PortfoliosLab logoPortfoliosLab logo
KEUA vs. COMT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KEUA vs. COMT - Performance Comparison

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

Loading graphics...

KEUA vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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

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

KEUA
KEUA Risk / Return Rank: 1414
Overall Rank
KEUA Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
KEUA Sortino Ratio Rank: 1515
Sortino Ratio Rank
KEUA Omega Ratio Rank: 1515
Omega Ratio Rank
KEUA Calmar Ratio Rank: 1212
Calmar Ratio Rank
KEUA Martin Ratio Rank: 1212
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 8484
Overall Rank
COMT Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 8686
Sortino Ratio Rank
COMT Omega Ratio Rank: 8282
Omega Ratio Rank
COMT Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMT Martin Ratio Rank: 7777
Martin Ratio Rank
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.

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.


KEUACOMTDifference

Sharpe ratio

Return per unit of total volatility

0.11

1.80

-1.69

Sortino ratio

Return per unit of downside risk

0.34

2.42

-2.08

Omega ratio

Gain probability vs. loss probability

1.04

1.33

-0.28

Calmar ratio

Return relative to maximum drawdown

0.05

3.03

-2.98

Martin ratio

Return relative to average drawdown

0.15

8.60

-8.45

KEUA vs. COMT - Sharpe Ratio Comparison

The current KEUA Sharpe Ratio is 0.11, which is lower than the COMT Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of KEUA and COMT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


KEUACOMTDifference

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.


TTM20252024202320222021202020192018201720162015
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.


Loading graphics...

Drawdown Indicators


KEUACOMTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-28.26%

-2.83%

-25.43%

Average Drawdown

Average peak-to-trough decline

-23.35%

-24.38%

+1.03%

Ulcer Index

Depth 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.


Loading graphics...

Volatility by Period


KEUACOMTDifference

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%