LCOW vs. COMT
LCOW (Pacer S&P 500 Quality FCF Aristocrats ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - LCOW is a Quality Factor fund tracking the S&P 500 Quality FCF Aristocrats 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 year, LCOW returned 21.21% vs 33.46% for COMT. Their -0.22 correlation means they have often moved in opposite directions in the past. LCOW charges 0.49%/yr vs 0.48%/yr for COMT.
Performance
LCOW vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, LCOW achieves a 11.52% return, which is significantly lower than COMT's 29.49% return.
LCOW
- 1D
- 0.04%
- 1M
- 3.29%
- 6M
- 12.90%
- YTD
- 11.52%
- 1Y
- 21.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 26.78%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $65.14K | $76.17K | $104.54K |
LCOW vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 11.52% | 20.51% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 9.00% |
Correlation
The correlation between LCOW and COMT is -0.23, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.23 |
Correlation (All Time) Calculated using the full available price history since May 7, 2025 | -0.22 |
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Return for Risk
LCOW vs. COMT — Risk / Return Rank
LCOW
COMT
LCOW vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) 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.
| LCOW | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.27 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.06 | 1.91 | +0.15 |
| Martin ratioReturn relative to average drawdown | 8.38 | 5.84 | +2.54 |
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Drawdowns
LCOW vs. COMT - Drawdown Comparison
The maximum LCOW drawdown since its inception was -10.34%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LCOW and COMT.
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Drawdown Indicators
| LCOW | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.34% | -51.89% | +41.55% |
Max Drawdown (1Y)Largest decline over 1 year | -10.34% | -17.57% | +7.23% |
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 | 0.00% | -11.75% | +11.75% |
Average DrawdownAverage peak-to-trough decline | -1.37% | -23.89% | +22.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.54% | 5.75% | -3.21% |
Volatility
LCOW vs. COMT - Volatility Comparison
The current volatility for Pacer S&P 500 Quality FCF Aristocrats ETF (LCOW) is 3.43%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that LCOW 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
| LCOW | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 5.13% | -1.70% |
Volatility (6M)Calculated over the trailing 6-month period | 9.61% | 18.95% | -9.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.45% | 21.64% | -9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.44% | 21.09% | -8.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.44% | 18.86% | -6.42% |
LCOW vs. COMT - Expense Ratio Comparison
LCOW has a 0.49% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
LCOW vs. COMT - Dividend Comparison
LCOW's dividend yield for the trailing twelve months is around 0.61%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
LCOW Pacer S&P 500 Quality FCF Aristocrats ETF | 0.61% | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LCOW and COMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.13%) compared to LCOW (3.43%). In terms of maximum drawdown, LCOW dropped -10.34% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.46% vs 21.21% for LCOW. On fees, COMT is cheaper at 0.48% per year. On volatility, LCOW has been the lower-risk option at 3.43%. 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 33.46% return vs 21.21%. 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 0.49% for LCOW.
COMT has the higher dividend yield at 5.98%, compared with 0.61% for LCOW.
LCOW is categorized as Quality Factor, while COMT is Commodities. LCOW tracks S&P 500 Quality FCF Aristocrats Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.49% for LCOW and 0.48% for COMT.
LCOW currently has the higher Sharpe Ratio (1.72 vs 1.55), 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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