COMT vs. HDV
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and HDV (iShares Core High Dividend ETF) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while HDV is a Dividend fund tracking the Morningstar Dividend Yield Focus Index. Both are passively managed. Over the past 10 years, COMT returned 8.89%/yr vs 9.50%/yr for HDV. Their 0.38 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.08%/yr for HDV.
Performance
COMT vs. HDV - 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 HDV's 20.12% return. Over the past 10 years, COMT has underperformed HDV with an annualized return of 8.89%, while HDV has yielded a comparatively higher 9.50% annualized 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%
HDV
- 1D
- 1.23%
- 1M
- 4.76%
- 6M
- 13.60%
- YTD
- 20.12%
- 1Y
- 24.04%
- 3Y*
- 15.34%
- 5Y*
- 12.15%
- 10Y*
- 9.50%
- ALL TIME*
- 10.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.60M | $11.19M | $14.65M | |
| $163.75M | $142.23M | $95.79M |
COMT vs. HDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
HDV iShares Core High Dividend ETF | 20.12% | 11.90% | 14.16% | 1.72% | 7.05% | 19.45% | -6.48% | 20.22% | -3.01% | 13.40% |
Correlation
The correlation between COMT and HDV is 0.11, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.11 |
Correlation (3Y) Balances recent behavior with more history. | 0.17 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.29 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.38 |
Over the past year, the correlation between COMT and HDV has dropped to 0.11 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
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Return for Risk
COMT vs. HDV — Risk / Return Rank
COMT
HDV
COMT vs. HDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and iShares Core High Dividend ETF (HDV). 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 | HDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.62 | ||
| Sortino ratioReturn per unit of downside risk | -1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.39 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 4.65 | -2.66 |
| Martin ratioReturn relative to average drawdown | 6.40 | 12.72 | -6.32 |
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Drawdowns
COMT vs. HDV - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for COMT and HDV.
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Drawdown Indicators
| COMT | HDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -37.04% | -14.85% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -5.18% | -12.39% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -10.49% | -7.08% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -15.42% | -13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -37.04% | -2.18% |
Current DrawdownCurrent decline from peak | -9.27% | 0.00% | -9.27% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -3.07% | -20.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 1.89% | +3.57% |
Volatility
COMT vs. HDV - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and iShares Core High Dividend ETF (HDV) have volatilities of 4.67% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | HDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 4.88% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 8.55% | +11.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 10.74% | +10.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 12.93% | +8.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 15.77% | +3.08% |
COMT vs. HDV - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than HDV's 0.08% expense ratio.
Dividends
COMT vs. HDV - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.81%, more than HDV's 3.07% 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% |
HDV iShares Core High Dividend ETF | 3.07% | 3.22% | 3.67% | 3.82% | 3.56% | 3.47% | 4.07% | 3.27% | 3.67% | 3.27% | 3.28% | 3.92% |
Frequently Asked Questions
COMT and HDV 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.
HDV has higher volatility (4.88%) compared to COMT (4.67%). In terms of maximum drawdown, COMT dropped -51.89% vs HDV's -37.04%.
On 10-year performance, HDV leads with 9.50% vs 8.89% for COMT. On fees, HDV is cheaper at 0.08% 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 10-year period, HDV has performed better with a 9.50% return vs 8.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
HDV is cheaper with a 0.08% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.81%, compared with 3.07% for HDV.
COMT is categorized as Commodities, while HDV is Dividend. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while HDV tracks Morningstar Dividend Yield Focus Index. Their fees differ too: 0.48% for COMT and 0.08% for HDV.
HDV currently has the higher Sharpe Ratio (2.24 vs 1.62), 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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