ITB vs. COMT
ITB (iShares U.S. Home Construction ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - ITB is a Building & Construction fund tracking the Dow Jones U.S. Select Home Construction 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, ITB returned 13.84%/yr vs 8.33%/yr for COMT. At a 0.15 correlation, their price movements are largely independent. ITB charges 0.38%/yr vs 0.48%/yr for COMT.
Performance
ITB vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, ITB achieves a 4.41% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, ITB has outperformed COMT with an annualized return of 13.84%, while COMT has yielded a comparatively lower 8.33% annualized return.
ITB
- 1D
- 2.30%
- 1M
- 1.96%
- 6M
- -8.10%
- YTD
- 4.41%
- 1Y
- 6.11%
- 3Y*
- 5.14%
- 5Y*
- 9.52%
- 10Y*
- 13.84%
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%
ITB vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITB iShares U.S. Home Construction ETF | 4.41% | -5.26% | 2.06% | 68.91% | -26.26% | 49.25% | 26.42% | 48.70% | -30.92% | 59.65% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between ITB and COMT is -0.28, 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 | -0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.15 |
The correlation between ITB and COMT shifts across timeframes, from -0.28 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ITB vs. COMT — Risk / Return Rank
ITB
COMT
ITB vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Home Construction ETF (ITB) 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.
| ITB | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.34 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.27 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.24 | 1.90 | -1.66 |
| Martin ratioReturn relative to average drawdown | 0.43 | 6.35 | -5.91 |
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Drawdowns
ITB vs. COMT - Drawdown Comparison
The maximum ITB drawdown since its inception was -86.53%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for ITB and COMT.
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Drawdown Indicators
| ITB | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.53% | -51.89% | -34.64% |
Max Drawdown (1Y)Largest decline over 1 year | -26.04% | -17.57% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -33.35% | -17.57% | -15.78% |
Max Drawdown (5Y)Largest decline over 5 years | -40.55% | -29.00% | -11.55% |
Max Drawdown (10Y)Largest decline over 10 years | -52.10% | -39.22% | -12.88% |
Current DrawdownCurrent decline from peak | -20.85% | -11.28% | -9.57% |
Average DrawdownAverage peak-to-trough decline | -37.01% | -23.95% | -13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.09% | 5.24% | +8.85% |
Volatility
ITB vs. COMT - Volatility Comparison
iShares U.S. Home Construction ETF (ITB) has a higher volatility of 10.19% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that ITB'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
| ITB | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.19% | 5.91% | +4.28% |
Volatility (6M)Calculated over the trailing 6-month period | 21.51% | 19.67% | +1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.04% | 21.54% | +8.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.53% | 21.20% | +8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.14% | 18.85% | +11.29% |
ITB vs. COMT - Expense Ratio Comparison
ITB has a 0.38% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
ITB vs. COMT - Dividend Comparison
ITB's dividend yield for the trailing twelve months is around 0.64%, 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% |
ITB iShares U.S. Home Construction ETF | 0.64% | 1.67% | 0.46% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% |
Frequently Asked Questions
ITB and COMT have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITB has higher volatility (10.19%) compared to COMT (5.91%). In terms of maximum drawdown, ITB dropped -86.53% vs COMT's -51.89%.
On 10-year performance, ITB leads with 13.84% vs 8.33% for COMT. On fees, ITB is cheaper at 0.38% per year. On volatility, COMT has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, ITB has performed better with a 13.84% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ITB is cheaper with a 0.38% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 0.64% for ITB.
ITB is categorized as Building & Construction, while COMT is Commodities. ITB tracks Dow Jones U.S. Select Home Construction Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.38% for ITB and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.20), 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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