LYTR.DE vs. COMT
Compare and contrast key facts about Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and iShares Commodities Select Strategy ETF (COMT).
LYTR.DE and COMT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. LYTR.DE is a passively managed fund by Amundi that tracks the performance of the Bloomberg Energy and Metals Equal-Weighted. It was launched on Feb 21, 2019. COMT is an actively managed fund by iShares. It was launched on Oct 15, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LYTR.DE or COMT.
Key characteristics
| LYTR.DE | COMT | |
|---|---|---|
| YTD Return | 8.73% | 6.02% |
| 1Y Return | 4.71% | 2.78% |
| 3Y Return (Ann) | 5.87% | 4.86% |
| 5Y Return (Ann) | 8.00% | 6.48% |
| 10Y Return (Ann) | 1.24% | 0.67% |
| Sharpe Ratio | 0.37 | 0.10 |
| Sortino Ratio | 0.60 | 0.24 |
| Omega Ratio | 1.08 | 1.03 |
| Calmar Ratio | 0.19 | 0.05 |
| Martin Ratio | 0.80 | 0.32 |
| Ulcer Index | 7.06% | 4.45% |
| Daily Std Dev | 15.43% | 14.99% |
| Max Drawdown | -67.69% | -51.89% |
| Current Drawdown | -21.62% | -20.75% |
Correlation
The correlation between LYTR.DE and COMT is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LYTR.DE vs. COMT - Performance Comparison
In the year-to-date period, LYTR.DE achieves a 8.73% return, which is significantly higher than COMT's 6.02% return. Over the past 10 years, LYTR.DE has outperformed COMT with an annualized return of 1.24%, while COMT has yielded a comparatively lower 0.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
LYTR.DE vs. COMT - Risk-Adjusted Performance 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 Commodities Select 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.
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 4.90%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
COMT iShares Commodities Select Strategy ETF | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% | 0.56% |
Drawdowns
LYTR.DE vs. COMT - Drawdown Comparison
The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and COMT. For additional features, visit the drawdowns tool.
Volatility
LYTR.DE vs. COMT - Volatility Comparison
The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 4.85%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.73%. 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.