GSIG vs. COMT

Last updated Jul 18, 2026

GSIG (Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - GSIG is a Corporate Bonds fund tracking the FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. At a correlation of -0.06, they often move in opposite directions. GSIG charges 0.14%/yr vs 0.48%/yr for COMT.

Performance

GSIG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

GSIG

• 1D: —
• 1M: —
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COMT

• 1D: 0.77%
• 1M: 3.95%
• 6M: 27.16%
• YTD: 31.19%
• 1Y: 33.37%
• 3Y*: 12.55%
• 5Y*: 11.92%
• 10Y*: 8.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

GSIG vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF	0.68%	6.69%	4.72%	6.06%	-5.80%	-0.81%	1.59%
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF	31.19%	6.07%	5.96%	-6.56%	19.45%	36.88%	9.66%

Correlation

The correlation between GSIG and COMT is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.32
Correlation (3Y) Calculated over the trailing 3-year period	-0.17
Correlation (5Y) Calculated over the trailing 5-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Jul 9, 2020	-0.06

Over the past year, the inverse relationship between GSIG and COMT has strengthened: their correlation has moved from -0.06 to -0.32, meaning they now move in opposite directions more often than their long-term average.

Return for Risk

GSIG vs. COMT — Risk / Return Rank

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

GSIG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

COMT

COMT Risk / Return Rank: 53
COMT Sharpe Ratio Rank: 58
COMT Sortino Ratio Rank: 56
COMT Omega Ratio Rank: 56
COMT Calmar Ratio Rank: 46
COMT Martin Ratio Rank: 47

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.

GSIG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF (GSIG) 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.

	GSIG	COMT	Difference
Sharpe ratio: Return per unit of total volatility	—	1.56	—
Sortino ratio: Return per unit of downside risk	—	2.14	—
Omega ratio: Gain probability vs. loss probability	—	1.28	—
Calmar ratio: Return relative to maximum drawdown	—	1.91	—
Martin ratio: Return relative to average drawdown	—	6.33	—

Drawdowns

Drawdown Indicators

	GSIG	COMT	Difference
Max Drawdown Largest peak-to-trough decline	—	-51.89%	—
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 Drawdown Current decline from peak	—	-10.59%	—
Average Drawdown Average peak-to-trough decline	—	-23.95%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.29%	—

Volatility

Volatility by Period

	GSIG	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	5.74%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.67%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.55%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	21.19%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	18.85%	—

GSIG vs. COMT - Expense Ratio Comparison

GSIG has a 0.14% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

GSIG vs. COMT - Dividend Comparison

GSIG's dividend yield for the trailing twelve months is around 4.00%, less than COMT's 5.90% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF	5.90%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
GSIG Goldman Sachs Access Investment Grade Corporate 1-5 Year Bond ETF	4.00%	4.61%	4.59%	3.51%	2.21%	1.04%	0.45%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GSIG and COMT in my portfolio?

GSIG and COMT have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GSIG or COMT?

On fees, GSIG is cheaper at 0.14% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GSIG or COMT?

GSIG is cheaper with a 0.14% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, GSIG or COMT?

COMT has the higher dividend yield at 5.90%, compared with 4.00% for GSIG.

What is the main difference between GSIG and COMT?

GSIG is categorized as Corporate Bonds, while COMT is Commodities. GSIG tracks FTSE Goldman Sachs US Investment-Grade Corporate Bond 1-5 Years 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: 0.14% for GSIG and 0.48% for COMT.