HGER vs. COMT
Compare and contrast key facts about Harbor Commodity All-Weather Strategy ETF (HGER) and iShares Commodities Select Strategy ETF (COMT).
HGER and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. HGER is a passively managed fund by Harbor that tracks the performance of the Quantix Commodity Index - Benchmark TR Net. It was launched on Feb 9, 2022. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Performance
HGER vs. COMT - Performance Comparison
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HGER vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 25.22% | 20.08% | 9.25% | 1.93% | 9.77% |
COMT iShares Commodities Select Strategy ETF | 33.92% | 6.07% | 5.96% | -6.56% | 7.51% |
Returns By Period
In the year-to-date period, HGER achieves a 25.22% return, which is significantly lower than COMT's 33.92% return.
HGER
- 1D
- 0.23%
- 1M
- 6.26%
- YTD
- 25.22%
- 6M
- 29.21%
- 1Y
- 37.94%
- 3Y*
- 18.53%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -1.39%
- 1M
- 14.65%
- YTD
- 33.92%
- 6M
- 34.16%
- 1Y
- 35.63%
- 3Y*
- 13.62%
- 5Y*
- 15.09%
- 10Y*
- 10.07%
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HGER vs. COMT - Expense Ratio Comparison
HGER has a 0.68% expense ratio, which is higher than COMT's 0.48% expense ratio.
Return for Risk
HGER vs. COMT — Risk / Return Rank
HGER
COMT
HGER vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor Commodity All-Weather Strategy ETF (HGER) 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.
| HGER | COMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 1.80 | +0.31 |
Sortino ratioReturn per unit of downside risk | 2.78 | 2.42 | +0.36 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.33 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 4.35 | 3.03 | +1.32 |
Martin ratioReturn relative to average drawdown | 15.38 | 8.60 | +6.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| HGER | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.80 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.90 | 0.19 | +0.71 |
Correlation
The correlation between HGER and COMT is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
HGER vs. COMT - Dividend Comparison
HGER's dividend yield for the trailing twelve months is around 5.66%, less than COMT's 5.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HGER Harbor Commodity All-Weather Strategy ETF | 5.66% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.78% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Drawdowns
HGER vs. COMT - Drawdown Comparison
The maximum HGER drawdown since its inception was -23.31%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for HGER and COMT.
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Drawdown Indicators
| HGER | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.31% | -51.89% | +28.58% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -11.84% | +3.00% |
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 | -0.38% | -2.83% | +2.45% |
Average DrawdownAverage peak-to-trough decline | -7.90% | -24.38% | +16.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.50% | 4.17% | -1.67% |
Volatility
HGER vs. COMT - Volatility Comparison
The current volatility for Harbor Commodity All-Weather Strategy ETF (HGER) is 7.23%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.34%. This indicates that HGER 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
| HGER | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.23% | 10.34% | -3.11% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 15.28% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.06% | 19.87% | -1.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.78% | 20.53% | -2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.78% | 18.69% | -0.91% |