COMT vs. MBB
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and iShares MBS Bond ETF (MBB).
COMT and MBB 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. MBB is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. MBS Index. It was launched on Mar 16, 2007.
Performance
COMT vs. MBB - Performance Comparison
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COMT vs. MBB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 35.81% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
MBB iShares MBS Bond ETF | 0.41% | 8.38% | 1.31% | 5.01% | -11.74% | -1.43% | 4.08% | 6.18% | 0.82% | 2.49% |
Returns By Period
In the year-to-date period, COMT achieves a 35.81% return, which is significantly higher than MBB's 0.41% return. Over the past 10 years, COMT has outperformed MBB with an annualized return of 10.23%, while MBB has yielded a comparatively lower 1.34% annualized return.
COMT
- 1D
- -1.46%
- 1M
- 20.45%
- YTD
- 35.81%
- 6M
- 35.80%
- 1Y
- 37.75%
- 3Y*
- 14.15%
- 5Y*
- 15.41%
- 10Y*
- 10.23%
MBB
- 1D
- 0.24%
- 1M
- -1.69%
- YTD
- 0.41%
- 6M
- 1.92%
- 1Y
- 5.63%
- 3Y*
- 4.09%
- 5Y*
- 0.40%
- 10Y*
- 1.34%
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COMT vs. MBB - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than MBB's 0.06% expense ratio.
Return for Risk
COMT vs. MBB — Risk / Return Rank
COMT
MBB
COMT vs. MBB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and iShares MBS Bond ETF (MBB). 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 | MBB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 1.14 | +0.78 |
Sortino ratioReturn per unit of downside risk | 2.55 | 1.63 | +0.92 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.20 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 2.18 | +1.17 |
Martin ratioReturn relative to average drawdown | 9.53 | 6.00 | +3.53 |
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 | MBB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 1.14 | +0.78 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.06 | +0.70 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.25 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.59 | -0.39 |
Correlation
The correlation between COMT and MBB is -0.10. 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.
Dividends
COMT vs. MBB - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.70%, more than MBB's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.70% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
MBB iShares MBS Bond ETF | 4.22% | 4.21% | 3.94% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% |
Drawdowns
COMT vs. MBB - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than MBB's maximum drawdown of -17.64%. Use the drawdown chart below to compare losses from any high point for COMT and MBB.
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Drawdown Indicators
| COMT | MBB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -17.64% | -34.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -2.64% | -9.20% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -17.19% | -11.81% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | -17.64% | -21.58% |
Current DrawdownCurrent decline from peak | -1.46% | -1.69% | +0.23% |
Average DrawdownAverage peak-to-trough decline | -24.39% | -2.36% | -22.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.16% | 0.96% | +3.20% |
Volatility
COMT vs. MBB - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.12% compared to iShares MBS Bond ETF (MBB) at 1.98%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than MBB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | MBB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.12% | 1.98% | +8.14% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 3.00% | +12.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 4.97% | +14.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 6.77% | +13.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.68% | 5.27% | +13.41% |