INDH vs. COMT
INDH (WisdomTree India Hedged Equity Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - INDH is a India Equities fund tracking the WisdomTree India Hedged Equity 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, INDH returned -5.34% vs 33.20% for COMT. At a correlation of -0.09, they often move in opposite directions. INDH charges 0.64%/yr vs 0.48%/yr for COMT.
Performance
INDH vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, INDH achieves a -7.40% return, which is significantly lower than COMT's 30.19% return.
INDH
- 1D
- 0.04%
- 1M
- -0.14%
- 6M
- -6.20%
- YTD
- -7.40%
- 1Y
- -5.34%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
INDH vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
INDH WisdomTree India Hedged Equity Fund | -7.40% | 6.76% | 5.03% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | -1.84% |
Correlation
The correlation between INDH and COMT is -0.29, 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 | -0.29 |
Correlation (All Time) Calculated using the full available price history since May 9, 2024 | -0.09 |
Over the past year, the inverse relationship between INDH and COMT has strengthened: their correlation has moved from -0.09 to -0.29, meaning they now move in opposite directions more often than their long-term average.
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Return for Risk
INDH vs. COMT — Risk / Return Rank
INDH
COMT
INDH vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree India Hedged Equity Fund (INDH) 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.
| INDH | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.95 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 1.90 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.99 | 6.35 | -7.34 |
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Drawdowns
INDH vs. COMT - Drawdown Comparison
The maximum INDH drawdown since its inception was -15.05%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for INDH and COMT.
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Drawdown Indicators
| INDH | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.05% | -51.89% | +36.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -17.57% | +4.63% |
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 | -9.46% | -11.28% | +1.82% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -23.95% | +18.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 5.24% | +0.17% |
Volatility
INDH vs. COMT - Volatility Comparison
The current volatility for WisdomTree India Hedged Equity Fund (INDH) is 3.14%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that INDH 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
| INDH | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.14% | 5.91% | -2.77% |
Volatility (6M)Calculated over the trailing 6-month period | 11.87% | 19.67% | -7.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.30% | 21.54% | -8.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.29% | 21.20% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.29% | 18.85% | -4.56% |
INDH vs. COMT - Expense Ratio Comparison
INDH has a 0.64% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
INDH vs. COMT - Dividend Comparison
INDH's dividend yield for the trailing twelve months is around 5.67%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
INDH WisdomTree India Hedged Equity Fund | 5.67% | 5.25% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
INDH and COMT have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to INDH (3.14%). In terms of maximum drawdown, INDH dropped -15.05% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.20% vs -5.34% for INDH. On fees, COMT is cheaper at 0.48% per year. On volatility, INDH has been the lower-risk option at 3.14%. 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 33.20% return vs -5.34%. 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 0.64% for INDH.
COMT has the higher dividend yield at 5.95%, compared with 5.67% for INDH.
INDH is categorized as India Equities, while COMT is Commodities. INDH tracks WisdomTree India Hedged Equity Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.64% for INDH and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.40), 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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