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

Performance

COMT vs. XIC.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 S&P/TSX Capped Composite Index ETF (XIC.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 XIC.TO is traded in CAD. To make them comparable, the XIC.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 30.63% return, which is significantly higher than XIC.TO's 9.05% return. Over the past 10 years, COMT has underperformed XIC.TO with an annualized return of 8.40%, while XIC.TO has yielded a comparatively higher 11.83% annualized return.


COMT

1D
-1.20%
1M
-9.42%
YTD
30.63%
6M
31.55%
1Y
29.80%
3Y*
14.44%
5Y*
11.79%
10Y*
8.40%

XIC.TO

1D
0.61%
1M
1.62%
YTD
9.05%
6M
10.41%
1Y
31.21%
3Y*
22.03%
5Y*
11.31%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. XIC.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMT
iShares Commodities Select Strategy ETF
30.63%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
9.05%37.80%12.00%14.46%-11.43%23.49%8.18%28.04%-15.80%16.91%

Correlation

The correlation between COMT and XIC.TO is -0.11, 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

-0.11

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

0.10

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

0.24

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

0.31

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

0.35

The correlation between COMT and XIC.TO shifts across timeframes, from -0.11 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COMT vs. XIC.TO — Risk / Return Rank

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

COMT
COMT Risk / Return Rank: 5656
Overall Rank
COMT Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4848
Sortino Ratio Rank
COMT Omega Ratio Rank: 5151
Omega Ratio Rank
COMT Calmar Ratio Rank: 7070
Calmar Ratio Rank
COMT Martin Ratio Rank: 5959
Martin Ratio Rank

XIC.TO
XIC.TO Risk / Return Rank: 8787
Overall Rank
XIC.TO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XIC.TO Sortino Ratio Rank: 8787
Sortino Ratio Rank
XIC.TO Omega Ratio Rank: 8787
Omega Ratio Rank
XIC.TO Calmar Ratio Rank: 8181
Calmar Ratio Rank
XIC.TO Martin Ratio Rank: 8989
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. XIC.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 S&P/TSX Capped Composite Index ETF (XIC.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.

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.


COMTXIC.TODifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.86

Omega ratioGain probability vs. loss probability

1.28

1.40

-0.12

Calmar ratioReturn relative to maximum drawdown

3.07

3.25

-0.18

Martin ratioReturn relative to average drawdown

9.13

13.88

-4.75

COMT vs. XIC.TO - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.56, which is lower than the XIC.TO Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of COMT and XIC.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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Drawdowns

COMT vs. XIC.TO - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum XIC.TO drawdown of -59.65%. Use the drawdown chart below to compare losses from any high point for COMT and XIC.TO.


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Drawdown Indicators


COMTXIC.TODifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-59.65%

+7.76%

Max Drawdown (1Y)

Largest decline over 1 year

-10.98%

-9.73%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-12.76%

-0.55%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-24.02%

-4.98%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-42.59%

+3.37%

Current Drawdown

Current decline from peak

-10.98%

-1.53%

-9.45%

Average Drawdown

Average peak-to-trough decline

-24.02%

-10.99%

-13.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.68%

2.27%

+1.41%

Volatility

COMT vs. XIC.TO - Volatility Comparison

iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 5.85% compared to iShares Core S&P/TSX Capped Composite Index ETF (XIC.TO) at 4.50%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than XIC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTXIC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.85%

4.50%

+1.35%

Volatility (6M)

Calculated over the trailing 6-month period

19.18%

11.13%

+8.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.55%

13.83%

+7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.11%

14.84%

+6.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.90%

16.48%

+2.42%

COMT vs. XIC.TO - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than XIC.TO's 0.06% expense ratio.


Dividends

COMT vs. XIC.TO - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.93%, more than XIC.TO's 2.01% yield.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.93%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
XIC.TO
iShares Core S&P/TSX Capped Composite Index ETF
2.01%2.23%2.64%2.96%3.10%2.45%3.03%3.01%3.19%2.49%2.72%3.21%

Frequently Asked Questions


COMT and XIC.TO have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XIC.TO is cheaper at 0.06% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XIC.TO is cheaper with a 0.06% expense ratio, compared with 0.48% for COMT.

COMT is categorized as Commodities, while XIC.TO is Canada Equities. Their fees differ too: 0.48% for COMT and 0.06% for XIC.TO.

Portfolio Optimizer

Find the right allocation for COMT and XIC.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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