IBGK vs. COMT
IBGK (iShares iBonds Dec 2054 Term Treasury ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - IBGK is a Long-Term Bond fund tracking the ICE 2054 Maturity US Treasury 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 year, IBGK returned -1.96% vs 32.33% for COMT. Their -0.25 correlation means they have often moved in opposite directions in the past. IBGK charges 0.07%/yr vs 0.48%/yr for COMT.
Performance
IBGK vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, IBGK achieves a -3.18% return, which is significantly lower than COMT's 29.71% return.
IBGK
- 1D
- 0.42%
- 1M
- -3.43%
- 6M
- -2.71%
- YTD
- -3.18%
- 1Y
- -1.96%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -1.45%
COMT
- 1D
- -1.07%
- 1M
- 6.95%
- 6M
- 22.67%
- YTD
- 29.71%
- 1Y
- 32.33%
- 3Y*
- 10.69%
- 5Y*
- 11.95%
- 10Y*
- 8.65%
- ALL TIME*
- 3.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $14.80K | $17.29K | $31.57K |
IBGK vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
IBGK iShares iBonds Dec 2054 Term Treasury ETF | -3.18% | 3.66% | -3.44% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 6.07% | -1.47% |
Correlation
The correlation between IBGK and COMT is -0.38, 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. | -0.38 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2024 | -0.25 |
The correlation between IBGK and COMT shifts across timeframes, from -0.38 (1 year) to -0.25 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IBGK vs. COMT — Risk / Return Rank
IBGK
COMT
IBGK vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) 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.
| IBGK | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.73 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.85 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.57 | 5.74 | -6.31 |
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Drawdowns
IBGK vs. COMT - Drawdown Comparison
The maximum IBGK drawdown since its inception was -14.62%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for IBGK and COMT.
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Drawdown Indicators
| IBGK | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.62% | -51.89% | +37.27% |
Max Drawdown (1Y)Largest decline over 1 year | -7.48% | -17.57% | +10.09% |
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 | -11.76% | -11.61% | -0.15% |
Average DrawdownAverage peak-to-trough decline | -8.15% | -23.90% | +15.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 5.65% | -2.21% |
Volatility
IBGK vs. COMT - Volatility Comparison
The current volatility for iShares iBonds Dec 2054 Term Treasury ETF (IBGK) is 2.45%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.28%. This indicates that IBGK 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
| IBGK | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.45% | 5.28% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 6.58% | 19.54% | -12.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.86% | 21.66% | -12.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.62% | 21.10% | -9.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.62% | 18.86% | -7.24% |
IBGK vs. COMT - Expense Ratio Comparison
IBGK has a 0.07% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
IBGK vs. COMT - Dividend Comparison
IBGK's dividend yield for the trailing twelve months is around 4.84%, less than COMT's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.97% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
IBGK iShares iBonds Dec 2054 Term Treasury ETF | 4.84% | 4.59% | 3.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IBGK and COMT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.28%) compared to IBGK (2.45%). In terms of maximum drawdown, IBGK dropped -14.62% vs COMT's -51.89%.
On 1-year performance, COMT leads with 32.33% vs -1.96% for IBGK. On fees, IBGK is cheaper at 0.07% per year. On volatility, IBGK has been the lower-risk option at 2.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 32.33% return vs -1.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IBGK is cheaper with a 0.07% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.97%, compared with 4.84% for IBGK.
IBGK is categorized as Long-Term Bond, while COMT is Commodities. IBGK tracks ICE 2054 Maturity US Treasury Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.07% for IBGK and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.50 vs -0.22), 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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