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COMT vs. VIU.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

COMT vs. VIU.TO

Last updated Jun 9, 2026

COMT (iShares Commodities Select Strategy ETF) and VIU.TO (Vanguard FTSE Developed All Cap ex North America Index ETF) are both exchange-traded funds - COMT is a Commodities fund actively managed by iShares, while VIU.TO is a International Equity fund tracking the FTSE Developed All Cap ex North America Index. COMT is actively managed, while VIU.TO is passively managed. Over the past 10 years, COMT returned 8.65%/yr vs 9.61%/yr for VIU.TO. At a 0.15 correlation, their price movements are largely independent. COMT charges 0.48%/yr vs 0.23%/yr for VIU.TO.

Performance

COMT vs. VIU.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

COMT is traded in USD, while VIU.TO is traded in CAD. To make them comparable, the VIU.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, COMT achieves a 35.49% return, which is significantly higher than VIU.TO's 12.19% return. Over the past 10 years, COMT has underperformed VIU.TO with an annualized return of 8.65%, while VIU.TO has yielded a comparatively higher 9.61% annualized return.

COMT

1D
0.65%
1M
-2.46%
YTD
35.49%
6M
35.13%
1Y
41.04%
3Y*
15.85%
5Y*
12.68%
10Y*
8.65%

VIU.TO

1D
0.86%
1M
-1.47%
YTD
12.19%
6M
15.20%
1Y
27.21%
3Y*
18.02%
5Y*
8.49%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. VIU.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
COMT
iShares Commodities Select Strategy ETF		35.49%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		12.12%34.50%2.09%18.49%-15.95%9.81%10.18%20.27%-14.56%27.89%

Correlation

The correlation between COMT and VIU.TO is -0.27, 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

-0.27

Correlation (3Y)
Calculated over the trailing 3-year period

-0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.05

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2015

0.15

The correlation between COMT and VIU.TO shifts across timeframes, from -0.27 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

COMT vs. VIU.TO - Sectors Allocation Comparison

Sectors
COMT
VIU.TO

Financial Services

100.0%
22.7%

Basic Materials

-

6.2%

Communication Services

-

3.5%

Consumer Cyclical

-

7.6%

Consumer Defensive

-

6.3%

Energy

-

3.8%

Healthcare

-

9.2%

Industrials

-

19.0%

Real Estate

-

2.4%

Technology

-

15.0%

Utilities

-

3.5%

Financial Services

COMT
100.0%
VIU.TO
22.7%

Basic Materials

COMT

-

VIU.TO
6.2%

Communication Services

COMT

-

VIU.TO
3.5%

Consumer Cyclical

COMT

-

VIU.TO
7.6%

Consumer Defensive

COMT

-

VIU.TO
6.3%

Energy

COMT

-

VIU.TO
3.8%

Healthcare

COMT

-

VIU.TO
9.2%

Industrials

COMT

-

VIU.TO
19.0%

Real Estate

COMT

-

VIU.TO
2.4%

Technology

COMT

-

VIU.TO
15.0%

Utilities

COMT

-

VIU.TO
3.5%

Compare stocks, funds, or ETFs

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

iShares Commodities Select Strategy ETF

Vanguard FTSE Developed All Cap ex North America Index ETF

Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC
Often compared with VIU.TO:
VIU.TO vs. XEF.TOVIU.TO vs. VIDY.TOVIU.TO vs. VCN.TOVIU.TO vs. VFV.TOVIU.TO vs. VDU.TOVIU.TO vs. XEQT.TOVIU.TO vs. VEQT.TO

Return for Risk

COMT vs. VIU.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
COMT
COMT Risk / Return Rank: 6969
Overall Rank
COMT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6363
Omega Ratio Rank
COMT Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMT Martin Ratio Rank: 7070
Martin Ratio Rank
VIU.TO
VIU.TO Risk / Return Rank: 6262
Overall Rank
VIU.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 6666
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COMT vs. VIU.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO). 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.

COMTVIU.TODifference
Sharpe ratioReturn per unit of total volatility
1.92
1.67

+0.26

Sortino ratioReturn per unit of downside risk
2.53
2.32

+0.21

Omega ratioGain probability vs. loss probability

1.34

1.31

+0.03

Calmar ratioReturn relative to maximum drawdown

4.99

2.27

+2.72

Martin ratioReturn relative to average drawdown

11.85

8.89

+2.96

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

COMT vs. VIU.TO - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.92, which is comparable to the VIU.TO Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of COMT and VIU.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

COMTVIU.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.67

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.56

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.59

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.54

-0.35

Drawdowns

COMT vs. VIU.TO - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than VIU.TO's maximum drawdown of -35.26%. Use the drawdown chart below to compare losses from any high point for COMT and VIU.TO.

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Drawdown Indicators

COMTVIU.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-35.26%

-16.63%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-12.04%

+3.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-13.88%

+0.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-31.74%

+2.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-35.26%

-3.96%

Current Drawdown

Current decline from peak

-7.67%

-3.30%

-4.37%

Average Drawdown

Average peak-to-trough decline

-24.05%

-7.26%

-16.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

3.07%

+0.40%

Volatility

COMT vs. VIU.TO - Volatility Comparison

iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 6.67% compared to Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) at 5.92%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than VIU.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

COMTVIU.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

5.92%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

13.97%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

16.44%

+5.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

15.33%

+5.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

16.48%

+2.42%

COMT vs. VIU.TO - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than VIU.TO's 0.23% expense ratio.

Dividends

COMT vs. VIU.TO - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.71%, more than VIU.TO's 2.21% yield.

PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF		5.71%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		2.21%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions

COMT and VIU.TO have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.48% for COMT.

COMT is categorized as Commodities, while VIU.TO is International Equity. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for COMT and 0.23% for VIU.TO.

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