KMAR vs. COMT
KMAR (Innovator U.S. Small Cap Power Buffer ETF - March) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - KMAR is a Defined Outcome fund tracking the iShares Russell 2000 ETF (IWM) Price Return, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past year, KMAR returned 23.23% vs 25.37% for COMT. At a correlation of -0.05, they often move in opposite directions. KMAR charges 0.79%/yr vs 0.48%/yr for COMT.
Performance
KMAR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, KMAR achieves a 11.31% return, which is significantly lower than COMT's 20.95% return.
KMAR
- 1D
- 0.23%
- 1M
- 1.99%
- YTD
- 11.31%
- 6M
- 10.34%
- 1Y
- 23.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
KMAR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
KMAR Innovator U.S. Small Cap Power Buffer ETF - March | 11.31% | 11.45% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 4.38% |
Correlation
The correlation between KMAR and COMT is -0.16, 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 | -0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 3, 2025 | -0.05 |
The correlation between KMAR and COMT shifts across timeframes, from -0.16 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KMAR vs. COMT — Risk / Return Rank
KMAR
COMT
KMAR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Innovator U.S. Small Cap Power Buffer ETF - March (KMAR) 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.
| KMAR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.89 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.22 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 1.45 | +3.32 |
| Martin ratioReturn relative to average drawdown | 19.52 | 6.71 | +12.81 |
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Drawdowns
KMAR vs. COMT - Drawdown Comparison
The maximum KMAR drawdown since its inception was -11.32%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for KMAR and COMT.
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Drawdown Indicators
| KMAR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.32% | -51.89% | +40.57% |
Max Drawdown (1Y)Largest decline over 1 year | -4.89% | -17.57% | +12.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -0.30% | -17.57% | +17.27% |
Average DrawdownAverage peak-to-trough decline | -1.34% | -24.00% | +22.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 3.79% | -2.60% |
Volatility
KMAR vs. COMT - Volatility Comparison
The current volatility for Innovator U.S. Small Cap Power Buffer ETF - March (KMAR) is 2.99%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.32%. This indicates that KMAR 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
| KMAR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.99% | 5.32% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 6.72% | 19.40% | -12.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.44% | 21.28% | -11.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.15% | 21.15% | -9.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.15% | 18.87% | -6.72% |
KMAR vs. COMT - Expense Ratio Comparison
KMAR has a 0.79% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
KMAR vs. COMT - Dividend Comparison
KMAR has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.40%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
KMAR Innovator U.S. Small Cap Power Buffer ETF - March | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
KMAR and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.32%) compared to KMAR (2.99%). In terms of maximum drawdown, KMAR dropped -11.32% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.37% vs 23.23% for KMAR. On fees, COMT is cheaper at 0.48% per year. On volatility, KMAR has been the lower-risk option at 2.99%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 25.37% return vs 23.23%. 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 0.79% for KMAR.
COMT has the higher dividend yield at 6.40%, compared with 0.00% for KMAR.
KMAR is categorized as Defined Outcome, while COMT is Commodities. KMAR tracks iShares Russell 2000 ETF (IWM) Price Return, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Innovator and iShares. Their fees differ too: 0.79% for KMAR and 0.48% for COMT.
KMAR currently has the higher Sharpe Ratio (2.48 vs 1.21), 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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