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COMT vs. VWOB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. VWOB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Vanguard Emerging Markets Government Bond ETF (VWOB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMT achieves a 26.01% return, which is significantly higher than VWOB's 2.47% return. Over the past 10 years, COMT has outperformed VWOB with an annualized return of 7.83%, while VWOB has yielded a comparatively lower 3.56% annualized return.


COMT

1D
-0.16%
1M
-11.04%
YTD
26.01%
6M
27.62%
1Y
22.89%
3Y*
11.82%
5Y*
11.50%
10Y*
7.83%

VWOB

1D
0.48%
1M
2.33%
YTD
2.47%
6M
2.52%
1Y
10.98%
3Y*
9.28%
5Y*
2.18%
10Y*
3.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. VWOB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
26.01%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
VWOB
Vanguard Emerging Markets Government Bond ETF
2.47%13.49%5.20%10.68%-17.39%-1.80%5.65%14.46%-2.92%8.41%

Correlation

The correlation between COMT and VWOB is -0.37, 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

-0.37

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

-0.10

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

-0.01

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

0.10

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.14

The correlation between COMT and VWOB shifts across timeframes, from -0.37 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COMT vs. VWOB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COMT
COMT Risk / Return Rank: 3333
Overall Rank
COMT Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 3030
Sortino Ratio Rank
COMT Omega Ratio Rank: 3131
Omega Ratio Rank
COMT Calmar Ratio Rank: 3434
Calmar Ratio Rank
COMT Martin Ratio Rank: 3838
Martin Ratio Rank

VWOB
VWOB Risk / Return Rank: 6666
Overall Rank
VWOB Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWOB Sortino Ratio Rank: 7474
Sortino Ratio Rank
VWOB Omega Ratio Rank: 7474
Omega Ratio Rank
VWOB Calmar Ratio Rank: 5353
Calmar Ratio Rank
VWOB Martin Ratio Rank: 6161
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. VWOB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) and Vanguard Emerging Markets Government Bond ETF (VWOB). 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.


COMTVWOBDifference
Sharpe ratioReturn per unit of total volatility

-1.04

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

1.20

1.41

-0.21

Calmar ratioReturn relative to maximum drawdown

1.65

2.50

-0.85

Martin ratioReturn relative to average drawdown

5.73

10.52

-4.79

COMT vs. VWOB - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.09, which is lower than the VWOB Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of COMT and VWOB, 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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Drawdowns

COMT vs. VWOB - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than VWOB's maximum drawdown of -26.98%. Use the drawdown chart below to compare losses from any high point for COMT and VWOB.


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Drawdown Indicators


COMTVWOBDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-26.98%

-24.91%

Max Drawdown (1Y)

Largest decline over 1 year

-14.13%

-4.48%

-9.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.13%

-7.71%

-6.42%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-26.98%

-2.02%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-26.98%

-12.24%

Current Drawdown

Current decline from peak

-14.13%

0.00%

-14.13%

Average Drawdown

Average peak-to-trough decline

-24.01%

-4.79%

-19.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.05%

1.06%

+2.99%

Volatility

COMT vs. VWOB - Volatility Comparison

iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a higher volatility of 5.46% compared to Vanguard Emerging Markets Government Bond ETF (VWOB) at 1.73%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than VWOB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTVWOBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

1.73%

+3.73%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

4.35%

+14.87%

Volatility (1Y)

Calculated over the trailing 1-year period

21.41%

5.27%

+16.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.12%

9.18%

+11.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.88%

9.35%

+9.53%

COMT vs. VWOB - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than VWOB's 0.15% expense ratio.


Dividends

COMT vs. VWOB - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 6.14%, more than VWOB's 5.79% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
6.14%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
VWOB
Vanguard Emerging Markets Government Bond ETF
5.79%5.92%6.08%5.50%5.30%4.04%4.18%4.58%4.52%4.61%4.71%4.93%

Frequently Asked Questions


COMT and VWOB have a correlation of -0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (5.46%) compared to VWOB (1.73%). In terms of maximum drawdown, COMT dropped -51.89% vs VWOB's -26.98%.

On 10-year performance, COMT leads with 7.83% vs 3.56% for VWOB. On fees, VWOB is cheaper at 0.15% per year. On volatility, VWOB has been the lower-risk option at 1.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, COMT has performed better with a 7.83% return vs 3.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VWOB is cheaper with a 0.15% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 6.14%, compared with 5.79% for VWOB.

COMT is categorized as Commodities, while VWOB is Emerging Markets Bonds. COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index, while VWOB tracks Bloomberg USD Emerging Markets Government RIC Capped Index. They also come from different issuers: iShares and Vanguard. Their fees differ too: 0.48% for COMT and 0.15% for VWOB.

VWOB currently has the higher Sharpe Ratio (2.12 vs 1.09), 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.

Portfolio Optimizer

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