DHT vs. COMT

Last updated Jun 5, 2026

DHT (DHT Holdings, Inc.) is a stock, while COMT (iShares Commodities Select Strategy ETF) is Commodities fund actively managed by iShares. Over the past 10 years, DHT returned 19.77%/yr vs 8.79%/yr for COMT. At a 0.26 correlation, their price movements are largely independent.

Performance

DHT vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DHT Holdings, Inc. (DHT) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DHT achieves a 41.29% return, which is significantly higher than COMT's 37.50% return. Over the past 10 years, DHT has outperformed COMT with an annualized return of 19.77%, while COMT has yielded a comparatively lower 8.79% annualized return.

DHT

• 1D: -0.92%
• 1M: -11.90%
• YTD: 41.29%
• 6M: 35.31%
• 1Y: 55.40%
• 3Y*: 40.32%
• 5Y*: 30.30%
• 10Y*: 19.77%

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DHT vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DHT DHT Holdings, Inc.	41.29%	40.04%	3.58%	24.07%	73.87%	1.41%	-20.52%	118.96%	11.32%	-9.26%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between DHT and COMT is 0.02, 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	0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.16
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.26

Over the past year, the correlation between DHT and COMT has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Return for Risk

DHT vs. COMT — Risk / Return Rank

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

DHT

DHT Risk / Return Rank: 82
DHT Sharpe Ratio Rank: 84
DHT Sortino Ratio Rank: 81
DHT Omega Ratio Rank: 77
DHT Calmar Ratio Rank: 86
DHT Martin Ratio Rank: 83

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

DHT vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DHT Holdings, Inc. (DHT) and iShares Commodities Select 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.

	DHT	COMT	Difference
Sharpe ratio: Return per unit of total volatility	1.65	2.14	-0.49
Sortino ratio: Return per unit of downside risk	2.36	2.77	-0.41
Omega ratio: Gain probability vs. loss probability	1.27	1.38	-0.11
Calmar ratio: Return relative to maximum drawdown	3.66	5.70	-2.04
Martin ratio: Return relative to average drawdown	7.77	13.42	-5.65
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DHT vs. COMT - Sharpe Ratio Comparison

The current DHT Sharpe Ratio is 1.65, which is comparable to the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of DHT and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DHT	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	2.14	-0.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.63	+0.17
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.47	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	-0.05	0.20	-0.25

Drawdowns

DHT vs. COMT - Drawdown Comparison

The maximum DHT drawdown since its inception was -97.12%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DHT and COMT.

Drawdown Indicators

	DHT	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-97.12%	-51.89%	-45.23%
Max Drawdown (1Y) Largest decline over 1 year	-15.22%	-8.02%	-7.20%
Max Drawdown (3Y) Largest decline over 3 years	-24.96%	-13.31%	-11.65%
Max Drawdown (5Y) Largest decline over 5 years	-34.44%	-29.00%	-5.44%
Max Drawdown (10Y) Largest decline over 10 years	-39.56%	-39.22%	-0.34%
Current Drawdown Current decline from peak	-67.38%	-6.30%	-61.08%
Average Drawdown Average peak-to-trough decline	-76.38%	-24.06%	-52.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.15%	3.40%	+3.75%

Volatility

DHT vs. COMT - Volatility Comparison

DHT Holdings, Inc. (DHT) has a higher volatility of 8.80% compared to iShares Commodities Select Strategy ETF (COMT) at 7.46%. This indicates that DHT's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DHT	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.80%	7.46%	+1.34%
Volatility (6M) Calculated over the trailing 6-month period	26.87%	18.88%	+7.99%
Volatility (1Y) Calculated over the trailing 1-year period	33.64%	21.36%	+12.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.25%	21.07%	+17.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	41.58%	18.89%	+22.69%

Dividends

DHT vs. COMT - Dividend Comparison

DHT's dividend yield for the trailing twelve months is around 9.05%, more than COMT's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
DHT DHT Holdings, Inc.	9.05%	6.06%	10.76%	11.72%	1.35%	2.50%	25.81%	2.42%	2.04%	5.57%	17.15%	6.55%

Frequently Asked Questions

Can I hold both DHT and COMT in my portfolio?

DHT and COMT have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DHT or COMT?

DHT has higher volatility (8.80%) compared to COMT (7.46%). In terms of maximum drawdown, DHT dropped -97.12% vs COMT's -51.89%.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.14 vs 1.65), 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.