COMT vs. FAAR
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and FAAR (First Trust Alternative Absolute Return Strategy ETF) are both Commodities funds. COMT is passively managed, while FAAR is actively managed. Over the past 10 years, COMT returned 8.65%/yr vs 4.20%/yr for FAAR. Their 0.49 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.95%/yr for FAAR.
Performance
COMT vs. FAAR - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 29.71% return, which is significantly higher than FAAR's 14.32% return. Over the past 10 years, COMT has outperformed FAAR with an annualized return of 8.65%, while FAAR has yielded a comparatively lower 4.20% annualized return.
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%
FAAR
- 1D
- -1.43%
- 1M
- -2.21%
- 6M
- 6.89%
- YTD
- 14.32%
- 1Y
- 20.01%
- 3Y*
- 8.41%
- 5Y*
- 7.00%
- 10Y*
- 4.20%
- ALL TIME*
- 4.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $1.39M | $1.09M | $1.71M |
COMT vs. FAAR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 14.32% | 8.07% | 5.97% | -5.63% | 10.15% | 12.34% | 8.60% | -1.28% | -9.17% | 5.00% |
Correlation
The correlation between COMT and FAAR is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since May 23, 2016 | 0.49 |
Over the past year, COMT and FAAR have become more correlated (0.78) than their long-term average of 0.49, meaning their price movements have been converging.
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Return for Risk
COMT vs. FAAR — Risk / Return Rank
COMT
FAAR
COMT vs. FAAR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and First Trust Alternative Absolute Return Strategy ETF (FAAR). 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 | FAAR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.08 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 2.00 | -0.15 |
| Martin ratioReturn relative to average drawdown | 5.74 | 6.00 | -0.26 |
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Drawdowns
COMT vs. FAAR - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than FAAR's maximum drawdown of -18.03%. Use the drawdown chart below to compare losses from any high point for COMT and FAAR.
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Drawdown Indicators
| COMT | FAAR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -18.03% | -33.86% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -10.08% | -7.49% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -11.54% | -6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -18.03% | -10.97% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -18.03% | -21.19% |
Current DrawdownCurrent decline from peak | -11.61% | -10.08% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -7.83% | -16.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 3.35% | +2.30% |
Volatility
COMT vs. FAAR - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 5.28% compared to First Trust Alternative Absolute Return Strategy ETF (FAAR) at 2.52%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than FAAR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | FAAR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 2.52% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 19.54% | 9.47% | +10.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 12.76% | +8.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 11.89% | +9.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 11.55% | +7.31% |
COMT vs. FAAR - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than FAAR's 0.95% expense ratio.
Dividends
COMT vs. FAAR - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.97%, less than FAAR's 10.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
FAAR First Trust Alternative Absolute Return Strategy ETF | 10.01% | 11.63% | 3.45% | 3.20% | 5.82% | 6.49% | 3.05% | 1.02% | 0.58% | 2.83% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and FAAR have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.28%) compared to FAAR (2.52%). In terms of maximum drawdown, COMT dropped -51.89% vs FAAR's -18.03%.
On 10-year performance, COMT leads with 8.65% vs 4.20% for FAAR. On fees, COMT is cheaper at 0.48% per year. On volatility, FAAR has been the lower-risk option at 2.52%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.65% return vs 4.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.95% for FAAR.
FAAR has the higher dividend yield at 10.01%, compared with 5.97% for COMT.
They also come from different issuers: iShares and First Trust. Their fees differ too: 0.48% for COMT and 0.95% for FAAR.
FAAR currently has the higher Sharpe Ratio (1.58 vs 1.50), 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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