COMT vs. LTPZ
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ).
COMT and LTPZ 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. LTPZ is a passively managed fund by PIMCO that tracks the performance of the ICE BofA US Inflation-Linked Treasury (15+ Y). It was launched on Sep 3, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMT or LTPZ.
Performance
COMT vs. LTPZ - Performance Comparison
Returns By Period
In the year-to-date period, COMT achieves a 4.99% return, which is significantly higher than LTPZ's -1.94% return. Over the past 10 years, COMT has underperformed LTPZ with an annualized return of 0.61%, while LTPZ has yielded a comparatively higher 1.07% annualized return.
COMT
4.99%
-0.57%
-2.91%
0.81%
6.49%
0.61%
LTPZ
-1.94%
-2.44%
2.02%
4.26%
-2.31%
1.07%
Key characteristics
| COMT | LTPZ | |
|---|---|---|
| Sharpe Ratio | -0.01 | 0.37 |
| Sortino Ratio | 0.08 | 0.61 |
| Omega Ratio | 1.01 | 1.07 |
| Calmar Ratio | -0.01 | 0.13 |
| Martin Ratio | -0.04 | 1.13 |
| Ulcer Index | 4.57% | 4.35% |
| Daily Std Dev | 14.82% | 13.29% |
| Max Drawdown | -51.89% | -40.99% |
| Current Drawdown | -21.53% | -33.65% |
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COMT vs. LTPZ - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than LTPZ's 0.20% expense ratio.
Correlation
The correlation between COMT and LTPZ is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Risk-Adjusted Performance
COMT vs. LTPZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). 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.
Dividends
COMT vs. LTPZ - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 4.95%, more than LTPZ's 3.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 4.95% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% | 0.00% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 3.47% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.80% | 2.25% | 2.32% | 0.71% | 1.77% | 1.28% |
Drawdowns
COMT vs. LTPZ - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than LTPZ's maximum drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for COMT and LTPZ. For additional features, visit the drawdowns tool.
Volatility
COMT vs. LTPZ - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 5.33% compared to PIMCO 15+ Year US TIPS Index ETF (LTPZ) at 3.78%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.