COMT vs. SXRS.DE
Compare and contrast key facts about iShares Commodities Select Strategy ETF (COMT) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE).
COMT and SXRS.DE 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. SXRS.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017.
Performance
COMT vs. SXRS.DE - Performance Comparison
Loading graphics...
COMT vs. SXRS.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 33.92% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -11.59% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 20.82% | 18.23% | 4.61% | -7.61% | 14.04% | 28.96% | -4.90% | 7.40% | -11.70% |
Different Trading Currencies
COMT is traded in USD, while SXRS.DE is traded in EUR. To make them comparable, the SXRS.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, COMT achieves a 33.92% return, which is significantly higher than SXRS.DE's 20.82% return.
COMT
- 1D
- -1.39%
- 1M
- 14.65%
- YTD
- 33.92%
- 6M
- 34.16%
- 1Y
- 35.63%
- 3Y*
- 13.62%
- 5Y*
- 15.09%
- 10Y*
- 10.07%
SXRS.DE
- 1D
- -1.50%
- 1M
- 8.83%
- YTD
- 20.82%
- 6M
- 30.47%
- 1Y
- 30.80%
- 3Y*
- 13.57%
- 5Y*
- 13.45%
- 10Y*
- —
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. SXRS.DE - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is higher than SXRS.DE's 0.19% expense ratio.
Return for Risk
COMT vs. SXRS.DE — Risk / Return Rank
COMT
SXRS.DE
COMT vs. SXRS.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and iShares Diversified Commodity Swap UCITS ETF (SXRS.DE). 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 | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.80 | 1.78 | +0.02 |
Sortino ratioReturn per unit of downside risk | 2.42 | 2.33 | +0.09 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.03 | 4.04 | -1.01 |
Martin ratioReturn relative to average drawdown | 8.60 | 9.72 | -1.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COMT | SXRS.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.80 | 1.78 | +0.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.80 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.50 | -0.31 |
Correlation
The correlation between COMT and SXRS.DE is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
COMT vs. SXRS.DE - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.78%, while SXRS.DE has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.78% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SXRS.DE iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COMT vs. SXRS.DE - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than SXRS.DE's maximum drawdown of -33.05%. Use the drawdown chart below to compare losses from any high point for COMT and SXRS.DE.
Loading graphics...
Drawdown Indicators
| COMT | SXRS.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -27.64% | -24.25% |
Max Drawdown (1Y)Largest decline over 1 year | -11.84% | -12.03% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.00% | -27.56% | -1.44% |
Max Drawdown (10Y)Largest decline over 10 years | -39.22% | — | — |
Current DrawdownCurrent decline from peak | -2.83% | -1.92% | -0.91% |
Average DrawdownAverage peak-to-trough decline | -24.38% | -13.33% | -11.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 4.09% | +0.08% |
Volatility
COMT vs. SXRS.DE - Volatility Comparison
iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.34% compared to iShares Diversified Commodity Swap UCITS ETF (SXRS.DE) at 7.84%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than SXRS.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| COMT | SXRS.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.34% | 7.84% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 15.28% | 13.56% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.87% | 17.26% | +2.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.53% | 16.73% | +3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.69% | 15.60% | +3.09% |