JRE vs. COMT
JRE (Janus Henderson U.S. Real Estate ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - JRE is a fund fund actively managed by Janus Henderson, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. JRE is actively managed, while COMT is passively managed. Over the past 5 years, JRE returned 4.96%/yr vs 10.62%/yr for COMT. At a 0.05 correlation, their price movements are largely independent. JRE charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
JRE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, JRE achieves a 19.19% return, which is significantly lower than COMT's 23.11% return.
JRE
- 1D
- 0.43%
- 1M
- 2.67%
- YTD
- 19.19%
- 6M
- 18.57%
- 1Y
- 23.68%
- 3Y*
- 12.23%
- 5Y*
- 4.96%
- 10Y*
- —
COMT
- 1D
- 1.79%
- 1M
- -10.98%
- YTD
- 23.11%
- 6M
- 22.05%
- 1Y
- 27.86%
- 3Y*
- 11.69%
- 5Y*
- 10.62%
- 10Y*
- 8.00%
JRE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JRE Janus Henderson U.S. Real Estate ETF | 19.19% | 2.97% | 7.65% | 8.79% | -23.47% | 16.20% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.11% | 6.07% | 5.96% | -6.56% | 19.45% | 8.07% |
Correlation
The correlation between JRE and COMT is -0.19, 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 | -0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2021 | 0.05 |
The correlation between JRE and COMT shifts across timeframes, from -0.19 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
JRE vs. COMT — Risk / Return Rank
JRE
COMT
JRE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Janus Henderson U.S. Real Estate ETF (JRE) 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.
| JRE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.24 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.33 | 1.59 | +1.74 |
| Martin ratioReturn relative to average drawdown | 10.63 | 7.12 | +3.51 |
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Drawdowns
JRE vs. COMT - Drawdown Comparison
The maximum JRE drawdown since its inception was -31.69%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for JRE and COMT.
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Drawdown Indicators
| JRE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.69% | -51.89% | +20.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -17.57% | +10.43% |
Max Drawdown (3Y)Largest decline over 3 years | -18.38% | -17.57% | -0.81% |
Max Drawdown (5Y)Largest decline over 5 years | -31.69% | -29.00% | -2.69% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -16.10% | +16.10% |
Average DrawdownAverage peak-to-trough decline | -12.48% | -24.00% | +11.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.23% | 3.92% | -1.69% |
Volatility
JRE vs. COMT - Volatility Comparison
Janus Henderson U.S. Real Estate ETF (JRE) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.53% and 5.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JRE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 5.77% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 10.29% | 19.43% | -9.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.84% | 21.19% | -7.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 21.17% | -2.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.72% | 18.88% | -0.16% |
JRE vs. COMT - Expense Ratio Comparison
JRE has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
JRE vs. COMT - Dividend Comparison
JRE's dividend yield for the trailing twelve months is around 4.74%, less than COMT's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.29% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
JRE Janus Henderson U.S. Real Estate ETF | 4.74% | 5.81% | 2.20% | 2.77% | 2.87% | 0.90% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JRE and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.77%) compared to JRE (5.53%). In terms of maximum drawdown, JRE dropped -31.69% vs COMT's -51.89%.
On 5-year performance, COMT leads with 10.62% vs 4.96% for JRE. On fees, COMT is cheaper at 0.48% per year. On volatility, JRE has been the lower-risk option at 5.53%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 10.62% return vs 4.96%. 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 JRE.
COMT has the higher dividend yield at 6.29%, compared with 4.74% for JRE.
They also come from different issuers: Janus Henderson and iShares. Their fees differ too: 0.65% for JRE and 0.48% for COMT.
JRE currently has the higher Sharpe Ratio (1.76 vs 1.32), 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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