DES vs. COMT
DES (WisdomTree U.S. SmallCap Dividend Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - DES is a Small Cap Blend Equities fund tracking the WisdomTree SmallCap Dividend (TR), while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, DES returned 8.22%/yr vs 8.63%/yr for COMT. Their 0.30 correlation means their historical movements had little consistent relationship. DES charges 0.38%/yr vs 0.48%/yr for COMT.
Performance
DES vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, DES achieves a 24.76% return, which is significantly lower than COMT's 29.49% return. Both investments have delivered pretty close results over the past 10 years, with DES having a 8.22% annualized return and COMT not far ahead at 8.63%.
DES
- 1D
- -0.65%
- 1M
- 2.72%
- 6M
- 12.64%
- YTD
- 24.76%
- 1Y
- 32.63%
- 3Y*
- 13.96%
- 5Y*
- 8.42%
- 10Y*
- 8.22%
- ALL TIME*
- 7.96%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $5.14M | $4.84M | $5.81M |
DES vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DES WisdomTree U.S. SmallCap Dividend Fund | 24.76% | 0.25% | 9.93% | 16.50% | -10.96% | 26.51% | -4.26% | 20.26% | -12.85% | 8.64% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between DES and COMT is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.26 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.30 |
The correlation between DES and COMT shifts across timeframes, from -0.18 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DES vs. COMT — Risk / Return Rank
DES
COMT
DES vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Dividend Fund (DES) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). 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.
| DES | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 1.91 | +2.38 |
| Martin ratioReturn relative to average drawdown | 12.92 | 5.84 | +7.09 |
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Drawdowns
DES vs. COMT - Drawdown Comparison
The maximum DES drawdown since its inception was -65.48%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DES and COMT.
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Drawdown Indicators
| DES | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.48% | -51.89% | -13.59% |
Max Drawdown (1Y)Largest decline over 1 year | -7.64% | -17.57% | +9.93% |
Max Drawdown (3Y)Largest decline over 3 years | -25.16% | -17.57% | -7.59% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -29.00% | +3.84% |
Max Drawdown (10Y)Largest decline over 10 years | -45.65% | -39.22% | -6.43% |
Current DrawdownCurrent decline from peak | -0.65% | -11.75% | +11.10% |
Average DrawdownAverage peak-to-trough decline | -9.61% | -23.89% | +14.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 5.75% | -3.22% |
Volatility
DES vs. COMT - Volatility Comparison
The current volatility for WisdomTree U.S. SmallCap Dividend Fund (DES) is 3.66%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that DES experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DES | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 5.13% | -1.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.22% | 18.95% | -8.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.72% | 21.64% | -5.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.37% | 21.09% | -1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.92% | 18.86% | +3.06% |
DES vs. COMT - Expense Ratio Comparison
DES has a 0.38% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
DES vs. COMT - Dividend Comparison
DES's dividend yield for the trailing twelve months is around 2.22%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
DES WisdomTree U.S. SmallCap Dividend Fund | 2.22% | 2.85% | 2.81% | 2.65% | 2.89% | 2.31% | 2.75% | 2.68% | 3.65% | 2.89% | 2.70% | 3.09% |
Frequently Asked Questions
DES and COMT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.13%) compared to DES (3.66%). In terms of maximum drawdown, DES dropped -65.48% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.63% vs 8.22% for DES. On fees, DES is cheaper at 0.38% per year. On volatility, DES has been the lower-risk option at 3.66%. 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 8.63% return vs 8.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DES is cheaper with a 0.38% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.98%, compared with 2.22% for DES.
DES is categorized as Small Cap Blend Equities, while COMT is Commodities. DES tracks WisdomTree SmallCap Dividend (TR), while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DES and 0.48% for COMT.
DES currently has the higher Sharpe Ratio (2.09 vs 1.55), 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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