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COMT vs. IBIT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. IBIT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and iShares Bitcoin Trust ETF (IBIT). 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 39.67% return, which is significantly higher than IBIT's -25.48% return.


COMT

1D
0.78%
1M
-4.35%
YTD
39.67%
6M
39.06%
1Y
47.51%
3Y*
16.86%
5Y*
13.50%
10Y*
9.09%

IBIT

1D
-2.76%
1M
-18.50%
YTD
-25.48%
6M
-29.84%
1Y
-38.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. IBIT - Yearly Performance Comparison


2026 (YTD)20252024
COMT
iShares Commodities Select Strategy ETF
39.67%6.07%5.62%
IBIT
iShares Bitcoin Trust ETF
-25.48%-6.41%99.21%

Correlation

The correlation between COMT and IBIT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.02

Correlation (All Time)
Calculated using the full available price history since Jan 12, 2024

0.06

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Return for Risk

COMT vs. IBIT — Risk / Return Rank

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

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
Martin Ratio Rank

IBIT
IBIT Risk / Return Rank: 22
Overall Rank
IBIT Sharpe Ratio Rank: 22
Sharpe Ratio Rank
IBIT Sortino Ratio Rank: 22
Sortino Ratio Rank
IBIT Omega Ratio Rank: 22
Omega Ratio Rank
IBIT Calmar Ratio Rank: 22
Calmar Ratio Rank
IBIT Martin Ratio Rank: 22
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. IBIT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and iShares Bitcoin Trust ETF (IBIT). 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.


COMTIBITDifference
Sharpe ratioReturn per unit of total volatility

+3.13

Sortino ratioReturn per unit of downside risk

+4.11

Omega ratioGain probability vs. loss probability

1.40

0.86

+0.54

Calmar ratioReturn relative to maximum drawdown

5.95

-0.79

+6.74

Martin ratioReturn relative to average drawdown

14.11

-1.36

+15.47

COMT vs. IBIT - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 2.24, which is higher than the IBIT Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of COMT and IBIT, 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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Sharpe Ratios by Period


COMTIBITDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.89

+3.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.30

-0.09

Drawdowns

COMT vs. IBIT - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than IBIT's maximum drawdown of -49.36%. Use the drawdown chart below to compare losses from any high point for COMT and IBIT.


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Drawdown Indicators


COMTIBITDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-49.36%

-2.53%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-49.36%

+41.34%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-4.82%

-48.10%

+43.28%

Average Drawdown

Average peak-to-trough decline

-24.07%

-16.02%

-8.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

28.44%

-25.06%

Volatility

COMT vs. IBIT - Volatility Comparison

The current volatility for iShares Commodities Select Strategy ETF (COMT) is 7.37%, while iShares Bitcoin Trust ETF (IBIT) has a volatility of 9.50%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than IBIT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTIBITDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

9.50%

-2.13%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

34.44%

-15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

43.73%

-22.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

50.19%

-29.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

50.19%

-31.30%

COMT vs. IBIT - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than IBIT's 0.25% expense ratio.


Dividends

COMT vs. IBIT - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.54%, while IBIT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.54%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
IBIT
iShares Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COMT and IBIT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBIT has higher volatility (9.50%) compared to COMT (7.37%). In terms of maximum drawdown, COMT dropped -51.89% vs IBIT's -49.36%.

On 1-year performance, COMT leads with 47.51% vs -38.74% for IBIT. On fees, IBIT is cheaper at 0.25% per year. On volatility, COMT has been the lower-risk option at 7.37%. 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 47.51% return vs -38.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBIT is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.54%, compared with 0.00% for IBIT.

COMT is categorized as Commodities, while IBIT is Cryptocurrency. Their fees differ too: 0.48% for COMT and 0.25% for IBIT.

COMT currently has the higher Sharpe Ratio (2.24 vs -0.89), 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

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