GSIE vs. COMT
GSIE (Goldman Sachs ActiveBeta International Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - GSIE is a Foreign Large Cap Equities fund tracking the Goldman Sachs ActiveBeta International Equity Index, 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, GSIE returned 9.39%/yr vs 8.89%/yr for COMT. Their 0.32 correlation means their historical movements had little consistent relationship. GSIE charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
GSIE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, GSIE achieves a 8.75% return, which is significantly lower than COMT's 33.14% return. Over the past 10 years, GSIE has outperformed COMT with an annualized return of 9.39%, while COMT has yielded a comparatively lower 8.89% annualized return.
GSIE
- 1D
- 0.46%
- 1M
- 1.03%
- 6M
- 5.39%
- YTD
- 8.75%
- 1Y
- 17.13%
- 3Y*
- 15.96%
- 5Y*
- 8.63%
- 10Y*
- 9.39%
- ALL TIME*
- 8.80%
COMT
- 1D
- -0.12%
- 1M
- 8.15%
- 6M
- 24.14%
- YTD
- 33.14%
- 1Y
- 36.27%
- 3Y*
- 11.70%
- 5Y*
- 12.15%
- 10Y*
- 8.89%
- ALL TIME*
- 3.55%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $10.60M | $11.19M | $14.65M | |
| $16.98M | $19.56M | $19.60M |
GSIE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GSIE Goldman Sachs ActiveBeta International Equity ETF | 8.75% | 32.53% | 5.23% | 16.99% | -15.86% | 13.27% | 7.45% | 22.83% | -13.40% | 26.22% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 33.14% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between GSIE and COMT is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.01 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 10, 2015 | 0.32 |
The correlation between GSIE and COMT shifts across timeframes, from -0.19 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GSIE vs. COMT — Risk / Return Rank
GSIE
COMT
GSIE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs ActiveBeta International Equity ETF (GSIE) 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.
| GSIE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.45 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.28 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.99 | -0.41 |
| Martin ratioReturn relative to average drawdown | 5.99 | 6.40 | -0.41 |
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Drawdowns
GSIE vs. COMT - Drawdown Comparison
The maximum GSIE drawdown since its inception was -34.63%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GSIE and COMT.
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Drawdown Indicators
| GSIE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.63% | -51.89% | +17.26% |
Max Drawdown (1Y)Largest decline over 1 year | -10.76% | -17.57% | +6.81% |
Max Drawdown (3Y)Largest decline over 3 years | -13.07% | -17.57% | +4.50% |
Max Drawdown (5Y)Largest decline over 5 years | -29.97% | -29.00% | -0.97% |
Max Drawdown (10Y)Largest decline over 10 years | -34.63% | -39.22% | +4.59% |
Current DrawdownCurrent decline from peak | -1.06% | -9.27% | +8.21% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -23.93% | +17.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.84% | 5.46% | -2.62% |
Volatility
GSIE vs. COMT - Volatility Comparison
The current volatility for Goldman Sachs ActiveBeta International Equity ETF (GSIE) is 3.56%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 4.67%. This indicates that GSIE 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
| GSIE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 4.67% | -1.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.39% | 19.58% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.49% | 21.55% | -7.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.08% | 21.07% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.49% | 18.85% | -2.36% |
GSIE vs. COMT - Expense Ratio Comparison
GSIE has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
GSIE vs. COMT - Dividend Comparison
GSIE's dividend yield for the trailing twelve months is around 2.56%, less than COMT's 5.81% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.81% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
GSIE Goldman Sachs ActiveBeta International Equity ETF | 2.56% | 2.65% | 3.11% | 2.87% | 3.01% | 2.40% | 1.60% | 2.80% | 2.68% | 2.31% | 2.15% | 0.13% |
Frequently Asked Questions
GSIE and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (4.67%) compared to GSIE (3.56%). In terms of maximum drawdown, GSIE dropped -34.63% vs COMT's -51.89%.
On 10-year performance, GSIE leads with 9.39% vs 8.89% for COMT. On fees, GSIE is cheaper at 0.25% per year. On volatility, GSIE has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, GSIE has performed better with a 9.39% return vs 8.89%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
GSIE is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.81%, compared with 2.56% for GSIE.
GSIE is categorized as Foreign Large Cap Equities, while COMT is Commodities. GSIE tracks Goldman Sachs ActiveBeta International Equity Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.25% for GSIE and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.62 vs 1.17), 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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