COMT vs. GNR
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and SPDR S&P Global Natural Resources ETF (GNR).
COMT and GNR 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. GNR is a passively managed fund by State Street that tracks the performance of the S&P Global Natural Resources Index. It was launched on Sep 13, 2010.
Performance
COMT vs. GNR - Performance Comparison
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COMT vs. GNR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 35.81% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
GNR SPDR S&P Global Natural Resources ETF | 20.16% | 28.68% | -8.27% | 2.95% | 10.20% | 24.73% | -0.03% | 16.49% | -13.19% | 22.64% |
Returns By Period
In the year-to-date period, COMT achieves a 35.81% return, which is significantly higher than GNR's 20.16% return. Over the past 10 years, COMT has underperformed GNR with an annualized return of 10.23%, while GNR has yielded a comparatively higher 11.66% annualized 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%
GNR
- 1D
- 2.19%
- 1M
- -1.16%
- YTD
- 20.16%
- 6M
- 28.10%
- 1Y
- 44.49%
- 3Y*
- 13.40%
- 5Y*
- 12.05%
- 10Y*
- 11.66%
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COMT vs. GNR - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than GNR's 0.40% expense ratio.
Return for Risk
COMT vs. GNR — Risk / Return Rank
COMT
GNR
COMT vs. GNR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and SPDR S&P Global Natural Resources ETF (GNR). 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 | GNR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 2.16 | -0.25 |
Sortino ratioReturn per unit of downside risk | 2.55 | 2.75 | -0.21 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.42 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.98 | +0.37 |
Martin ratioReturn relative to average drawdown | 9.53 | 15.63 | -6.10 |
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 | GNR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.16 | -0.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.60 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.53 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.26 | -0.07 |
Correlation
The correlation between COMT and GNR is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
COMT vs. GNR - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.70%, more than GNR's 2.30% 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% |
GNR SPDR S&P Global Natural Resources ETF | 2.30% | 2.76% | 4.73% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.59% |
Drawdowns
COMT vs. GNR - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, roughly equal to the maximum GNR drawdown of -51.37%. Use the drawdown chart below to compare losses from any high point for COMT and GNR.
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Drawdown Indicators
| COMT | GNR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -51.37% | -0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -14.80% | +2.96% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -25.66% | -3.34% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -48.59% | +9.37% |
Current DrawdownCurrent decline from peak | -1.46% | -1.59% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -15.10% | -9.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 2.83% | +1.33% |
Volatility
COMT vs. GNR - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.12% compared to SPDR S&P Global Natural Resources ETF (GNR) at 6.47%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than GNR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | GNR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 6.47% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 13.76% | +1.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 20.70% | -0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 20.36% | +0.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 22.01% | -3.33% |