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COMT vs. CCOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. CCOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


COMT

1D
-1.07%
1M
6.95%
6M
22.67%
YTD
29.71%
1Y
32.33%
3Y*
10.69%
5Y*
11.95%
10Y*
8.65%
ALL TIME*
3.32%

CCOM

1D
-0.06%
1M
-1.27%
6M
0.22%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$489.06$1.63K$4.84K
$6.37M$10.68M$14.03M

COMT vs. CCOM - Yearly Performance Comparison


Correlation

The correlation between COMT and CCOM is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 27, 2026

0.18

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Return for Risk

COMT vs. CCOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6060
Omega Ratio Rank
COMT Calmar Ratio Rank: 5050
Calmar Ratio Rank
COMT Martin Ratio Rank: 4949
Martin Ratio Rank

CCOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

COMT vs. CCOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Simplify Chinese Commodities Strategy No K-1 ETF (CCOM). 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.


COMTCCOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.85

Martin ratioReturn relative to average drawdown

5.74

COMT vs. CCOM - Sharpe Ratio Comparison


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Drawdowns

COMT vs. CCOM - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than CCOM's maximum drawdown of -7.44%. Use the drawdown chart below to compare losses from any high point for COMT and CCOM.


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Drawdown Indicators


COMTCCOMDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-7.44%

-44.45%

Max Drawdown (1Y)

Largest decline over 1 year

-17.57%

Max Drawdown (3Y)

Largest decline over 3 years

-17.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-11.61%

-5.67%

-5.94%

Average Drawdown

Average peak-to-trough decline

-23.90%

-3.35%

-20.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.65%

Volatility

COMT vs. CCOM - Volatility Comparison


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Volatility by Period


COMTCCOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.28%

Volatility (6M)

Calculated over the trailing 6-month period

19.54%

Volatility (1Y)

Calculated over the trailing 1-year period

21.66%

12.48%

+9.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

12.48%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.86%

12.48%

+6.38%

COMT vs. CCOM - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is lower than CCOM's 0.99% expense ratio.


Dividends

COMT vs. CCOM - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.97%, more than CCOM's 1.26% yield.


PositionTTM20252024202320222021202020192018201720162015
CCOM
Simplify Chinese Commodities Strategy No K-1 ETF
1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.97%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 CCOM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMT is cheaper with a 0.48% expense ratio, compared with 0.99% for CCOM.

COMT has the higher dividend yield at 5.97%, compared with 1.26% for CCOM.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.48% for COMT and 0.99% for CCOM.

Portfolio Optimizer

Find the right allocation for COMT and CCOM

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