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GNR vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GNR vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SPDR S&P Global Natural Resources ETF (GNR) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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GNR vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNR
SPDR S&P Global Natural Resources ETF
20.16%28.68%-8.27%2.95%10.20%24.73%-0.03%16.49%-13.19%22.64%
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, GNR achieves a 20.16% return, which is significantly lower than COMT's 35.81% return. Over the past 10 years, GNR has outperformed COMT with an annualized return of 11.66%, while COMT has yielded a comparatively lower 10.23% annualized return.


GNR

1D
2.19%
1M
-1.16%
YTD
20.16%
6M
28.10%
1Y
44.49%
3Y*
13.40%
5Y*
12.05%
10Y*
11.66%

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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GNR vs. COMT - Expense Ratio Comparison

GNR has a 0.40% expense ratio, which is lower than COMT's 0.48% expense ratio.


Return for Risk

GNR vs. COMT — Risk / Return Rank

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

GNR
GNR Risk / Return Rank: 9393
Overall Rank
GNR Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
GNR Sortino Ratio Rank: 9393
Sortino Ratio Rank
GNR Omega Ratio Rank: 9393
Omega Ratio Rank
GNR Calmar Ratio Rank: 9090
Calmar Ratio Rank
GNR Martin Ratio Rank: 9595
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.

GNR vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Global Natural Resources ETF (GNR) 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.


GNRCOMTDifference

Sharpe ratio

Return per unit of total volatility

2.16

1.91

+0.25

Sortino ratio

Return per unit of downside risk

2.75

2.55

+0.21

Omega ratio

Gain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratio

Return relative to maximum drawdown

2.98

3.35

-0.37

Martin ratio

Return relative to average drawdown

15.63

9.53

+6.10

GNR vs. COMT - Sharpe Ratio Comparison

The current GNR Sharpe Ratio is 2.16, which is comparable to the COMT Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of GNR 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


GNRCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.16

1.91

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

0.76

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.55

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.20

+0.07

Correlation

The correlation between GNR and COMT is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GNR vs. COMT - Dividend Comparison

GNR's dividend yield for the trailing twelve months is around 2.30%, less than COMT's 5.70% yield.


TTM20252024202320222021202020192018201720162015
GNR
SPDR S&P Global Natural Resources ETF
2.30%2.76%4.73%3.37%4.37%3.44%2.78%3.84%3.51%2.40%2.06%4.59%
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

GNR vs. COMT - Drawdown Comparison

The maximum GNR drawdown since its inception was -51.37%, roughly equal to the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GNR and COMT.


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Drawdown Indicators


GNRCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-51.37%

-51.89%

+0.52%

Max Drawdown (1Y)

Largest decline over 1 year

-14.80%

-11.84%

-2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-25.66%

-29.00%

+3.34%

Max Drawdown (10Y)

Largest decline over 10 years

-48.59%

-39.22%

-9.37%

Current Drawdown

Current decline from peak

-1.59%

-1.46%

-0.13%

Average Drawdown

Average peak-to-trough decline

-15.10%

-24.39%

+9.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.16%

-1.33%

Volatility

GNR vs. COMT - Volatility Comparison

The current volatility for SPDR S&P Global Natural Resources ETF (GNR) is 6.47%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.12%. This indicates that GNR 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


GNRCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

10.12%

-3.65%

Volatility (6M)

Calculated over the trailing 6-month period

13.76%

15.20%

-1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

19.85%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.36%

20.53%

-0.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.01%

18.68%

+3.33%