LFBE vs. COMT
LFBE (LifeX 2065 Longevity Income ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - LFBE is a Government Bonds fund actively managed by Stone Ridge, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. LFBE is actively managed, while COMT is passively managed. Over the past year, LFBE returned -1.56% vs 32.33% for COMT. Their -0.33 correlation means they have often moved in opposite directions in the past. LFBE charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
LFBE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, LFBE achieves a -2.84% return, which is significantly lower than COMT's 29.71% return.
LFBE
- 1D
- 0.42%
- 1M
- -3.08%
- 6M
- -2.40%
- YTD
- -2.84%
- 1Y
- -1.56%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 1.37%
COMT
- 1D
- -1.07%
- 1M
- 6.95%
- 6M
- 22.67%
- YTD
- 29.71%
- 1Y
- 32.33%
- 3Y*
- 10.69%
- 5Y*
- 11.95%
- 10Y*
- 8.65%
- ALL TIME*
- 3.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $4.00K | $2.68K | $1.34K |
LFBE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
LFBE LifeX 2065 Longevity Income ETF | -2.84% | 5.14% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 5.12% |
Correlation
The correlation between LFBE and COMT is -0.38, 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. | -0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 6, 2025 | -0.33 |
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Return for Risk
LFBE vs. COMT — Risk / Return Rank
LFBE
COMT
LFBE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for LifeX 2065 Longevity Income ETF (LFBE) 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.
| LFBE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.27 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 1.85 | -2.08 |
| Martin ratioReturn relative to average drawdown | -0.51 | 5.74 | -6.24 |
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Drawdowns
LFBE vs. COMT - Drawdown Comparison
The maximum LFBE drawdown since its inception was -7.65%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LFBE and COMT.
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Drawdown Indicators
| LFBE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.65% | -51.89% | +44.24% |
Max Drawdown (1Y)Largest decline over 1 year | -6.86% | -17.57% | +10.71% |
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 | -6.47% | -11.61% | +5.14% |
Average DrawdownAverage peak-to-trough decline | -3.03% | -23.90% | +20.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.09% | 5.65% | -2.56% |
Volatility
LFBE vs. COMT - Volatility Comparison
The current volatility for LifeX 2065 Longevity Income ETF (LFBE) is 2.22%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.28%. This indicates that LFBE 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
| LFBE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.22% | 5.28% | -3.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.08% | 19.54% | -13.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.99% | 21.66% | -13.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.24% | 21.10% | -11.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.24% | 18.86% | -9.62% |
LFBE vs. COMT - Expense Ratio Comparison
LFBE has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
LFBE vs. COMT - Dividend Comparison
LFBE's dividend yield for the trailing twelve months is around 8.49%, more than COMT's 5.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.97% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
LFBE LifeX 2065 Longevity Income ETF | 8.49% | 12.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LFBE and COMT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.28%) compared to LFBE (2.22%). In terms of maximum drawdown, LFBE dropped -7.65% vs COMT's -51.89%.
On 1-year performance, COMT leads with 32.33% vs -1.56% for LFBE. On fees, LFBE is cheaper at 0.25% per year. On volatility, LFBE has been the lower-risk option at 2.22%. 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 32.33% return vs -1.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LFBE is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
LFBE has the higher dividend yield at 8.49%, compared with 5.97% for COMT.
LFBE is categorized as Government Bonds, while COMT is Commodities. They also come from different issuers: Stone Ridge and iShares. Their fees differ too: 0.25% for LFBE and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.50 vs -0.20), 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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