COMT vs. RSDE
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and RSDE (FT Vest U.S. Equity Equal Weight Buffer ETF - December) are both exchange-traded funds - COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index, while RSDE is a Defined Outcome fund tracking the S&P 500 Equal Weight. Both are passively managed. Over the past year, COMT returned 33.06% vs 12.13% for RSDE. At a correlation of -0.07, they often move in opposite directions. COMT charges 0.48%/yr vs 0.85%/yr for RSDE.
Performance
COMT vs. RSDE - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 29.95% return, which is significantly higher than RSDE's 7.95% return.
COMT
- 1D
- 0.59%
- 1M
- -0.52%
- 6M
- 24.58%
- YTD
- 29.95%
- 1Y
- 33.06%
- 3Y*
- 12.33%
- 5Y*
- 11.81%
- 10Y*
- 8.27%
RSDE
- 1D
- -0.14%
- 1M
- 1.16%
- 6M
- 6.06%
- YTD
- 7.95%
- 1Y
- 12.13%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT vs. RSDE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.95% | 6.07% | 1.97% |
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December | 7.95% | 8.96% | 0.33% |
Correlation
The correlation between COMT and RSDE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.17 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2024 | -0.07 |
The correlation between COMT and RSDE shifts across timeframes, from -0.17 (1 year) to -0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
COMT vs. RSDE — Risk / Return Rank
COMT
RSDE
COMT vs. RSDE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE). 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 | RSDE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 0.00 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.89 | 2.52 | -0.63 |
| Martin ratioReturn relative to average drawdown | 6.43 | 9.15 | -2.72 |
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Drawdowns
COMT vs. RSDE - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than RSDE's maximum drawdown of -10.77%. Use the drawdown chart below to compare losses from any high point for COMT and RSDE.
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Drawdown Indicators
| COMT | RSDE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -10.77% | -41.12% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -4.83% | -12.74% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -11.44% | -0.21% | -11.23% |
Average DrawdownAverage peak-to-trough decline | -23.96% | -1.21% | -22.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.15% | 1.33% | +3.82% |
Volatility
COMT vs. RSDE - Volatility Comparison
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 6.15% compared to FT Vest U.S. Equity Equal Weight Buffer ETF - December (RSDE) at 1.44%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than RSDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | RSDE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.15% | 1.44% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 19.69% | 4.91% | +14.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.56% | 7.88% | +13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.20% | 10.74% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 10.74% | +8.12% |
COMT vs. RSDE - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than RSDE's 0.85% expense ratio.
Dividends
COMT vs. RSDE - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.96%, while RSDE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.96% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
RSDE FT Vest U.S. Equity Equal Weight Buffer ETF - December | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and RSDE have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (6.15%) compared to RSDE (1.44%). In terms of maximum drawdown, COMT dropped -51.89% vs RSDE's -10.77%.
On 1-year performance, COMT leads with 33.06% vs 12.13% for RSDE. On fees, COMT is cheaper at 0.48% per year. On volatility, RSDE has been the lower-risk option at 1.44%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 33.06% return vs 12.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.85% for RSDE.
COMT has the higher dividend yield at 5.96%, compared with 0.00% for RSDE.
COMT is categorized as Commodities, while RSDE is Defined Outcome. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while RSDE tracks S&P 500 Equal Weight. They also come from different issuers: iShares and FT Vest. Their fees differ too: 0.48% for COMT and 0.85% for RSDE.
RSDE currently has the higher Sharpe Ratio (1.55 vs 1.54), 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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