COMT vs. JEPI
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and JEPI (JPMorgan Equity 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 JEPI is a Dividend fund actively managed by JPMorgan. COMT is passively managed, while JEPI is actively managed. Over the past 5 years, COMT returned 12.15%/yr vs 7.17%/yr for JEPI. Their 0.10 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.35%/yr for JEPI.
Performance
COMT vs. JEPI - 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 JEPI's 3.37% 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%
JEPI
- 1D
- 0.67%
- 1M
- 2.00%
- 6M
- 1.35%
- YTD
- 3.37%
- 1Y
- 7.34%
- 3Y*
- 8.83%
- 5Y*
- 7.17%
- 10Y*
- —
- ALL TIME*
- 11.13%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.60M | $11.19M | $14.65M | |
| $256.82M | $259.30M | $303.30M |
COMT vs. JEPI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | 16.54% |
JEPI JPMorgan Equity Premium Income ETF | 3.37% | 8.09% | 12.57% | 9.83% | -3.49% | 21.52% | 18.39% |
Correlation
The correlation between COMT and JEPI is -0.13, 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. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | -0.02 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 21, 2020 | 0.10 |
The correlation between COMT and JEPI shifts across timeframes, from -0.13 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMT vs. JEPI — Risk / Return Rank
COMT
JEPI
COMT vs. JEPI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and JPMorgan Equity Premium Income ETF (JEPI). 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 | JEPI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.18 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.15 | +0.85 |
| Martin ratioReturn relative to average drawdown | 6.40 | 3.22 | +3.18 |
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Drawdowns
COMT vs. JEPI - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than JEPI's maximum drawdown of -13.71%. Use the drawdown chart below to compare losses from any high point for COMT and JEPI.
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Drawdown Indicators
| COMT | JEPI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -13.71% | -38.18% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -6.68% | -10.89% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -13.26% | -4.31% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -13.71% | -15.29% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -9.27% | -1.77% | -7.50% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -2.13% | -21.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 2.37% | +3.09% |
Volatility
COMT vs. JEPI - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 4.67% compared to JPMorgan Equity Premium Income ETF (JEPI) at 1.95%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than JEPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | JEPI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 1.95% | +2.72% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 6.22% | +13.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 8.06% | +13.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 11.09% | +9.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 10.74% | +8.11% |
COMT vs. JEPI - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than JEPI's 0.35% expense ratio.
Dividends
COMT vs. JEPI - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.81%, less than JEPI's 8.05% 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% |
JEPI JPMorgan Equity Premium Income ETF | 8.05% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and JEPI have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (4.67%) compared to JEPI (1.95%). In terms of maximum drawdown, COMT dropped -51.89% vs JEPI's -13.71%.
On 5-year performance, COMT leads with 12.15% vs 7.17% for JEPI. On fees, JEPI is cheaper at 0.35% per year. On volatility, JEPI has been the lower-risk option at 1.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 12.15% return vs 7.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JEPI is cheaper with a 0.35% expense ratio, compared with 0.48% for COMT.
JEPI has the higher dividend yield at 8.05%, compared with 5.81% for COMT.
COMT is categorized as Commodities, while JEPI is Dividend. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.48% for COMT and 0.35% for JEPI.
COMT currently has the higher Sharpe Ratio (1.62 vs 0.95), 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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