COMT vs. GPIQ
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and GPIQ (Goldman Sachs Nasdaq-100 Core Premium Income ETF) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while GPIQ is a Nasdaq-100 fund actively managed by Goldman Sachs. COMT is passively managed, while GPIQ is actively managed. Over the past year, COMT returned 36.27% vs 21.40% for GPIQ. Their 0.02 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.29%/yr for GPIQ.
Performance
COMT vs. GPIQ - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 33.14% return, which is significantly higher than GPIQ's 10.98% return.
COMT
- 1D
- -0.12%
- 1M
- 8.15%
- 6M
- 24.14%
- YTD
- 33.14%
- 1Y
- 36.27%
- 3Y*
- 11.70%
- 5Y*
- 12.15%
- 10Y*
- 8.89%
- ALL TIME*
- 3.55%
GPIQ
- 1D
- -1.08%
- 1M
- -3.82%
- 6M
- 9.18%
- YTD
- 10.98%
- 1Y
- 21.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.60M | $11.19M | $14.65M | |
| $68.84M | $77.85M | $80.88M |
COMT vs. GPIQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -8.06% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.98% | 19.77% | 23.22% | 15.17% |
Correlation
The correlation between COMT and GPIQ is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2023 | 0.02 |
The correlation between COMT and GPIQ shifts across timeframes, from -0.11 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMT vs. GPIQ — Risk / Return Rank
COMT
GPIQ
COMT vs. GPIQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ). 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 | GPIQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.29 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.24 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 2.28 | -0.29 |
| Martin ratioReturn relative to average drawdown | 6.40 | 8.75 | -2.35 |
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Drawdowns
COMT vs. GPIQ - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than GPIQ's maximum drawdown of -21.06%. Use the drawdown chart below to compare losses from any high point for COMT and GPIQ.
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Drawdown Indicators
| COMT | GPIQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -21.06% | -30.83% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -9.51% | -8.06% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -9.27% | -6.47% | -2.80% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -2.30% | -21.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 2.47% | +2.99% |
Volatility
COMT vs. GPIQ - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 4.67%, while Goldman Sachs Nasdaq-100 Core Premium Income ETF (GPIQ) has a volatility of 6.13%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than GPIQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | GPIQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 6.13% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 13.56% | +6.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 16.22% | +5.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 17.97% | +3.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 17.97% | +0.88% |
COMT vs. GPIQ - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than GPIQ's 0.29% expense ratio.
Dividends
COMT vs. GPIQ - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.81%, less than GPIQ's 10.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.81% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
GPIQ Goldman Sachs Nasdaq-100 Core Premium Income ETF | 10.18% | 9.81% | 9.18% | 1.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and GPIQ have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPIQ has higher volatility (6.13%) compared to COMT (4.67%). In terms of maximum drawdown, COMT dropped -51.89% vs GPIQ's -21.06%.
On 1-year performance, COMT leads with 36.27% vs 21.40% for GPIQ. On fees, GPIQ is cheaper at 0.29% per year. On volatility, COMT has been the lower-risk option at 4.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 36.27% return vs 21.40%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GPIQ is cheaper with a 0.29% expense ratio, compared with 0.48% for COMT.
GPIQ has the higher dividend yield at 10.18%, compared with 5.81% for COMT.
COMT is categorized as Commodities, while GPIQ is Nasdaq-100. They also come from different issuers: iShares and Goldman Sachs. Their fees differ too: 0.48% for COMT and 0.29% for GPIQ.
COMT currently has the higher Sharpe Ratio (1.62 vs 1.34), 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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