IXC vs. COMT
IXC (iShares Global Energy ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - IXC is a Energy Equities fund tracking the S&P Global 1200 Energy Capped 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, IXC returned 8.83%/yr vs 7.87%/yr for COMT. A 0.70 correlation means they provide meaningful diversification when combined. IXC charges 0.40%/yr vs 0.48%/yr for COMT.
Performance
IXC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, IXC achieves a 23.35% return, which is significantly lower than COMT's 26.00% return. Over the past 10 years, IXC has outperformed COMT with an annualized return of 8.83%, while COMT has yielded a comparatively lower 7.87% annualized return.
IXC
- 1D
- 0.51%
- 1M
- -4.24%
- 6M
- 20.68%
- YTD
- 23.35%
- 1Y
- 29.02%
- 3Y*
- 14.69%
- 5Y*
- 18.91%
- 10Y*
- 8.83%
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
IXC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IXC iShares Global Energy ETF | 23.35% | 13.98% | 1.95% | 3.92% | 48.51% | 40.88% | -31.00% | 12.67% | -14.85% | 5.54% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between IXC and COMT is 0.67, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.66 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.70 |
The correlation between IXC and COMT has been stable across timeframes, ranging from 0.66 to 0.70 - a consistent structural relationship.
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Return for Risk
IXC vs. COMT — Risk / Return Rank
IXC
COMT
IXC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) 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.
| IXC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.18 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.24 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.95 | 1.66 | +0.29 |
| Martin ratioReturn relative to average drawdown | 6.26 | 5.78 | +0.48 |
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Drawdowns
IXC vs. COMT - Drawdown Comparison
The maximum IXC drawdown since its inception was -67.88%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for IXC and COMT.
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Drawdown Indicators
| IXC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.88% | -51.89% | -15.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.36% | -17.57% | +2.21% |
Max Drawdown (3Y)Largest decline over 3 years | -19.06% | -17.57% | -1.49% |
Max Drawdown (5Y)Largest decline over 5 years | -24.93% | -29.00% | +4.07% |
Max Drawdown (10Y)Largest decline over 10 years | -64.16% | -39.22% | -24.94% |
Current DrawdownCurrent decline from peak | -11.22% | -14.13% | +2.91% |
Average DrawdownAverage peak-to-trough decline | -17.45% | -23.97% | +6.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.78% | 5.05% | -0.27% |
Volatility
IXC vs. COMT - Volatility Comparison
iShares Global Energy ETF (IXC) has a higher volatility of 6.59% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that IXC'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
| IXC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.59% | 5.68% | +0.91% |
Volatility (6M)Calculated over the trailing 6-month period | 15.86% | 19.60% | -3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.18% | 21.45% | -2.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.45% | 21.17% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.81% | 18.84% | +7.97% |
IXC vs. COMT - Expense Ratio Comparison
IXC has a 0.40% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
IXC vs. COMT - Dividend Comparison
IXC's dividend yield for the trailing twelve months is around 3.08%, less than COMT's 6.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
IXC iShares Global Energy ETF | 3.08% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
Frequently Asked Questions
IXC and COMT have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IXC has higher volatility (6.59%) compared to COMT (5.68%). In terms of maximum drawdown, IXC dropped -67.88% vs COMT's -51.89%.
On 10-year performance, IXC leads with 8.83% vs 7.87% for COMT. On fees, IXC is cheaper at 0.40% per year. On volatility, COMT has been the lower-risk option at 5.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, IXC has performed better with a 8.83% return vs 7.87%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IXC is cheaper with a 0.40% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.14%, compared with 3.08% for IXC.
IXC is categorized as Energy Equities, while COMT is Commodities. IXC tracks S&P Global 1200 Energy Capped Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.40% for IXC and 0.48% for COMT.
IXC currently has the higher Sharpe Ratio (1.56 vs 1.36), 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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