COMT vs. JEPQ
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and JEPQ (JPMorgan Nasdaq 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 JEPQ is a Nasdaq-100 fund tracking the Nasdaq-100 Index. Both are passively managed. Over the past 3 years, COMT returned 11.70%/yr vs 17.64%/yr for JEPQ. Their 0.08 correlation means their historical movements had little consistent relationship. COMT charges 0.48%/yr vs 0.35%/yr for JEPQ.
Performance
COMT vs. JEPQ - 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 JEPQ's 5.52% 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%
JEPQ
- 1D
- -0.97%
- 1M
- -2.60%
- 6M
- 3.56%
- YTD
- 5.52%
- 1Y
- 17.19%
- 3Y*
- 17.64%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 15.50%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.60M | $11.19M | $14.65M | |
| $411.15M | $392.07M | $419.06M |
COMT vs. JEPQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -6.56% | -10.69% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 5.52% | 15.18% | 24.85% | 36.28% | -11.16% |
Correlation
The correlation between COMT and JEPQ is -0.08, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | 0.02 |
Correlation (All Time) Calculated using the full available price history since May 4, 2022 | 0.08 |
The correlation between COMT and JEPQ shifts across timeframes, from -0.08 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMT vs. JEPQ — Risk / Return Rank
COMT
JEPQ
COMT vs. JEPQ - 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 Nasdaq Equity Premium Income ETF (JEPQ). 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 | JEPQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.99 | 1.97 | +0.02 |
| Martin ratioReturn relative to average drawdown | 6.40 | 8.72 | -2.32 |
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Drawdowns
COMT vs. JEPQ - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than JEPQ's maximum drawdown of -20.07%. Use the drawdown chart below to compare losses from any high point for COMT and JEPQ.
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Drawdown Indicators
| COMT | JEPQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -20.07% | -31.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -8.82% | -8.75% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -20.07% | +2.50% |
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% | -4.71% | -4.56% |
Average DrawdownAverage peak-to-trough decline | -23.93% | -3.37% | -20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 1.99% | +3.47% |
Volatility
COMT vs. JEPQ - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 4.67%, while JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) has a volatility of 5.63%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | JEPQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.67% | 5.63% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 19.58% | 11.56% | +8.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.55% | 14.13% | +7.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.07% | 16.84% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.85% | 16.84% | +2.01% |
COMT vs. JEPQ - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than JEPQ's 0.35% expense ratio.
Dividends
COMT vs. JEPQ - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.81%, less than JEPQ's 10.80% 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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.80% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and JEPQ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JEPQ has higher volatility (5.63%) compared to COMT (4.67%). In terms of maximum drawdown, COMT dropped -51.89% vs JEPQ's -20.07%.
On 3-year performance, JEPQ leads with 17.64% vs 11.70% for COMT. On fees, JEPQ is cheaper at 0.35% 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 3-year period, JEPQ has performed better with a 17.64% return vs 11.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JEPQ is cheaper with a 0.35% expense ratio, compared with 0.48% for COMT.
JEPQ has the higher dividend yield at 10.80%, compared with 5.81% for COMT.
COMT is categorized as Commodities, while JEPQ is Nasdaq-100. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while JEPQ tracks Nasdaq-100 Index. They also come from different issuers: iShares and JPMorgan. Their fees differ too: 0.48% for COMT and 0.35% for JEPQ.
COMT currently has the higher Sharpe Ratio (1.62 vs 1.23), 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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