NRSH vs. COMT
NRSH (Aztlan North America Nearshoring Stock Selection ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - NRSH is a Large Cap Blend Equities fund tracking the Aztlan North America Nearshoring Price Return Index - Benchmark Price Return, 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, NRSH returned 46.35% vs 33.20% for COMT. At a 0.02 correlation, their price movements are largely independent. NRSH charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
NRSH vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, NRSH achieves a 38.18% return, which is significantly higher than COMT's 30.19% return.
NRSH
- 1D
- -1.82%
- 1M
- -4.22%
- 6M
- 26.11%
- YTD
- 38.18%
- 1Y
- 46.35%
- 3Y*
- —
- 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%
NRSH vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
NRSH Aztlan North America Nearshoring Stock Selection ETF | 38.18% | 12.95% | -6.17% | 9.15% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -4.43% |
Correlation
The correlation between NRSH and COMT is -0.12, 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 | -0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2023 | 0.02 |
The correlation between NRSH and COMT shifts across timeframes, from -0.12 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NRSH vs. COMT — Risk / Return Rank
NRSH
COMT
NRSH vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Aztlan North America Nearshoring Stock Selection ETF (NRSH) 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.
| NRSH | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.26 | 1.90 | +2.36 |
| Martin ratioReturn relative to average drawdown | 12.58 | 6.35 | +6.24 |
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Drawdowns
NRSH vs. COMT - Drawdown Comparison
The maximum NRSH drawdown since its inception was -24.01%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for NRSH and COMT.
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Drawdown Indicators
| NRSH | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.01% | -51.89% | +27.88% |
Max Drawdown (1Y)Largest decline over 1 year | -10.94% | -17.57% | +6.63% |
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 | -7.18% | -11.28% | +4.10% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -23.95% | +18.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.69% | 5.24% | -1.55% |
Volatility
NRSH vs. COMT - Volatility Comparison
Aztlan North America Nearshoring Stock Selection ETF (NRSH) has a higher volatility of 9.04% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that NRSH's price experiences larger fluctuations and is considered to be riskier 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
| NRSH | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.04% | 5.91% | +3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 22.67% | 19.67% | +3.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.91% | 21.54% | +5.37% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.34% | 21.20% | +1.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.34% | 18.85% | +3.49% |
NRSH vs. COMT - Expense Ratio Comparison
NRSH has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
NRSH vs. COMT - Dividend Comparison
NRSH's dividend yield for the trailing twelve months is around 0.30%, 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% |
NRSH Aztlan North America Nearshoring Stock Selection ETF | 0.30% | 0.42% | 0.90% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
NRSH and COMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NRSH has higher volatility (9.04%) compared to COMT (5.91%). In terms of maximum drawdown, NRSH dropped -24.01% vs COMT's -51.89%.
On 1-year performance, NRSH leads with 46.35% vs 33.20% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, NRSH has performed better with a 46.35% return vs 33.20%. 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 0.75% for NRSH.
COMT has the higher dividend yield at 5.95%, compared with 0.30% for NRSH.
NRSH is categorized as Large Cap Blend Equities, while COMT is Commodities. NRSH tracks Aztlan North America Nearshoring Price Return Index - Benchmark Price Return, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Aztlan and iShares. Their fees differ too: 0.75% for NRSH and 0.48% for COMT.
NRSH currently has the higher Sharpe Ratio (1.73 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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