IDME vs. COMT
IDME (Aptus International Drawdown Managed Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - IDME is a Global Equities fund actively managed by Aptus Capital Advisors, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. IDME is actively managed, while COMT is passively managed. Over the past 3 years, IDME returned 18.57%/yr vs 12.01%/yr for COMT. At a 0.16 correlation, their price movements are largely independent. IDME charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
IDME vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, IDME achieves a 17.51% return, which is significantly lower than COMT's 23.88% return.
IDME
- 1D
- 0.05%
- 1M
- 3.26%
- YTD
- 17.51%
- 6M
- 17.95%
- 1Y
- 36.34%
- 3Y*
- 18.57%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
IDME vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
IDME Aptus International Drawdown Managed Equity ETF | 17.51% | 27.53% | 6.12% | 9.07% | -19.79% | -1.16% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 6.46% |
Correlation
The correlation between IDME and COMT is -0.22, 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 (1Y) Calculated over the trailing 1-year period | -0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2021 | 0.16 |
The correlation between IDME and COMT shifts across timeframes, from -0.22 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IDME vs. COMT — Risk / Return Rank
IDME
COMT
IDME vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aptus International Drawdown Managed Equity ETF (IDME) 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.
| IDME | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.22 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.19 | 1.63 | +1.56 |
| Martin ratioReturn relative to average drawdown | 12.50 | 6.99 | +5.52 |
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Drawdowns
IDME vs. COMT - Drawdown Comparison
The maximum IDME drawdown since its inception was -29.20%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for IDME and COMT.
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Drawdown Indicators
| IDME | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -51.89% | +22.69% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -15.58% | +4.12% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -15.58% | +2.70% |
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% | -15.58% | +15.58% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -24.00% | +12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.65% | -0.74% |
Volatility
IDME vs. COMT - Volatility Comparison
Aptus International Drawdown Managed Equity ETF (IDME) has a higher volatility of 5.89% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.02%. This indicates that IDME'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
| IDME | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.89% | 5.02% | +0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 19.24% | -5.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.23% | 21.45% | -5.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.76% | 21.13% | -6.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.76% | 18.86% | -4.10% |
IDME vs. COMT - Expense Ratio Comparison
IDME has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
IDME vs. COMT - Dividend Comparison
IDME's dividend yield for the trailing twelve months is around 4.92%, less than COMT's 6.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
IDME Aptus International Drawdown Managed Equity ETF | 4.92% | 4.90% | 5.64% | 3.71% | 2.62% | 1.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
IDME 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.
IDME has higher volatility (5.89%) compared to COMT (5.02%). In terms of maximum drawdown, IDME dropped -29.20% vs COMT's -51.89%.
On 3-year performance, IDME leads with 18.57% vs 12.01% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, IDME has performed better with a 18.57% return vs 12.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.65% for IDME.
COMT has the higher dividend yield at 6.25%, compared with 4.92% for IDME.
IDME is categorized as Global Equities, while COMT is Commodities. They also come from different issuers: Aptus Capital Advisors and iShares. Their fees differ too: 0.65% for IDME and 0.48% for COMT.
IDME currently has the higher Sharpe Ratio (2.25 vs 1.20), 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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