COMT vs. CCOM
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) are both Commodities funds. COMT is passively managed, while CCOM is actively managed. Their 0.18 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.99%/yr for CCOM.
Performance
COMT vs. CCOM - Performance Comparison
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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*
- —
Liquidity Comparison
| Position | Avg. 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
| 2026 (YTD) | |
|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.53% |
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.71% |
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
COMT
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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.
| COMT | CCOM | Difference | |
|---|---|---|---|
| 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 | — | — |
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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
| COMT | CCOM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -11.61% | -5.67% | -5.94% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -3.35% | -20.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | — | — |
Volatility
COMT vs. CCOM - Volatility Comparison
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Volatility by Period
| COMT | CCOM | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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