COMT vs. ETH-USD
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) is Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, COMT returned 8.70%/yr vs 62.58%/yr for ETH-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
COMT vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 31.39% return, which is significantly higher than ETH-USD's -35.51% return. Over the past 10 years, COMT has underperformed ETH-USD with an annualized return of 8.70%, while ETH-USD has yielded a comparatively higher 62.58% annualized return.
COMT
- 1D
- 0.15%
- 1M
- 4.27%
- 6M
- 27.35%
- YTD
- 31.39%
- 1Y
- 33.27%
- 3Y*
- 12.00%
- 5Y*
- 12.10%
- 10Y*
- 8.70%
- ALL TIME*
- 3.44%
ETH-USD
- 1D
- 2.26%
- 1M
- 10.05%
- 6M
- -39.98%
- YTD
- -35.51%
- 1Y
- -49.10%
- 3Y*
- 0.37%
- 5Y*
- -0.85%
- 10Y*
- 62.58%
- ALL TIME*
- 80.34%
COMT vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.39% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
ETH-USD Ethereum | -35.51% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between COMT and ETH-USD is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.04 |
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Return for Risk
COMT vs. ETH-USD — Risk / Return Rank
COMT
ETH-USD
COMT vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Ethereum (ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.30 | ||
| Sortino ratioReturn per unit of downside risk | +3.11 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.90 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | -0.73 | +2.63 |
| Martin ratioReturn relative to average drawdown | 6.26 | -1.11 | +7.37 |
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Drawdowns
COMT vs. ETH-USD - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for COMT and ETH-USD.
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Drawdown Indicators
| COMT | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -94.01% | +42.12% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -67.60% | +50.03% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -67.60% | +50.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -79.35% | +50.35% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -94.01% | +54.79% |
Current DrawdownCurrent decline from peak | -10.46% | -60.40% | +49.94% |
Average DrawdownAverage peak-to-trough decline | -23.95% | -51.01% | +27.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.33% | 34.69% | -29.36% |
Volatility
COMT vs. ETH-USD - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.69%, while Ethereum (ETH-USD) has a volatility of 13.43%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 13.43% | -7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 19.64% | 46.67% | -27.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.59% | 54.96% | -33.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 58.71% | -37.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 76.77% | -57.92% |
Frequently Asked Questions
COMT and ETH-USD have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (13.43%) compared to COMT (5.69%). In terms of maximum drawdown, COMT dropped -51.89% vs ETH-USD's -94.01%.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.74), 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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