DPST vs. COMT
DPST (Direxion Daily Regional Banks Bull 3X Shares) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - DPST is a Leveraged Equities fund tracking the Solactive US Regional Banks Total Return Index (300%), 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, DPST returned -11.04%/yr vs 8.33%/yr for COMT. At a 0.20 correlation, their price movements are largely independent. DPST charges 0.99%/yr vs 0.48%/yr for COMT.
Performance
DPST vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, DPST achieves a 57.62% return, which is significantly higher than COMT's 30.19% return. Over the past 10 years, DPST has underperformed COMT with an annualized return of -11.04%, while COMT has yielded a comparatively higher 8.33% annualized return.
DPST
- 1D
- 8.17%
- 1M
- 24.29%
- 6M
- 36.47%
- YTD
- 57.62%
- 1Y
- 66.24%
- 3Y*
- 36.52%
- 5Y*
- -13.46%
- 10Y*
- -11.04%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
DPST vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DPST Direxion Daily Regional Banks Bull 3X Shares | 57.62% | -5.90% | 15.48% | -55.79% | -54.10% | 108.31% | -76.53% | 70.65% | -56.75% | 7.28% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between DPST and COMT is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2015 | 0.20 |
The correlation between DPST and COMT shifts across timeframes, from -0.18 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DPST vs. COMT — Risk / Return Rank
DPST
COMT
DPST vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Regional Banks Bull 3X Shares (DPST) 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.
| DPST | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.57 | ||
| Sortino ratioReturn per unit of downside risk | -0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.90 | -0.25 |
| Martin ratioReturn relative to average drawdown | 3.66 | 6.35 | -2.68 |
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Drawdowns
DPST vs. COMT - Drawdown Comparison
The maximum DPST drawdown since its inception was -97.73%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for DPST and COMT.
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Drawdown Indicators
| DPST | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.73% | -51.89% | -45.84% |
Max Drawdown (1Y)Largest decline over 1 year | -40.44% | -17.57% | -22.87% |
Max Drawdown (3Y)Largest decline over 3 years | -68.38% | -17.57% | -50.81% |
Max Drawdown (5Y)Largest decline over 5 years | -93.99% | -29.00% | -64.99% |
Max Drawdown (10Y)Largest decline over 10 years | -97.73% | -39.22% | -58.51% |
Current DrawdownCurrent decline from peak | -90.35% | -11.28% | -79.07% |
Average DrawdownAverage peak-to-trough decline | -64.41% | -23.95% | -40.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.13% | 5.24% | +12.89% |
Volatility
DPST vs. COMT - Volatility Comparison
Direxion Daily Regional Banks Bull 3X Shares (DPST) has a higher volatility of 17.28% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that DPST'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.
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Volatility by Period
| DPST | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.28% | 5.91% | +11.37% |
Volatility (6M)Calculated over the trailing 6-month period | 49.06% | 19.67% | +29.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.32% | 21.54% | +46.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.67% | 21.20% | +67.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 94.18% | 18.85% | +75.33% |
DPST vs. COMT - Expense Ratio Comparison
DPST has a 0.99% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
DPST vs. COMT - Dividend Comparison
DPST's dividend yield for the trailing twelve months is around 1.39%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
DPST Direxion Daily Regional Banks Bull 3X Shares | 1.39% | 2.18% | 1.55% | 1.78% | 1.51% | 0.58% | 0.90% | 1.29% | 2.18% | 0.30% | 0.00% | 0.00% |
Frequently Asked Questions
DPST 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.
DPST has higher volatility (17.28%) compared to COMT (5.91%). In terms of maximum drawdown, DPST dropped -97.73% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.33% vs -11.04% for DPST. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.91%. 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 8.33% return vs -11.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.99% for DPST.
COMT has the higher dividend yield at 5.95%, compared with 1.39% for DPST.
DPST is categorized as Leveraged Equities, while COMT is Commodities. DPST tracks Solactive US Regional Banks Total Return Index (300%), while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Direxion and iShares. Their fees differ too: 0.99% for DPST and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.97), 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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