COMT vs. USE
COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) and USE (USCF Energy Commodity Strategy Absolute Return Fund) are both Commodities funds. COMT is passively managed, while USE is actively managed. Over the past 3 years, COMT returned 10.69%/yr vs 9.33%/yr for USE. Their 0.78 correlation means they have sometimes moved together and sometimes differently. COMT charges 0.48%/yr vs 0.79%/yr for USE.
Performance
COMT vs. USE - Performance Comparison
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Returns By Period
In the year-to-date period, COMT achieves a 29.71% return, which is significantly lower than USE's 36.22% 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%
USE
- 1D
- -3.71%
- 1M
- 21.36%
- 6M
- 44.67%
- YTD
- 36.22%
- 1Y
- 11.10%
- 3Y*
- 9.33%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 14.60%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $689.79K | $334.22K | $152.34K |
COMT vs. USE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 6.07% | 5.96% | 4.61% |
USE USCF Energy Commodity Strategy Absolute Return Fund | 36.22% | -14.97% | 22.58% | 9.68% |
Correlation
The correlation between COMT and USE is 0.74, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.74 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 4, 2023 | 0.78 |
The correlation between COMT and USE has been stable across timeframes, ranging from 0.74 to 0.78 - a consistent structural relationship.
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Return for Risk
COMT vs. USE — Risk / Return Rank
COMT
USE
COMT vs. USE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and USCF Energy Commodity Strategy Absolute Return Fund (USE). 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 | USE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.08 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.85 | 0.40 | +1.45 |
| Martin ratioReturn relative to average drawdown | 5.74 | 0.74 | +4.99 |
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Drawdowns
COMT vs. USE - Drawdown Comparison
The maximum COMT drawdown since its inception was -51.89%, which is greater than USE's maximum drawdown of -28.17%. Use the drawdown chart below to compare losses from any high point for COMT and USE.
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Drawdown Indicators
| COMT | USE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.89% | -28.17% | -23.72% |
Max Drawdown (1Y)Largest decline over 1 year | -17.57% | -28.17% | +10.60% |
Max Drawdown (3Y)Largest decline over 3 years | -17.57% | -28.17% | +10.60% |
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 | -11.61% | -12.46% | +0.85% |
Average DrawdownAverage peak-to-trough decline | -23.90% | -8.40% | -15.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.65% | 14.94% | -9.29% |
Volatility
COMT vs. USE - Volatility Comparison
The current volatility for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) is 5.28%, while USCF Energy Commodity Strategy Absolute Return Fund (USE) has a volatility of 15.88%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than USE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMT | USE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.28% | 15.88% | -10.60% |
Volatility (6M)Calculated over the trailing 6-month period | 19.54% | 31.16% | -11.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.66% | 35.00% | -13.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 28.60% | -7.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.86% | 28.60% | -9.74% |
COMT vs. USE - Expense Ratio Comparison
COMT has a 0.48% expense ratio, which is lower than USE's 0.79% expense ratio.
Dividends
COMT vs. USE - Dividend Comparison
COMT's dividend yield for the trailing twelve months is around 5.97%, more than USE's 2.25% 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% |
USE USCF Energy Commodity Strategy Absolute Return Fund | 2.25% | 3.06% | 38.65% | 4.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COMT and USE have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USE has higher volatility (15.88%) compared to COMT (5.28%). In terms of maximum drawdown, COMT dropped -51.89% vs USE's -28.17%.
On 3-year performance, COMT leads with 10.69% vs 9.33% for USE. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.28%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 10.69% return vs 9.33%. 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 0.79% for USE.
COMT has the higher dividend yield at 5.97%, compared with 2.25% for USE.
They also come from different issuers: iShares and USCF. Their fees differ too: 0.48% for COMT and 0.79% for USE.
COMT currently has the higher Sharpe Ratio (1.50 vs 0.32), 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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