GSGO vs. COMT
GSGO (Goldman Sachs Growth Opportunities ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - GSGO is a Large Cap Growth Equities fund actively managed by Goldman Sachs, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. GSGO is actively managed, while COMT is passively managed. Their -0.25 correlation means they have often moved in opposite directions in the past. GSGO charges 0.45%/yr vs 0.48%/yr for COMT.
Performance
GSGO vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, GSGO achieves a 12.07% return, which is significantly lower than COMT's 29.49% return.
GSGO
- 1D
- -0.40%
- 1M
- 1.00%
- 6M
- 16.12%
- YTD
- 12.07%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $351.52K | $323.26K | $306.84K |
GSGO vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GSGO Goldman Sachs Growth Opportunities ETF | 12.07% | 0.81% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | -0.40% |
Correlation
The correlation between GSGO and COMT is -0.25, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.25 |
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Return for Risk
GSGO vs. COMT — Risk / Return Rank
GSGO
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
GSGO vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Growth Opportunities ETF (GSGO) 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.
| GSGO | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.27 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.91 | — |
| Martin ratioReturn relative to average drawdown | — | 5.84 | — |
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Drawdowns
GSGO vs. COMT - Drawdown Comparison
The maximum GSGO drawdown since its inception was -13.88%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GSGO and COMT.
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Drawdown Indicators
| GSGO | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.88% | -51.89% | +38.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.07% | -11.75% | +10.68% |
Average DrawdownAverage peak-to-trough decline | -3.23% | -23.89% | +20.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.75% | — |
Volatility
GSGO vs. COMT - Volatility Comparison
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Volatility by Period
| GSGO | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.13% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 18.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 20.01% | 21.64% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.01% | 21.09% | -1.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.01% | 18.86% | +1.15% |
GSGO vs. COMT - Expense Ratio Comparison
GSGO has a 0.45% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
GSGO vs. COMT - Dividend Comparison
GSGO has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
GSGO Goldman Sachs Growth Opportunities ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSGO and COMT have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GSGO is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GSGO is cheaper with a 0.45% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.98%, compared with 0.00% for GSGO.
GSGO is categorized as Large Cap Growth Equities, while COMT is Commodities. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.45% for GSGO and 0.48% for COMT.
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