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EMCB vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EMCB vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Corporate Bond Fund (EMCB) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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EMCB vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
-0.18%8.19%7.11%8.76%-12.98%-0.62%8.60%13.43%-3.07%9.47%
COMT
iShares Commodities Select Strategy ETF
35.81%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Returns By Period

In the year-to-date period, EMCB achieves a -0.18% return, which is significantly lower than COMT's 35.81% return. Over the past 10 years, EMCB has underperformed COMT with an annualized return of 4.24%, while COMT has yielded a comparatively higher 10.23% annualized return.


EMCB

1D
0.28%
1M
-2.79%
YTD
-0.18%
6M
0.49%
1Y
5.71%
3Y*
7.32%
5Y*
2.02%
10Y*
4.24%

COMT

1D
-1.46%
1M
20.45%
YTD
35.81%
6M
35.80%
1Y
37.75%
3Y*
14.15%
5Y*
15.41%
10Y*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EMCB vs. COMT - Expense Ratio Comparison

EMCB has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.


Return for Risk

EMCB vs. COMT — Risk / Return Rank

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

EMCB
EMCB Risk / Return Rank: 5858
Overall Rank
EMCB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EMCB Sortino Ratio Rank: 4242
Sortino Ratio Rank
EMCB Omega Ratio Rank: 5353
Omega Ratio Rank
EMCB Calmar Ratio Rank: 7676
Calmar Ratio Rank
EMCB Martin Ratio Rank: 7777
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 8989
Overall Rank
COMT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 9191
Sortino Ratio Rank
COMT Omega Ratio Rank: 8888
Omega Ratio Rank
COMT Calmar Ratio Rank: 9393
Calmar Ratio Rank
COMT Martin Ratio Rank: 8686
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.

EMCB vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) 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.


EMCBCOMTDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.91

-1.15

Sortino ratio

Return per unit of downside risk

1.14

2.55

-1.41

Omega ratio

Gain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratio

Return relative to maximum drawdown

1.97

3.35

-1.38

Martin ratio

Return relative to average drawdown

8.13

9.53

-1.41

EMCB vs. COMT - Sharpe Ratio Comparison

The current EMCB Sharpe Ratio is 0.77, which is lower than the COMT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of EMCB and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EMCBCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.91

-1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.29

0.76

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.55

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.20

+0.25

Correlation

The correlation between EMCB and COMT is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EMCB vs. COMT - Dividend Comparison

EMCB's dividend yield for the trailing twelve months is around 5.46%, less than COMT's 5.70% yield.


TTM20252024202320222021202020192018201720162015
EMCB
WisdomTree Emerging Markets Corporate Bond Fund
5.46%5.47%5.29%5.09%4.04%3.43%3.85%4.17%4.20%4.04%4.08%5.09%
COMT
iShares Commodities Select Strategy ETF
5.70%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%

Drawdowns

EMCB vs. COMT - Drawdown Comparison

The maximum EMCB drawdown since its inception was -22.81%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for EMCB and COMT.


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Drawdown Indicators


EMCBCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-22.81%

-51.89%

+29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-3.43%

-11.84%

+8.41%

Max Drawdown (5Y)

Largest decline over 5 years

-21.50%

-29.00%

+7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-22.81%

-39.22%

+16.41%

Current Drawdown

Current decline from peak

-2.79%

-1.46%

-1.33%

Average Drawdown

Average peak-to-trough decline

-4.27%

-24.39%

+20.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

4.16%

-3.33%

Volatility

EMCB vs. COMT - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Corporate Bond Fund (EMCB) is 1.20%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that EMCB 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


EMCBCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.20%

10.12%

-8.92%

Volatility (6M)

Calculated over the trailing 6-month period

2.49%

15.20%

-12.71%

Volatility (1Y)

Calculated over the trailing 1-year period

7.54%

19.85%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.02%

20.53%

-13.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.52%

18.68%

-10.16%