COMT vs. KRBN
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and KraneShares Global Carbon ETF (KRBN).
COMT and KRBN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014. KRBN is a passively managed fund by CICC that tracks the performance of the IHS Markit Global Carbon Index. It was launched on Jul 30, 2020.
Performance
COMT vs. KRBN - Performance Comparison
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COMT vs. KRBN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 33.92% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | 7.72% |
KRBN KraneShares Global Carbon ETF | -14.77% | 23.11% | -13.56% | 8.01% | -12.75% | 107.69% | 22.60% |
Returns By Period
In the year-to-date period, COMT achieves a 33.92% return, which is significantly higher than KRBN's -14.77% return.
COMT
- 1D
- -1.39%
- 1M
- 14.65%
- YTD
- 33.92%
- 6M
- 34.16%
- 1Y
- 35.63%
- 3Y*
- 13.62%
- 5Y*
- 15.09%
- 10Y*
- 10.07%
KRBN
- 1D
- 1.62%
- 1M
- 2.72%
- YTD
- -14.77%
- 6M
- -5.87%
- 1Y
- 7.56%
- 3Y*
- -3.42%
- 5Y*
- 8.78%
- 10Y*
- —
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COMT vs. KRBN - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than KRBN's 0.79% expense ratio.
Return for Risk
COMT vs. KRBN — Risk / Return Rank
COMT
KRBN
COMT vs. KRBN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and KraneShares Global Carbon ETF (KRBN). 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.
| COMT | KRBN | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 0.38 | +1.42 |
Sortino ratioReturn per unit of downside risk | 2.42 | 0.63 | +1.79 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.08 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 0.36 | +2.67 |
Martin ratioReturn relative to average drawdown | 8.60 | 1.14 | +7.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMT | KRBN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 0.38 | +1.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.31 | +0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.51 | -0.32 |
Correlation
The correlation between COMT and KRBN is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
COMT vs. KRBN - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.78%, more than KRBN's 2.23% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.78% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
KRBN KraneShares Global Carbon ETF | 2.23% | 1.90% | 7.10% | 7.60% | 22.91% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COMT vs. KRBN - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than KRBN's maximum drawdown of -36.42%. Use the drawdown chart below to compare losses from any high point for COMT and KRBN.
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Drawdown Indicators
| COMT | KRBN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -36.42% | -15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -24.98% | +13.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -36.42% | +7.42% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -2.83% | -22.31% | +19.48% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -16.06% | -8.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 7.84% | -3.67% |
Volatility
COMT vs. KRBN - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.34% compared to KraneShares Global Carbon ETF (KRBN) at 7.81%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than KRBN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | KRBN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 7.81% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 15.28% | 15.60% | -0.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 20.12% | -0.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 28.49% | -7.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 28.88% | -10.19% |