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

COMT vs. XDIV.TO

Last updated Jun 9, 2026

COMT (iShares Commodities Select Strategy ETF) and XDIV.TO (iShares Core MSCI Canadian Quality Dividend Index ETF) are both exchange-traded funds - COMT is a Commodities fund actively managed by iShares, while XDIV.TO is a Dividend fund tracking the MSCI Canada High Dividend Yield 10% Security Capped Index. COMT is actively managed, while XDIV.TO is passively managed. Over the past 5 years, COMT returned 12.68%/yr vs 13.62%/yr for XDIV.TO. At a 0.24 correlation, their price movements are largely independent. COMT charges 0.48%/yr vs 0.11%/yr for XDIV.TO.

Performance

COMT vs. XDIV.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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 XDIV.TO is traded in CAD. To make them comparable, the XDIV.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 XDIV.TO's 17.68% 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%

XDIV.TO

1D
-0.10%
1M
1.83%
YTD
17.68%
6M
18.16%
1Y
36.89%
3Y*
21.74%
5Y*
13.62%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. XDIV.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%17.42%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		17.61%31.02%10.48%14.68%-5.50%33.37%-5.29%30.52%-16.81%14.41%

Correlation

The correlation between COMT and XDIV.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.04

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

0.12

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

0.21

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2017

0.24

Over the past year, the correlation between COMT and XDIV.TO has dropped to 0.04 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

COMT vs. XDIV.TO - Sectors Allocation Comparison

Sectors
COMT
XDIV.TO

Financial Services

100.0%
46.7%

Basic Materials

-

-

Communication Services

-

0.4%

Consumer Cyclical

-

11.5%

Consumer Defensive

-

-

Energy

-

28.8%

Healthcare

-

-

Industrials

-

-

Real Estate

-

-

Technology

-

1.3%

Utilities

-

11.3%

Financial Services

COMT
100.0%
XDIV.TO
46.7%

Basic Materials

COMT

-

XDIV.TO

-

Communication Services

COMT

-

XDIV.TO
0.4%

Consumer Cyclical

COMT

-

XDIV.TO
11.5%

Consumer Defensive

COMT

-

XDIV.TO

-

Energy

COMT

-

XDIV.TO
28.8%

Healthcare

COMT

-

XDIV.TO

-

Industrials

COMT

-

XDIV.TO

-

Real Estate

COMT

-

XDIV.TO

-

Technology

COMT

-

XDIV.TO
1.3%

Utilities

COMT

-

XDIV.TO
11.3%

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

iShares Core MSCI Canadian Quality Dividend Index ETF

Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC
Often compared with XDIV.TO:
XDIV.TO vs. VDY.TOXDIV.TO vs. XEI.TOXDIV.TO vs. XDV.TOXDIV.TO vs. XEQT.TOXDIV.TO vs. HDIV.TOXDIV.TO vs. XIU.TOXDIV.TO vs. CDZ.TO

Return for Risk

COMT vs. XDIV.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
XDIV.TO
XDIV.TO Risk / Return Rank: 9898
Overall Rank
XDIV.TO Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
XDIV.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
XDIV.TO Omega Ratio Rank: 9898
Omega Ratio Rank
XDIV.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
XDIV.TO Martin Ratio Rank: 9898
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. XDIV.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.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.

COMTXDIV.TODifference
Sharpe ratioReturn per unit of total volatility
1.92
4.21

-2.29

Sortino ratioReturn per unit of downside risk
2.53
6.03

-3.50

Omega ratioGain probability vs. loss probability

1.34

1.81

-0.47

Calmar ratioReturn relative to maximum drawdown

4.99

11.19

-6.20

Martin ratioReturn relative to average drawdown

11.85

37.59

-25.74

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. XDIV.TO - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.92, which is lower than the XDIV.TO Sharpe Ratio of 4.21. The chart below compares the historical Sharpe Ratios of COMT and XDIV.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

COMTXDIV.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

4.21

-2.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

1.10

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.71

-0.52

Drawdowns

COMT vs. XDIV.TO - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than XDIV.TO's maximum drawdown of -46.32%. Use the drawdown chart below to compare losses from any high point for COMT and XDIV.TO.

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Drawdown Indicators

COMTXDIV.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-46.32%

-5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-3.31%

-4.96%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-12.20%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-24.74%

-4.26%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

—

—

Current Drawdown

Current decline from peak

-7.67%

-0.76%

-6.91%

Average Drawdown

Average peak-to-trough decline

-24.05%

-6.35%

-17.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

0.98%

+2.49%

Volatility

COMT vs. XDIV.TO - Volatility Comparison

iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 6.67% compared to iShares Core MSCI Canadian Quality Dividend Index ETF (XDIV.TO) at 2.51%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than XDIV.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

COMTXDIV.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.67%

2.51%

+4.16%

Volatility (6M)

Calculated over the trailing 6-month period

19.03%

6.83%

+12.20%

Volatility (1Y)

Calculated over the trailing 1-year period

21.50%

8.82%

+12.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

12.47%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

17.77%

+1.13%

COMT vs. XDIV.TO - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than XDIV.TO's 0.11% expense ratio.

Dividends

COMT vs. XDIV.TO - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.71%, more than XDIV.TO's 3.31% 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%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		3.31%3.90%4.50%4.42%4.15%3.76%4.85%4.24%5.13%1.92%0.00%0.00%

Frequently Asked Questions

COMT and XDIV.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XDIV.TO is cheaper at 0.11% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XDIV.TO is cheaper with a 0.11% expense ratio, compared with 0.48% for COMT.

COMT is categorized as Commodities, while XDIV.TO is Dividend. Their fees differ too: 0.48% for COMT and 0.11% for XDIV.TO.

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