KRE vs. COMT
KRE (SPDR S&P Regional Banking ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - KRE is a Financials Equities fund tracking the S&P Regional Banks Select Industry Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, KRE returned 9.58%/yr vs 8.33%/yr for COMT. At a 0.23 correlation, their price movements are largely independent. KRE charges 0.35%/yr vs 0.48%/yr for COMT.
Performance
KRE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, KRE achieves a 21.63% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, KRE has outperformed COMT with an annualized return of 9.58%, while COMT has yielded a comparatively lower 8.33% annualized return.
KRE
- 1D
- 2.82%
- 1M
- 8.12%
- 6M
- 15.52%
- YTD
- 21.63%
- 1Y
- 28.92%
- 3Y*
- 24.54%
- 5Y*
- 7.58%
- 10Y*
- 9.58%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
KRE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KRE SPDR S&P Regional Banking ETF | 21.63% | 10.21% | 18.58% | -7.61% | -15.08% | 39.29% | -7.43% | 27.44% | -18.81% | 7.49% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between KRE and COMT is -0.18, 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 | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.23 |
The correlation between KRE and COMT shifts across timeframes, from -0.18 (1 year) to 0.23 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
KRE vs. COMT — Risk / Return Rank
KRE
COMT
KRE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR S&P Regional Banking ETF (KRE) 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.
| KRE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.27 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.94 | 1.90 | +0.04 |
| Martin ratioReturn relative to average drawdown | 5.06 | 6.35 | -1.29 |
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Drawdowns
KRE vs. COMT - Drawdown Comparison
The maximum KRE drawdown since its inception was -68.54%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for KRE and COMT.
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Drawdown Indicators
| KRE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.54% | -51.89% | -16.65% |
Max Drawdown (1Y)Largest decline over 1 year | -14.95% | -17.57% | +2.62% |
Max Drawdown (3Y)Largest decline over 3 years | -28.20% | -17.57% | -10.63% |
Max Drawdown (5Y)Largest decline over 5 years | -52.69% | -29.00% | -23.69% |
Max Drawdown (10Y)Largest decline over 10 years | -54.92% | -39.22% | -15.70% |
Current DrawdownCurrent decline from peak | 0.00% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -21.78% | -23.95% | +2.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.73% | 5.24% | +0.49% |
Volatility
KRE vs. COMT - Volatility Comparison
SPDR S&P Regional Banking ETF (KRE) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.76% and 5.91%, 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
| KRE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.76% | 5.91% | -0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 16.36% | 19.67% | -3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.95% | 21.54% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.73% | 21.20% | +8.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 18.85% | +12.91% |
KRE vs. COMT - Expense Ratio Comparison
KRE has a 0.35% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
KRE vs. COMT - Dividend Comparison
KRE's dividend yield for the trailing twelve months is around 2.05%, less than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
KRE SPDR S&P Regional Banking ETF | 2.05% | 2.45% | 2.59% | 2.99% | 2.51% | 1.97% | 2.78% | 2.21% | 2.48% | 1.40% | 1.40% | 1.80% |
Frequently Asked Questions
KRE and COMT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to KRE (5.76%). In terms of maximum drawdown, KRE dropped -68.54% vs COMT's -51.89%.
On 10-year performance, KRE leads with 9.58% vs 8.33% for COMT. On fees, KRE is cheaper at 0.35% per year. On volatility, KRE has been the lower-risk option at 5.76%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, KRE has performed better with a 9.58% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
KRE is cheaper with a 0.35% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 2.05% for KRE.
KRE is categorized as Financials Equities, while COMT is Commodities. KRE tracks S&P Regional Banks Select Industry Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.35% for KRE and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 1.27), 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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