COMT vs. IXC
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and IXC (iShares Global Energy ETF) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped Index. Both are passively managed. Over the past 10 years, COMT returned 7.87%/yr vs 8.83%/yr for IXC. A 0.70 correlation means they provide meaningful diversification when combined. COMT charges 0.48%/yr vs 0.40%/yr for IXC.
Performance
COMT vs. IXC - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 26.00% return, which is significantly higher than IXC's 23.35% return. Over the past 10 years, COMT has underperformed IXC with an annualized return of 7.87%, while IXC has yielded a comparatively higher 8.83% annualized return.
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
COMT vs. IXC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
Correlation
The correlation between COMT and IXC is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.70 |
The correlation between COMT and IXC has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
COMT vs. IXC — Risk / Return Rank
COMT
IXC
COMT vs. IXC - 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 Global Energy ETF (IXC). 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 | IXC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 1.95 | -0.29 |
| Martin ratioReturn relative to average drawdown | 5.78 | 6.26 | -0.48 |
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Drawdowns
COMT vs. IXC - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum IXC drawdown of -67.88%. Use the drawdown chart below to compare losses from any high point for COMT and IXC.
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Drawdown Indicators
| COMT | IXC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -67.88% | +15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -15.36% | -2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -19.06% | +1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -24.93% | -4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -64.16% | +24.94% |
Current DrawdownCurrent decline from peak | -14.13% | -11.22% | -2.91% |
Average DrawdownAverage peak-to-trough decline | -23.97% | -17.45% | -6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 4.78% | +0.27% |
Volatility
COMT vs. IXC - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.68%, while iShares Global Energy ETF (IXC) has a volatility of 6.59%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than IXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | IXC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 6.59% | -0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.60% | 15.86% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 19.18% | +2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.17% | 23.45% | -2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.84% | 26.81% | -7.97% |
COMT vs. IXC - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than IXC's 0.40% expense ratio.
Dividends
COMT vs. IXC - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 6.14%, more than IXC's 3.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
COMT and IXC have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (6.59%) compared to COMT (5.68%). In terms of maximum drawdown, COMT dropped -51.89% vs IXC's -67.88%.
On 10-year performance, IXC leads with 8.83% vs 7.87% for COMT. On fees, IXC is cheaper at 0.40% per year. On volatility, COMT has been the lower-risk option at 5.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IXC has performed better with a 8.83% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IXC is cheaper with a 0.40% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.14%, compared with 3.08% for IXC.
COMT is categorized as Commodities, while IXC is Energy Equities. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while IXC tracks S&P Global 1200 Energy Capped Index. Their fees differ too: 0.48% for COMT and 0.40% for IXC.
IXC currently has the higher Sharpe Ratio (1.56 vs 1.36), 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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