategy ETF (COMT) is 5.85%, while Bitcoin (BTC-USD) has a volatility of 12.11%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.85% | 12.11% | -6.26% |
Volatility (6M)Calculated over the trailing 6-month period | 19.18% | 34.59% | -15.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 35.62% | -14.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.11% | 44.71% | -23.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.90% | 56.62% | -37.72% |
Frequently Asked Questions
COMT and BTC-USD have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (12.11%) compared to COMT (5.85%). In terms of maximum drawdown, COMT dropped -51.89% vs BTC-USD's -85.30%.
COMT currently has the higher Sharpe Ratio (1.56 vs -0.93), 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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