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LYTR.DE vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYTR.DE vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

LYTR.DE is traded in EUR, while COMT is traded in USD. To make them comparable, the COMT values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, LYTR.DE achieves a 18.70% return, which is significantly lower than COMT's 27.23% return. Both investments have delivered pretty close results over the past 10 years, with LYTR.DE having a 7.78% annualized return and COMT not far behind at 7.67%.


LYTR.DE

1D
0.85%
1M
-9.80%
YTD
18.70%
6M
21.20%
1Y
45.80%
3Y*
17.11%
5Y*
14.89%
10Y*
7.78%

COMT

1D
1.72%
1M
-8.91%
YTD
27.23%
6M
26.48%
1Y
31.12%
3Y*
10.15%
5Y*
11.70%
10Y*
7.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
18.70%17.59%13.34%-15.11%27.02%52.42%-19.47%14.16%-6.16%-11.60%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
27.23%-6.51%12.95%-9.36%26.85%47.12%-25.36%13.32%-2.29%-2.03%

Correlation

The correlation between LYTR.DE and COMT is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.61

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.64

The correlation between LYTR.DE and COMT has been stable across timeframes, ranging from 0.59 to 0.64 - a consistent structural relationship.

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Return for Risk

LYTR.DE vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LYTR.DE
LYTR.DE Risk / Return Rank: 6969
Overall Rank
LYTR.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 6767
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 7171
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 4242
Overall Rank
COMT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 4040
Sortino Ratio Rank
COMT Omega Ratio Rank: 4141
Omega Ratio Rank
COMT Calmar Ratio Rank: 3535
Calmar Ratio Rank
COMT Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LYTR.DE vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) 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.


LYTR.DECOMTDifference
Sharpe ratioReturn per unit of total volatility

+0.66

Sortino ratioReturn per unit of downside risk

+0.67

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

3.27

1.98

+1.28

Martin ratioReturn relative to average drawdown

11.51

7.24

+4.26

LYTR.DE vs. COMT - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 2.01, which is higher than the COMT Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of LYTR.DE and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

LYTR.DE vs. COMT - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.76%, which is greater than COMT's maximum drawdown of -44.19%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and COMT.


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Drawdown Indicators


LYTR.DECOMTDifference

Max Drawdown

Largest peak-to-trough decline

-67.76%

-44.19%

-23.57%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-15.77%

+1.82%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-18.43%

+1.39%

Max Drawdown (5Y)

Largest decline over 5 years

-30.28%

-31.58%

+1.30%

Max Drawdown (10Y)

Largest decline over 10 years

-44.61%

-35.89%

-8.72%

Current Drawdown

Current decline from peak

-13.23%

-14.32%

+1.09%

Average Drawdown

Average peak-to-trough decline

-32.82%

-19.94%

-12.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.97%

4.31%

-0.34%

Volatility

LYTR.DE vs. COMT - Volatility Comparison

The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 4.59%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.82%. This indicates that LYTR.DE 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


LYTR.DECOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.59%

5.82%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

20.59%

20.74%

-0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.63%

23.13%

-0.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

22.18%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

19.78%

-1.42%

LYTR.DE vs. COMT - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

LYTR.DE vs. COMT - Dividend Comparison

LYTR.DE has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.29%.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
6.29%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
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


LYTR.DE and COMT have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.48% for COMT.

LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Amundi and iShares. Their fees differ too: 0.30% for LYTR.DE and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for LYTR.DE and COMT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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