GVLE vs. COMT

Last updated Jun 6, 2026

GVLE (Goldman Sachs Value Opportunities ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - GVLE is a Large Cap Value Equities fund actively managed by Goldman Sachs, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. At a correlation of -0.27, they often move in opposite directions. GVLE charges 0.45%/yr vs 0.48%/yr for COMT.

Performance

GVLE vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Value Opportunities ETF (GVLE) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GVLE achieves a 10.29% return, which is significantly lower than COMT's 34.61% return.

GVLE

• 1D: -2.20%
• 1M: 1.23%
• YTD: 10.29%
• 6M: 10.74%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COMT

• 1D: -2.10%
• 1M: -3.15%
• YTD: 34.61%
• 6M: 32.76%
• 1Y: 41.55%
• 3Y*: 15.38%
• 5Y*: 12.66%
• 10Y*: 8.45%

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

GVLE vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025
GVLE Goldman Sachs Value Opportunities ETF	10.29%	4.29%
COMT iShares Commodities Select Strategy ETF	34.61%	-0.42%

Correlation

The correlation between GVLE 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 18, 2025	-0.27

Return for Risk

GVLE vs. COMT — Risk / Return Rank

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

COMT

COMT Risk / Return Rank: 66
COMT Sharpe Ratio Rank: 59
COMT Sortino Ratio Rank: 55
COMT Omega Ratio Rank: 58
COMT Calmar Ratio Rank: 88
COMT Martin Ratio Rank: 67

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.

GVLE vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Value Opportunities ETF (GVLE) 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.

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

Sharpe Ratios by Period

	GVLE	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.94	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.60	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.12	0.19	+1.94

Drawdowns

GVLE vs. COMT - Drawdown Comparison

The maximum GVLE drawdown since its inception was -7.88%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for GVLE and COMT.

Drawdown Indicators

	GVLE	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-7.88%	-51.89%	+44.01%
Max Drawdown (1Y) Largest decline over 1 year	—	-8.27%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.31%	—
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	-2.20%	-8.27%	+6.07%
Average Drawdown Average peak-to-trough decline	-1.31%	-24.06%	+22.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.44%	—

Volatility

Volatility by Period

	GVLE	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.63%	—
Volatility (6M) Calculated over the trailing 6-month period	—	19.03%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.86%	21.47%	-7.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.86%	21.08%	-7.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.86%	18.90%	-5.04%

GVLE vs. COMT - Expense Ratio Comparison

GVLE has a 0.45% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

GVLE vs. COMT - Dividend Comparison

GVLE's dividend yield for the trailing twelve months is around 1.05%, less than COMT's 5.75% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.75%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
GVLE Goldman Sachs Value Opportunities ETF	1.05%	1.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both GVLE and COMT in my portfolio?

GVLE 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.

Which ETF is better, GVLE or COMT?

On fees, GVLE is cheaper at 0.45% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GVLE or COMT?

GVLE is cheaper with a 0.45% expense ratio, compared with 0.48% for COMT.

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

COMT has the higher dividend yield at 5.75%, compared with 1.05% for GVLE.

What is the main difference between GVLE and COMT?

GVLE is categorized as Large Cap Value Equities, while COMT is Commodities. They also come from different issuers: Goldman Sachs and iShares. Their fees differ too: 0.45% for GVLE and 0.48% for COMT.