KEUA vs. COMT
Compare and contrast key facts about KraneShares European Carbon Allowance Strategy ETF (KEUA) and iShares Commodities Select Strategy ETF (COMT).
KEUA and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. KEUA is a passively managed fund by KraneShares that tracks the performance of the S&P Carbon Credit EUA Index. It was launched on Oct 4, 2021. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Performance
KEUA vs. COMT - Performance Comparison
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KEUA vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
KEUA KraneShares European Carbon Allowance Strategy ETF | -19.02% | 32.81% | -14.52% | -3.14% | -2.74% | 22.01% |
COMT iShares Commodities Select Strategy ETF | 33.92% | 6.07% | 5.96% | -6.56% | 19.45% | -1.87% |
Returns By Period
In the year-to-date period, KEUA achieves a -19.02% return, which is significantly lower than COMT's 33.92% return.
KEUA
- 1D
- 0.00%
- 1M
- -0.46%
- YTD
- -19.02%
- 6M
- -8.94%
- 1Y
- 8.03%
- 3Y*
- -6.52%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -1.39%
- 1M
- 14.65%
- YTD
- 33.92%
- 6M
- 34.16%
- 1Y
- 35.63%
- 3Y*
- 13.62%
- 5Y*
- 15.09%
- 10Y*
- 10.07%
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KEUA vs. COMT - Expense Ratio Comparison
KEUA has a 0.87% expense ratio, which is higher than COMT's 0.48% expense ratio.
Return for Risk
KEUA vs. COMT — Risk / Return Rank
KEUA
COMT
KEUA vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for KraneShares European Carbon Allowance Strategy ETF (KEUA) 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.
| KEUA | COMT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.11 | 1.80 | -1.69 |
Sortino ratioReturn per unit of downside risk | 0.34 | 2.42 | -2.08 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.33 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.05 | 3.03 | -2.98 |
Martin ratioReturn relative to average drawdown | 0.15 | 8.60 | -8.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| KEUA | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.80 | -1.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.74 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 0.19 | -0.16 |
Correlation
The correlation between KEUA and COMT is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
KEUA vs. COMT - Dividend Comparison
KEUA's dividend yield for the trailing twelve months is around 2.83%, less than COMT's 5.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEUA KraneShares European Carbon Allowance Strategy ETF | 2.83% | 2.29% | 7.71% | 5.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COMT iShares Commodities Select Strategy ETF | 5.78% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
Drawdowns
KEUA vs. COMT - Drawdown Comparison
The maximum KEUA drawdown since its inception was -49.21%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for KEUA and COMT.
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Drawdown Indicators
| KEUA | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.21% | -51.89% | +2.68% |
Max Drawdown (1Y)Largest decline over 1 year | -23.06% | -11.84% | -11.22% |
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 | -28.26% | -2.83% | -25.43% |
Average DrawdownAverage peak-to-trough decline | -23.35% | -24.38% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.25% | 4.17% | +4.08% |
Volatility
KEUA vs. COMT - Volatility Comparison
The current volatility for KraneShares European Carbon Allowance Strategy ETF (KEUA) is 5.87%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 10.34%. This indicates that KEUA 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
| KEUA | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.87% | 10.34% | -4.47% |
Volatility (6M)Calculated over the trailing 6-month period | 20.60% | 15.28% | +5.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.55% | 19.87% | +7.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.09% | 20.53% | +20.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.09% | 18.69% | +22.40% |