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COMT vs. LTPZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.1

Performance

COMT vs. LTPZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and PIMCO 15+ Year US TIPS Index ETF (LTPZ). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
6.19%
COMT
LTPZ

Key characteristics

Sharpe Ratio

COMT:

0.18

LTPZ:

-0.46

Sortino Ratio

COMT:

0.35

LTPZ:

-0.55

Omega Ratio

COMT:

1.04

LTPZ:

0.94

Calmar Ratio

COMT:

0.10

LTPZ:

-0.15

Martin Ratio

COMT:

0.56

LTPZ:

-1.20

Ulcer Index

COMT:

4.67%

LTPZ:

4.73%

Daily Std Dev

COMT:

14.28%

LTPZ:

12.39%

Max Drawdown

COMT:

-51.89%

LTPZ:

-40.99%

Current Drawdown

COMT:

-22.34%

LTPZ:

-35.25%

Returns By Period

In the year-to-date period, COMT achieves a 3.90% return, which is significantly higher than LTPZ's -4.30% return. Over the past 10 years, COMT has outperformed LTPZ with an annualized return of 1.98%, while LTPZ has yielded a comparatively lower 0.68% annualized return.


COMT

YTD

3.90%

1M

-0.31%

6M

-4.37%

1Y

2.27%

5Y*

5.50%

10Y*

1.98%

LTPZ

YTD

-4.30%

1M

-2.66%

6M

-3.47%

1Y

-4.97%

5Y*

-2.69%

10Y*

0.68%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


COMT vs. LTPZ - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than LTPZ's 0.20% expense ratio.


COMT
iShares Commodities Select Strategy ETF
Expense ratio chart for COMT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for LTPZ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

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.


Sharpe ratio
The chart of Sharpe ratio for COMT, currently valued at 0.18, compared to the broader market0.002.004.000.18-0.46
The chart of Sortino ratio for COMT, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.35-0.55
The chart of Omega ratio for COMT, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.040.94
The chart of Calmar ratio for COMT, currently valued at 0.10, compared to the broader market0.005.0010.0015.000.10-0.15
The chart of Martin ratio for COMT, currently valued at 0.56, compared to the broader market0.0020.0040.0060.0080.00100.000.56-1.20
COMT
LTPZ

The current COMT Sharpe Ratio is 0.18, which is higher than the LTPZ Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of COMT and LTPZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.18
-0.46
COMT
LTPZ

Dividends

COMT vs. LTPZ - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.00%, more than LTPZ's 3.49% yield.


TTM20232022202120202019201820172016201520142013
COMT
iShares Commodities Select Strategy ETF
5.00%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
3.49%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.


-35.00%-30.00%-25.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-22.34%
-35.25%
COMT
LTPZ

Volatility

COMT vs. LTPZ - Volatility Comparison

The current volatility for iShares Commodities Select Strategy ETF (COMT) is 3.26%, while PIMCO 15+ Year US TIPS Index ETF (LTPZ) has a volatility of 3.46%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than LTPZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.26%
3.46%
COMT
LTPZ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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