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COMT vs. FEZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. FEZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and State Street SPDR EURO STOXX 50 ETF (FEZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMT achieves a 30.63% return, which is significantly higher than FEZ's 7.29% return. Over the past 10 years, COMT has underperformed FEZ with an annualized return of 8.40%, while FEZ has yielded a comparatively higher 11.34% annualized return.


COMT

1D
-1.20%
1M
-9.42%
YTD
30.63%
6M
31.55%
1Y
29.80%
3Y*
14.44%
5Y*
11.79%
10Y*
8.40%

FEZ

1D
0.09%
1M
6.20%
YTD
7.29%
6M
8.07%
1Y
19.95%
3Y*
17.98%
5Y*
10.21%
10Y*
11.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. FEZ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMT
iShares Commodities Select Strategy ETF
30.63%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
FEZ
State Street SPDR EURO STOXX 50 ETF
7.29%37.81%3.57%27.16%-14.27%14.84%4.84%26.04%-15.85%24.80%

Correlation

The correlation between COMT and FEZ is -0.29, 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

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.29

The correlation between COMT and FEZ shifts across timeframes, from -0.29 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COMT vs. FEZ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4848
Sortino Ratio Rank
COMT Omega Ratio Rank: 5151
Omega Ratio Rank
COMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
COMT Martin Ratio Rank: 5959
Martin Ratio Rank

FEZ
FEZ Risk / Return Rank: 3030
Overall Rank
FEZ Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
FEZ Sortino Ratio Rank: 3030
Sortino Ratio Rank
FEZ Omega Ratio Rank: 2828
Omega Ratio Rank
FEZ Calmar Ratio Rank: 3030
Calmar Ratio Rank
FEZ Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMT vs. FEZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and State Street SPDR EURO STOXX 50 ETF (FEZ). 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.


COMTFEZDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.28

1.17

+0.11

Calmar ratioReturn relative to maximum drawdown

3.07

1.29

+1.77

Martin ratioReturn relative to average drawdown

9.13

4.40

+4.73

COMT vs. FEZ - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.56, which is higher than the FEZ Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of COMT and FEZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

COMT vs. FEZ - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum FEZ drawdown of -64.21%. Use the drawdown chart below to compare losses from any high point for COMT and FEZ.


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Drawdown Indicators


COMTFEZDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-64.21%

+12.32%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-13.63%

+2.65%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-15.85%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-35.05%

+6.05%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-39.69%

+0.47%

Current Drawdown

Current decline from peak

-10.98%

-0.37%

-10.61%

Average Drawdown

Average peak-to-trough decline

-24.02%

-17.05%

-6.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

4.01%

-0.33%

Volatility

COMT vs. FEZ - Volatility Comparison

The current volatility for iShares Commodities Select Strategy ETF (COMT) is 5.85%, while State Street SPDR EURO STOXX 50 ETF (FEZ) has a volatility of 6.57%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than FEZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTFEZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

6.57%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

15.48%

+3.70%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

18.45%

+3.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

20.70%

+0.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

21.11%

-2.21%

COMT vs. FEZ - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than FEZ's 0.29% expense ratio.


Dividends

COMT vs. FEZ - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.93%, more than FEZ's 2.52% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.93%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
FEZ
State Street SPDR EURO STOXX 50 ETF
2.52%2.78%2.94%2.75%3.06%2.61%2.13%2.61%3.45%2.44%3.35%3.03%

Frequently Asked Questions


COMT and FEZ have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEZ has higher volatility (6.57%) compared to COMT (5.85%). In terms of maximum drawdown, COMT dropped -51.89% vs FEZ's -64.21%.

On 10-year performance, FEZ leads with 11.34% vs 8.40% for COMT. On fees, FEZ is cheaper at 0.29% per year. On volatility, COMT has been the lower-risk option at 5.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, FEZ has performed better with a 11.34% return vs 8.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FEZ is cheaper with a 0.29% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.93%, compared with 2.52% for FEZ.

COMT is categorized as Commodities, while FEZ is Europe Equities. They also come from different issuers: iShares and State Street. Their fees differ too: 0.48% for COMT and 0.29% for FEZ.

COMT currently has the higher Sharpe Ratio (1.56 vs 0.96), 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.

Portfolio Optimizer

Find the right allocation for COMT and FEZ

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