GUSE vs. COMT
GUSE (Goldman Sachs Enhanced U.S. Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - GUSE is a Large Cap Blend Equities fund actively managed by Goldman Sachs, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. GUSE is actively managed, while COMT is passively managed. At a correlation of -0.27, they often move in opposite directions. GUSE charges 0.30%/yr vs 0.48%/yr for COMT.
Performance
GUSE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, GUSE achieves a 9.12% return, which is significantly lower than COMT's 23.88% return.
GUSE
- 1D
- -1.22%
- 1M
- -0.47%
- YTD
- 9.12%
- 6M
- 8.10%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
GUSE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GUSE Goldman Sachs Enhanced U.S. Equity ETF | 9.12% | 2.38% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | -0.40% |
Correlation
The correlation between GUSE and COMT is -0.27, 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 (All Time) Calculated using the full available price history since Nov 17, 2025 | -0.27 |
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Return for Risk
GUSE vs. COMT — Risk / Return Rank
GUSE
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
GUSE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Enhanced U.S. Equity ETF (GUSE) 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.
| GUSE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.63 | — |
| Martin ratioReturn relative to average drawdown | — | 6.99 | — |
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Drawdowns
GUSE vs. COMT - Drawdown Comparison
The maximum GUSE drawdown since its inception was -8.54%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GUSE and COMT.
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Drawdown Indicators
| GUSE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.54% | -51.89% | +43.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -15.58% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
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 | -2.95% | -15.58% | +12.63% |
Average DrawdownAverage peak-to-trough decline | -1.42% | -24.00% | +22.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.65% | — |
Volatility
GUSE vs. COMT - Volatility Comparison
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Volatility by Period
| GUSE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.02% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.24% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 21.45% | -7.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 21.13% | -6.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 18.86% | -4.57% |
GUSE vs. COMT - Expense Ratio Comparison
GUSE has a 0.30% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
GUSE vs. COMT - Dividend Comparison
GUSE's dividend yield for the trailing twelve months is around 0.67%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
GUSE Goldman Sachs Enhanced U.S. Equity ETF | 0.67% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GUSE and COMT have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, GUSE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GUSE is cheaper with a 0.30% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.25%, compared with 0.67% for GUSE.
GUSE is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.30% for GUSE and 0.48% for COMT.
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