COMT vs. DGRO
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and DGRO (iShares Core Dividend Growth ETF) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while DGRO is a Large Cap Growth Equities fund tracking the Morningstar US Dividend Growth Index. Both are passively managed. Over the past 10 years, COMT returned 7.70%/yr vs 13.64%/yr for DGRO. At a 0.29 correlation, their price movements are largely independent. COMT charges 0.48%/yr vs 0.08%/yr for DGRO.
Performance
COMT vs. DGRO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COMT achieves a 20.95% return, which is significantly higher than DGRO's 9.37% return. Over the past 10 years, COMT has underperformed DGRO with an annualized return of 7.70%, while DGRO has yielded a comparatively higher 13.64% annualized return.
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
DGRO
- 1D
- 0.16%
- 1M
- 0.96%
- YTD
- 9.37%
- 6M
- 8.18%
- 1Y
- 21.50%
- 3Y*
- 16.99%
- 5Y*
- 10.89%
- 10Y*
- 13.64%
COMT vs. DGRO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
DGRO iShares Core Dividend Growth ETF | 9.37% | 15.69% | 16.62% | 10.47% | -7.91% | 26.64% | 9.50% | 29.87% | -2.38% | 23.00% |
Correlation
The correlation between COMT and DGRO is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.29 |
The correlation between COMT and DGRO shifts across timeframes, from -0.12 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COMT vs. DGRO — Risk / Return Rank
COMT
DGRO
COMT vs. DGRO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and iShares Core Dividend Growth ETF (DGRO). 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 | DGRO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.41 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.34 | -1.89 |
| Martin ratioReturn relative to average drawdown | 6.71 | 12.88 | -6.17 |
Loading charts...
Drawdowns
COMT vs. DGRO - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than DGRO's maximum drawdown of -35.10%. Use the drawdown chart below to compare losses from any high point for COMT and DGRO.
Loading charts...
Drawdown Indicators
| COMT | DGRO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -35.10% | -16.79% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -6.47% | -11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -14.03% | -3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -19.31% | -9.69% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -35.10% | -4.12% |
Current DrawdownCurrent decline from peak | -17.57% | -0.74% | -16.83% |
Average DrawdownAverage peak-to-trough decline | -24.00% | -3.43% | -20.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.79% | 1.67% | +2.12% |
Volatility
COMT vs. DGRO - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 5.32% compared to iShares Core Dividend Growth ETF (DGRO) at 2.48%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than DGRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COMT | DGRO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.32% | 2.48% | +2.84% |
Volatility (6M)Calculated over the trailing 6-month period | 19.40% | 6.94% | +12.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.28% | 9.51% | +11.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.15% | 13.79% | +7.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.87% | 16.59% | +2.28% |
COMT vs. DGRO - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than DGRO's 0.08% expense ratio.
Dividends
COMT vs. DGRO - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 6.40%, more than DGRO's 1.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
DGRO iShares Core Dividend Growth ETF | 1.96% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
Frequently Asked Questions
COMT and DGRO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.32%) compared to DGRO (2.48%). In terms of maximum drawdown, COMT dropped -51.89% vs DGRO's -35.10%.
On 10-year performance, DGRO leads with 13.64% vs 7.70% for COMT. On fees, DGRO is cheaper at 0.08% per year. On volatility, DGRO has been the lower-risk option at 2.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, DGRO has performed better with a 13.64% return vs 7.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DGRO is cheaper with a 0.08% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.40%, compared with 1.96% for DGRO.
COMT is categorized as Commodities, while DGRO is Large Cap Growth Equities. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while DGRO tracks Morningstar US Dividend Growth Index. Their fees differ too: 0.48% for COMT and 0.08% for DGRO.
DGRO currently has the higher Sharpe Ratio (2.28 vs 1.21), 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.
Find the right allocation for COMT and DGRO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer