LOWV vs. COMT
LOWV (AB US Low Volatility Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - LOWV is a Large Cap Blend Equities fund actively managed by AllianceBernstein, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. LOWV is actively managed, while COMT is passively managed. Over the past 3 years, LOWV returned 14.49%/yr vs 12.71%/yr for COMT. At a 0.00 correlation, their price movements are largely independent. Both charge a 0.48% expense ratio.
Performance
LOWV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, LOWV achieves a 4.54% return, which is significantly lower than COMT's 30.19% return.
LOWV
- 1D
- 0.15%
- 1M
- 2.26%
- 6M
- 4.09%
- YTD
- 4.54%
- 1Y
- 9.70%
- 3Y*
- 14.49%
- 5Y*
- —
- 10Y*
- —
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%
LOWV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
LOWV AB US Low Volatility Equity ETF | 4.54% | 12.26% | 20.43% | 18.90% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | 1.62% |
Correlation
The correlation between LOWV and COMT is -0.15, 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 | -0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2023 | 0.00 |
The correlation between LOWV and COMT shifts across timeframes, from -0.15 (1 year) to 0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LOWV vs. COMT — Risk / Return Rank
LOWV
COMT
LOWV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB US Low Volatility Equity ETF (LOWV) 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.
| LOWV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.61 | ||
| Sortino ratioReturn per unit of downside risk | -0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.02 | 1.90 | -0.88 |
| Martin ratioReturn relative to average drawdown | 4.04 | 6.35 | -2.31 |
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Drawdowns
LOWV vs. COMT - Drawdown Comparison
The maximum LOWV drawdown since its inception was -13.87%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LOWV and COMT.
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Drawdown Indicators
| LOWV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.87% | -51.89% | +38.02% |
Max Drawdown (1Y)Largest decline over 1 year | -9.59% | -17.57% | +7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -13.87% | -17.57% | +3.70% |
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% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -1.50% | -23.95% | +22.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.41% | 5.24% | -2.83% |
Volatility
LOWV vs. COMT - Volatility Comparison
The current volatility for AB US Low Volatility Equity ETF (LOWV) is 2.34%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that LOWV 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
| LOWV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.34% | 5.91% | -3.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.96% | 19.67% | -11.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.38% | 21.54% | -11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.89% | 21.20% | -9.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.89% | 18.85% | -6.96% |
LOWV vs. COMT - Expense Ratio Comparison
Both LOWV and COMT have an expense ratio of 0.48%.
Dividends
LOWV vs. COMT - Dividend Comparison
LOWV's dividend yield for the trailing twelve months is around 0.87%, 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% |
LOWV AB US Low Volatility Equity ETF | 0.87% | 0.85% | 0.92% | 0.77% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
LOWV and COMT have a correlation of -0.15, 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 LOWV (2.34%). In terms of maximum drawdown, LOWV dropped -13.87% vs COMT's -51.89%.
On 3-year performance, LOWV leads with 14.49% vs 12.71% for COMT. Both ETFs have the same 0.48% expense ratio. On volatility, LOWV has been the lower-risk option at 2.34%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, LOWV has performed better with a 14.49% return vs 12.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
LOWV and COMT have the same expense ratio: 0.48% per year.
COMT has the higher dividend yield at 5.95%, compared with 0.87% for LOWV.
LOWV is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: AllianceBernstein and iShares.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.94), 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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