COMT vs. LTPZ
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and LTPZ (PIMCO 15+ Year U.S. TIPS Index ETF) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while LTPZ is a Inflation-Protected Bonds fund tracking the ICE BofA US Inflation-Linked Treasury (15+ Y). Both are passively managed. Over the past 10 years, COMT returned 8.65%/yr vs -0.17%/yr for LTPZ. Their -0.08 correlation means they have often moved in opposite directions in the past. COMT charges 0.48%/yr vs 0.20%/yr for LTPZ.
Performance
COMT vs. LTPZ - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 29.71% return, which is significantly higher than LTPZ's -3.35% return. Over the past 10 years, COMT has outperformed LTPZ with an annualized return of 8.65%, while LTPZ has yielded a comparatively lower -0.17% annualized return.
COMT
- 1D
- -1.07%
- 1M
- 6.95%
- 6M
- 22.67%
- YTD
- 29.71%
- 1Y
- 32.33%
- 3Y*
- 10.69%
- 5Y*
- 11.95%
- 10Y*
- 8.65%
- ALL TIME*
- 3.32%
LTPZ
- 1D
- 0.42%
- 1M
- -3.33%
- 6M
- -2.92%
- YTD
- -3.35%
- 1Y
- -2.09%
- 3Y*
- -1.08%
- 5Y*
- -7.35%
- 10Y*
- -0.17%
- ALL TIME*
- 2.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $12.67M | $8.82M | $7.84M |
COMT vs. LTPZ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
LTPZ PIMCO 15+ Year U.S. TIPS Index ETF | -3.35% | 4.00% | -4.80% | 0.96% | -31.71% | 7.02% | 24.89% | 17.47% | -7.22% | 9.07% |
Correlation
The correlation between COMT and LTPZ is -0.31, 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. | -0.31 |
Correlation (3Y) Balances recent behavior with more history. | -0.15 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | -0.08 |
Over the past year, the inverse relationship between COMT and LTPZ has strengthened: their correlation has moved from -0.08 to -0.31, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
COMT vs. LTPZ — Risk / Return Rank
COMT
LTPZ
COMT vs. LTPZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and PIMCO 15+ Year U.S. 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.
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 | LTPZ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.74 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 0.97 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | -0.26 | +2.11 |
| Martin ratioReturn relative to average drawdown | 5.74 | -0.54 | +6.27 |
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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.
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Drawdown Indicators
| COMT | LTPZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -40.99% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -8.09% | -9.48% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -12.64% | -4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -40.99% | +11.99% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -40.99% | +1.77% |
Current DrawdownCurrent decline from peak | -11.61% | -35.26% | +23.65% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -12.61% | -11.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 3.89% | +1.76% |
Volatility
COMT vs. LTPZ - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 5.28% compared to PIMCO 15+ Year U.S. TIPS Index ETF (LTPZ) at 2.08%. 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.
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Volatility by Period
| COMT | LTPZ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 2.08% | +3.20% |
Volatility (6M)Calculated over the trailing 6-month period | 19.54% | 6.77% | +12.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 9.01% | +12.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 15.86% | +5.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 15.02% | +3.84% |
COMT vs. LTPZ - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than LTPZ's 0.20% expense ratio.
Dividends
COMT vs. LTPZ - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.97%, less than LTPZ's 7.00% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.97% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
LTPZ PIMCO 15+ Year U.S. TIPS Index ETF | 7.00% | 4.64% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.05% | 2.25% | 2.32% | 0.71% |
Frequently Asked Questions
COMT and LTPZ have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.28%) compared to LTPZ (2.08%). In terms of maximum drawdown, COMT dropped -51.89% vs LTPZ's -40.99%.
On 10-year performance, COMT leads with 8.65% vs -0.17% for LTPZ. On fees, LTPZ is cheaper at 0.20% per year. On volatility, LTPZ has been the lower-risk option at 2.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.65% return vs -0.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LTPZ is cheaper with a 0.20% expense ratio, compared with 0.48% for COMT.
LTPZ has the higher dividend yield at 7.00%, compared with 5.97% for COMT.
COMT is categorized as Commodities, while LTPZ is Inflation-Protected Bonds. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while LTPZ tracks ICE BofA US Inflation-Linked Treasury (15+ Y). They also come from different issuers: iShares and PIMCO. Their fees differ too: 0.48% for COMT and 0.20% for LTPZ.
COMT currently has the higher Sharpe Ratio (1.50 vs -0.23), 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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