NUAG vs. COMT
NUAG (Nuveen Enhanced Yield U.S. Aggregate Bond ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - NUAG is a Intermediate Core Bond fund tracking the ICE BofA Enhanced Yield US Broad Bond, while COMT is a Commodities fund actively managed by iShares. NUAG is passively managed, while COMT is actively managed. Over the past 5 years, NUAG returned 0.47%/yr vs 13.50%/yr for COMT. At a correlation of -0.09, they often move in opposite directions. NUAG charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
NUAG vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NUAG achieves a 0.50% return, which is significantly lower than COMT's 39.67% return.
NUAG
- 1D
- -0.19%
- 1M
- 0.41%
- YTD
- 0.50%
- 6M
- 0.32%
- 1Y
- 5.90%
- 3Y*
- 4.89%
- 5Y*
- 0.47%
- 10Y*
- —
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
NUAG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUAG Nuveen Enhanced Yield U.S. Aggregate Bond ETF | 0.50% | 7.37% | 2.02% | 7.52% | -13.97% | -2.03% | 7.48% | 10.13% | -1.45% | 3.98% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between NUAG and COMT is -0.36, 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 | -0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.11 |
Correlation (All Time) Calculated using the full available price history since Sep 16, 2016 | -0.09 |
Over the past year, the inverse relationship between NUAG and COMT has strengthened: their correlation has moved from -0.09 to -0.36, meaning they now move in opposite directions more often than their long-term average.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NUAG vs. COMT — Risk / Return Rank
NUAG
COMT
NUAG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) 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.
| NUAG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.59 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.40 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 5.95 | -3.62 |
| Martin ratioReturn relative to average drawdown | 7.06 | 14.11 | -7.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| NUAG | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.65 | 2.24 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.64 | -0.57 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.31 | 0.20 | +0.11 |
Drawdowns
NUAG vs. COMT - Drawdown Comparison
The maximum NUAG drawdown since its inception was -19.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for NUAG and COMT.
Loading charts...
Drawdown Indicators
| NUAG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.79% | -51.89% | +32.10% |
Max Drawdown (1Y)Largest decline over 1 year | -2.54% | -8.02% | +5.48% |
Max Drawdown (3Y)Largest decline over 3 years | -5.61% | -13.31% | +7.70% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -29.00% | +9.81% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -1.23% | -4.82% | +3.59% |
Average DrawdownAverage peak-to-trough decline | -4.95% | -24.07% | +19.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.84% | 3.38% | -2.54% |
Volatility
NUAG vs. COMT - Volatility Comparison
The current volatility for Nuveen Enhanced Yield U.S. Aggregate Bond ETF (NUAG) is 1.15%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that NUAG 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.
Loading charts...
Volatility by Period
| NUAG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.15% | 7.37% | -6.22% |
Volatility (6M)Calculated over the trailing 6-month period | 2.59% | 18.80% | -16.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 21.29% | -17.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.01% | 21.06% | -15.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.49% | 18.89% | -13.40% |
NUAG vs. COMT - Expense Ratio Comparison
NUAG has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
NUAG vs. COMT - Dividend Comparison
NUAG's dividend yield for the trailing twelve months is around 4.50%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
NUAG Nuveen Enhanced Yield U.S. Aggregate Bond ETF | 4.50% | 4.43% | 4.44% | 3.95% | 3.60% | 2.27% | 2.93% | 3.54% | 3.79% | 3.38% | 0.48% | 0.00% |
Frequently Asked Questions
NUAG and COMT have a correlation of -0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to NUAG (1.15%). In terms of maximum drawdown, NUAG dropped -19.79% vs COMT's -51.89%.
On 5-year performance, COMT leads with 13.50% vs 0.47% for NUAG. On fees, NUAG is cheaper at 0.19% per year. On volatility, NUAG has been the lower-risk option at 1.15%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 13.50% return vs 0.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NUAG is cheaper with a 0.19% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 4.50% for NUAG.
NUAG is categorized as Intermediate Core Bond, while COMT is Commodities. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.19% for NUAG and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs 1.65), 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.
Find the right allocation for NUAG 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.
Open Portfolio Optimizer