HOII vs. COMT
HOII (REX HOOD Growth & Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - HOII is a Derivative Income fund actively managed by REX, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. HOII is actively managed, while COMT is passively managed. At a correlation of -0.16, they often move in opposite directions. HOII charges 0.99%/yr vs 0.48%/yr for COMT.
Performance
HOII vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, HOII achieves a 19,132.59% return, which is significantly higher than COMT's 20.95% return.
HOII
- 1D
- 0.00%
- 1M
- 30,031.23%
- YTD
- 19,132.59%
- 6M
- 17,931.17%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
HOII vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
HOII REX HOOD Growth & Income ETF | 19,132.59% | -23.54% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | -1.07% |
Correlation
The correlation between HOII and COMT is -0.16, 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 4, 2025 | -0.16 |
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Return for Risk
HOII vs. COMT — Risk / Return Rank
HOII
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
HOII vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX HOOD Growth & Income ETF (HOII) 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.
| HOII | 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 | — | 1.45 | — |
| Martin ratioReturn relative to average drawdown | — | 6.71 | — |
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Drawdowns
HOII vs. COMT - Drawdown Comparison
The maximum HOII drawdown since its inception was -55.38%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for HOII and COMT.
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Drawdown Indicators
| HOII | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.38% | -51.89% | -3.49% |
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 DrawdownCurrent decline from peak | 0.00% | -17.57% | +17.57% |
Average DrawdownAverage peak-to-trough decline | -36.68% | -24.00% | -12.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.79% | — |
Volatility
HOII vs. COMT - Volatility Comparison
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Volatility by Period
| HOII | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 34,045.59% | 21.28% | +34,024.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34,045.59% | 21.15% | +34,024.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34,045.59% | 18.87% | +34,026.72% |
HOII vs. COMT - Expense Ratio Comparison
HOII has a 0.99% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
HOII vs. COMT - Dividend Comparison
HOII's dividend yield for the trailing twelve months is around 120.87%, more than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
HOII REX HOOD Growth & Income ETF | 120.87% | 4.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
HOII and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMT is cheaper with a 0.48% expense ratio, compared with 0.99% for HOII.
HOII has the higher dividend yield at 120.87%, compared with 6.40% for COMT.
HOII is categorized as Derivative Income, while COMT is Commodities. They also come from different issuers: REX and iShares. Their fees differ too: 0.99% for HOII and 0.48% for COMT.
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