COMT vs. CMDY
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY).
COMT and CMDY are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014. CMDY is a passively managed fund by iShares that tracks the performance of the Bloomberg Roll Select Commodity Total Return Index. It was launched on Apr 3, 2018.
Performance
COMT vs. CMDY - Performance Comparison
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COMT vs. CMDY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 35.81% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -8.16% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 21.89% | 15.81% | 5.43% | -9.33% | 14.55% | 26.38% | 1.15% | 4.96% | -11.11% |
Returns By Period
In the year-to-date period, COMT achieves a 35.81% return, which is significantly higher than CMDY's 21.89% return.
COMT
- 1D
- -1.46%
- 1M
- 20.45%
- YTD
- 35.81%
- 6M
- 35.80%
- 1Y
- 37.75%
- 3Y*
- 14.15%
- 5Y*
- 15.41%
- 10Y*
- 10.23%
CMDY
- 1D
- -0.40%
- 1M
- 8.85%
- YTD
- 21.89%
- 6M
- 27.68%
- 1Y
- 29.42%
- 3Y*
- 12.60%
- 5Y*
- 12.80%
- 10Y*
- —
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COMT vs. CMDY - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than CMDY's 0.28% expense ratio.
Return for Risk
COMT vs. CMDY — Risk / Return Rank
COMT
CMDY
COMT vs. CMDY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY). 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.
| COMT | CMDY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.80 | +0.11 |
Sortino ratioReturn per unit of downside risk | 2.55 | 2.36 | +0.19 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 3.17 | +0.19 |
Martin ratioReturn relative to average drawdown | 9.53 | 9.89 | -0.36 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMT | CMDY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.80 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.82 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.55 | -0.35 |
Correlation
The correlation between COMT and CMDY is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
COMT vs. CMDY - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.70%, less than CMDY's 10.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.70% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 10.58% | 12.89% | 4.23% | 5.10% | 3.98% | 16.09% | 0.15% | 2.21% | 1.73% | 0.00% | 0.00% | 0.00% |
Drawdowns
COMT vs. CMDY - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than CMDY's maximum drawdown of -31.19%. Use the drawdown chart below to compare losses from any high point for COMT and CMDY.
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Drawdown Indicators
| COMT | CMDY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -31.19% | -20.70% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -9.57% | -2.27% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -26.56% | -2.44% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -1.46% | -0.44% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -13.39% | -11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 3.06% | +1.10% |
Volatility
COMT vs. CMDY - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.12% compared to iShares Bloomberg Roll Select Commodity Strategy ETF (CMDY) at 6.73%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than CMDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | CMDY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 6.73% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 13.01% | +2.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 16.42% | +3.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 15.63% | +4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 14.54% | +4.14% |