FTHI vs. COMT
Compare and contrast key facts about First Trust BuyWrite Income ETF (FTHI) and iShares Commodities Select Strategy ETF (COMT).
FTHI and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTHI is an actively managed fund by First Trust. It was launched on Jan 6, 2014. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Performance
FTHI vs. COMT - Performance Comparison
Loading graphics...
FTHI vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | -0.61% | 11.03% | 19.02% | 20.72% | -4.37% | 13.95% | -7.13% | 18.16% | -9.72% | 14.41% |
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, FTHI achieves a -0.61% return, which is significantly lower than COMT's 35.81% return. Over the past 10 years, FTHI has underperformed COMT with an annualized return of 7.99%, while COMT has yielded a comparatively higher 10.23% annualized return.
FTHI
- 1D
- 2.23%
- 1M
- -2.30%
- YTD
- -0.61%
- 6M
- 1.27%
- 1Y
- 14.85%
- 3Y*
- 14.15%
- 5Y*
- 10.18%
- 10Y*
- 7.99%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
FTHI vs. COMT - Expense Ratio Comparison
FTHI has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.
Return for Risk
FTHI vs. COMT — Risk / Return Rank
FTHI
COMT
FTHI vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust BuyWrite Income ETF (FTHI) 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.
| FTHI | COMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 1.91 | -0.92 |
Sortino ratioReturn per unit of downside risk | 1.51 | 2.55 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.35 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 3.35 | -1.96 |
Martin ratioReturn relative to average drawdown | 7.84 | 9.53 | -1.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| FTHI | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.00 | 1.91 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.76 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.55 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.20 | +0.31 |
Correlation
The correlation between FTHI and COMT is 0.28, 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
FTHI vs. COMT - Dividend Comparison
FTHI's dividend yield for the trailing twelve months is around 8.99%, more than COMT's 5.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTHI First Trust BuyWrite Income ETF | 8.99% | 8.70% | 8.61% | 8.50% | 9.06% | 4.37% | 4.76% | 4.21% | 4.76% | 4.00% | 4.41% | 4.98% |
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
FTHI vs. COMT - Drawdown Comparison
The maximum FTHI drawdown since its inception was -32.65%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for FTHI and COMT.
Loading graphics...
Drawdown Indicators
| FTHI | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.65% | -51.89% | +19.24% |
Max Drawdown (1Y)Largest decline over 1 year | -10.92% | -11.84% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -16.70% | -29.00% | +12.30% |
Max Drawdown (10Y)Largest decline over 10 years | -32.65% | -39.22% | +6.57% |
Current DrawdownCurrent decline from peak | -3.36% | -1.46% | -1.90% |
Average DrawdownAverage peak-to-trough decline | -3.73% | -24.39% | +20.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 4.16% | -2.21% |
Volatility
FTHI vs. COMT - Volatility Comparison
The current volatility for First Trust BuyWrite Income ETF (FTHI) is 4.36%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that FTHI 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.
Loading graphics...
Volatility by Period
| FTHI | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.36% | 10.12% | -5.76% |
Volatility (6M)Calculated over the trailing 6-month period | 7.60% | 15.20% | -7.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.99% | 19.85% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.54% | 20.53% | -6.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.38% | 18.68% | -4.30% |