IXN vs. COMT

Last updated Jun 9, 2026

IXN (iShares Global Tech ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - IXN is a Technology Equities fund tracking the S&P Global Information Technology Sector Index, while COMT is a Commodities fund actively managed by iShares. IXN is passively managed, while COMT is actively managed. Over the past 10 years, IXN returned 24.76%/yr vs 8.65%/yr for COMT. At a 0.23 correlation, their price movements are largely independent. IXN charges 0.46%/yr vs 0.48%/yr for COMT.

Performance

IXN vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Global Tech ETF (IXN) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IXN achieves a 32.00% return, which is significantly lower than COMT's 35.49% return. Over the past 10 years, IXN has outperformed COMT with an annualized return of 24.76%, while COMT has yielded a comparatively lower 8.65% annualized return.

IXN

• 1D: 2.45%
• 1M: 4.20%
• YTD: 32.00%
• 6M: 30.10%
• 1Y: 61.63%
• 3Y*: 33.24%
• 5Y*: 21.65%
• 10Y*: 24.76%

COMT

• 1D: 0.65%
• 1M: -2.46%
• YTD: 35.49%
• 6M: 35.13%
• 1Y: 41.04%
• 3Y*: 15.85%
• 5Y*: 12.68%
• 10Y*: 8.65%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IXN vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IXN iShares Global Tech ETF	32.00%	25.25%	24.84%	52.98%	-29.86%	29.58%	43.62%	47.88%	-5.44%	41.23%
COMT iShares Commodities Select Strategy ETF	35.49%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between IXN and COMT is -0.17, 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	-0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.09
Correlation (10Y) Calculated over the trailing 10-year period	0.21
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.23

The correlation between IXN and COMT shifts across timeframes, from -0.17 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.

IXN vs. COMT - Sectors Allocation Comparison

Sectors	IXN	COMT
Technology	99.3%	-
Industrials	0.2%	-
Energy	0.1%	-
Healthcare	0.1%	-
Real Estate	0.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Financial Services	-	100.0%
Utilities	-	-

Return for Risk

IXN vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IXN

IXN Risk / Return Rank: 84
IXN Sharpe Ratio Rank: 88
IXN Sortino Ratio Rank: 80
IXN Omega Ratio Rank: 81
IXN Calmar Ratio Rank: 87
IXN Martin Ratio Rank: 82

COMT

COMT Risk / Return Rank: 69
COMT Sharpe Ratio Rank: 64
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 63
COMT Calmar Ratio Rank: 89
COMT Martin Ratio Rank: 70

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IXN vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Tech ETF (IXN) and iShares Commodities Select 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.

	IXN	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.65	1.92	+0.73
Sortino ratio: Return per unit of downside risk	3.19	2.53	+0.66
Omega ratio: Gain probability vs. loss probability	1.44	1.34	+0.09
Calmar ratio: Return relative to maximum drawdown	4.49	4.99	-0.50
Martin ratio: Return relative to average drawdown	15.19	11.85	+3.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IXN vs. COMT - Sharpe Ratio Comparison

The current IXN Sharpe Ratio is 2.65, which is higher than the COMT Sharpe Ratio of 1.92. The chart below compares the historical Sharpe Ratios of IXN and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	IXN	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	1.92	+0.73
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.60	+0.26
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.01	0.46	+0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.19	+0.34

Drawdowns

IXN vs. COMT - Drawdown Comparison

The maximum IXN drawdown since its inception was -55.67%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for IXN and COMT.

Drawdown Indicators

	IXN	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-55.67%	-51.89%	-3.78%
Max Drawdown (1Y) Largest decline over 1 year	-13.80%	-8.27%	-5.53%
Max Drawdown (3Y) Largest decline over 3 years	-25.55%	-13.31%	-12.24%
Max Drawdown (5Y) Largest decline over 5 years	-36.30%	-29.00%	-7.30%
Max Drawdown (10Y) Largest decline over 10 years	-36.30%	-39.22%	+2.92%
Current Drawdown Current decline from peak	-7.44%	-7.67%	+0.23%
Average Drawdown Average peak-to-trough decline	-11.27%	-24.05%	+12.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.07%	3.47%	+0.60%

Volatility

IXN vs. COMT - Volatility Comparison

iShares Global Tech ETF (IXN) has a higher volatility of 11.51% compared to iShares Commodities Select Strategy ETF (COMT) at 6.67%. This indicates that IXN'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.

Volatility by Period

	IXN	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.51%	6.67%	+4.84%
Volatility (6M) Calculated over the trailing 6-month period	19.70%	19.03%	+0.67%
Volatility (1Y) Calculated over the trailing 1-year period	23.42%	21.50%	+1.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.08%	21.09%	+3.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.53%	18.90%	+5.63%

IXN vs. COMT - Expense Ratio Comparison

IXN has a 0.46% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

IXN vs. COMT - Dividend Comparison

IXN's dividend yield for the trailing twelve months is around 0.79%, less than COMT's 5.71% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.71%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
IXN iShares Global Tech ETF	0.79%	1.04%	0.43%	0.55%	0.81%	0.58%	0.63%	1.06%	0.94%	0.93%	1.03%	1.12%

Frequently Asked Questions

Can I hold both IXN and COMT in my portfolio?

IXN and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IXN or COMT?

IXN has higher volatility (11.51%) compared to COMT (6.67%). In terms of maximum drawdown, IXN dropped -55.67% vs COMT's -51.89%.

Which ETF is better, IXN or COMT?

On 10-year performance, IXN leads with 24.76% vs 8.65% for COMT. On fees, IXN is cheaper at 0.46% per year. On volatility, COMT has been the lower-risk option at 6.67%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IXN or COMT?

Over the 10-year period, IXN has performed better with a 24.76% return vs 8.65%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IXN or COMT?

IXN is cheaper with a 0.46% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, IXN or COMT?

COMT has the higher dividend yield at 5.71%, compared with 0.79% for IXN.

What is the main difference between IXN and COMT?

IXN is categorized as Technology Equities, while COMT is Commodities. Their fees differ too: 0.46% for IXN and 0.48% for COMT.

Which has better risk-adjusted returns?

IXN currently has the higher Sharpe Ratio (2.65 vs 1.92), 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.