IBB vs. COMT
IBB (iShares Nasdaq Biotechnology ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - IBB is a Health & Biotech Equities fund tracking the NASDAQ Biotechnology Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, IBB returned 7.10%/yr vs 8.63%/yr for COMT. Their 0.13 correlation means their historical movements had little consistent relationship. IBB charges 0.47%/yr vs 0.48%/yr for COMT.
Performance
IBB vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, IBB achieves a 13.74% return, which is significantly lower than COMT's 29.49% return. Over the past 10 years, IBB has underperformed COMT with an annualized return of 7.10%, while COMT has yielded a comparatively higher 8.63% annualized return.
IBB
- 1D
- 0.87%
- 1M
- -1.80%
- 6M
- 10.29%
- YTD
- 13.74%
- 1Y
- 44.13%
- 3Y*
- 14.95%
- 5Y*
- 2.46%
- 10Y*
- 7.10%
- ALL TIME*
- 7.27%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $254.12M | $291.77M | $282.06M |
IBB vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBB iShares Nasdaq Biotechnology ETF | 13.74% | 27.98% | -2.41% | 3.76% | -13.69% | 0.95% | 26.01% | 25.42% | -9.53% | 21.08% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between IBB and COMT is -0.22, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.22 |
Correlation (3Y) Balances recent behavior with more history. | -0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.01 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.13 |
The correlation between IBB and COMT shifts across timeframes, from -0.22 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBB vs. COMT — Risk / Return Rank
IBB
COMT
IBB vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Nasdaq Biotechnology ETF (IBB) 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.
| IBB | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.27 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 4.60 | 1.91 | +2.69 |
| Martin ratioReturn relative to average drawdown | 13.29 | 5.84 | +7.46 |
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Drawdowns
IBB vs. COMT - Drawdown Comparison
The maximum IBB drawdown since its inception was -62.85%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for IBB and COMT.
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Drawdown Indicators
| IBB | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.85% | -51.89% | -10.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.63% | -17.57% | +7.94% |
Max Drawdown (3Y)Largest decline over 3 years | -24.85% | -17.57% | -7.28% |
Max Drawdown (5Y)Largest decline over 5 years | -39.82% | -29.00% | -10.82% |
Max Drawdown (10Y)Largest decline over 10 years | -39.82% | -39.22% | -0.60% |
Current DrawdownCurrent decline from peak | -3.24% | -11.75% | +8.51% |
Average DrawdownAverage peak-to-trough decline | -21.06% | -23.89% | +2.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.33% | 5.75% | -2.42% |
Volatility
IBB vs. COMT - Volatility Comparison
iShares Nasdaq Biotechnology ETF (IBB) has a higher volatility of 5.69% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.13%. This indicates that IBB's price experiences larger fluctuations and is considered to be riskier 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
| IBB | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 5.13% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.98% | 18.95% | -2.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.50% | 21.64% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.11% | 21.09% | +1.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.13% | 18.86% | +4.27% |
IBB vs. COMT - Expense Ratio Comparison
IBB has a 0.47% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
IBB vs. COMT - Dividend Comparison
IBB's dividend yield for the trailing twelve months is around 0.21%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
IBB iShares Nasdaq Biotechnology ETF | 0.21% | 0.23% | 0.29% | 0.26% | 0.31% | 0.21% | 0.21% | 0.33% | 0.20% | 0.30% | 0.19% | 0.03% |
Frequently Asked Questions
IBB and COMT have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBB has higher volatility (5.69%) compared to COMT (5.13%). In terms of maximum drawdown, IBB dropped -62.85% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.63% vs 7.10% for IBB. On fees, IBB is cheaper at 0.47% per year. On volatility, COMT has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.63% return vs 7.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBB is cheaper with a 0.47% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.98%, compared with 0.21% for IBB.
IBB is categorized as Health & Biotech Equities, while COMT is Commodities. IBB tracks NASDAQ Biotechnology Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.47% for IBB and 0.48% for COMT.
IBB currently has the higher Sharpe Ratio (2.17 vs 1.55), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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