NUMG vs. COMT
NUMG (Nuveen ESG Mid-Cap Growth ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - NUMG is a Mid Cap Growth Equities fund tracking the MSCI TIAA ESG USA Mid Cap Growth, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 5 years, NUMG returned -0.60%/yr vs 11.92%/yr for COMT. At a 0.19 correlation, their price movements are largely independent. NUMG charges 0.30%/yr vs 0.48%/yr for COMT.
Performance
NUMG vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, NUMG achieves a -3.49% return, which is significantly lower than COMT's 31.19% return.
NUMG
- 1D
- -0.80%
- 1M
- 2.28%
- 6M
- -3.76%
- YTD
- -3.49%
- 1Y
- -4.32%
- 3Y*
- 4.29%
- 5Y*
- -0.60%
- 10Y*
- —
COMT
- 1D
- 0.77%
- 1M
- 3.95%
- 6M
- 27.16%
- YTD
- 31.19%
- 1Y
- 33.37%
- 3Y*
- 12.55%
- 5Y*
- 11.92%
- 10Y*
- 8.51%
NUMG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NUMG Nuveen ESG Mid-Cap Growth ETF | -3.49% | 0.78% | 11.99% | 20.47% | -28.31% | 12.27% | 45.73% | 34.87% | -5.79% | 19.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between NUMG 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 (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2016 | 0.19 |
The correlation between NUMG and COMT shifts across timeframes, from -0.15 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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
NUMG vs. COMT — Risk / Return Rank
NUMG
COMT
NUMG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Nuveen ESG Mid-Cap Growth ETF (NUMG) 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.
| NUMG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.28 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.91 | -2.13 |
| Martin ratioReturn relative to average drawdown | -0.55 | 6.33 | -6.87 |
Loading charts...
Drawdowns
NUMG vs. COMT - Drawdown Comparison
The maximum NUMG drawdown since its inception was -38.85%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for NUMG and COMT.
Loading charts...
Drawdown Indicators
| NUMG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.85% | -51.89% | +13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -19.71% | -17.57% | -2.14% |
Max Drawdown (3Y)Largest decline over 3 years | -26.58% | -17.57% | -9.01% |
Max Drawdown (5Y)Largest decline over 5 years | -38.85% | -29.00% | -9.85% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -12.15% | -10.59% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -11.37% | -23.95% | +12.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.93% | 5.29% | +2.64% |
Volatility
NUMG vs. COMT - Volatility Comparison
The current volatility for Nuveen ESG Mid-Cap Growth ETF (NUMG) is 4.62%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.74%. This indicates that NUMG 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
| NUMG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 5.74% | -1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 19.67% | -4.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 21.55% | -2.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.97% | 21.19% | +1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.83% | 18.85% | +2.98% |
NUMG vs. COMT - Expense Ratio Comparison
NUMG has a 0.30% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
NUMG vs. COMT - Dividend Comparison
NUMG's dividend yield for the trailing twelve months is around 0.01%, less than COMT's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
NUMG Nuveen ESG Mid-Cap Growth ETF | 0.01% | 0.01% | 0.06% | 0.18% | 0.18% | 12.76% | 3.82% | 0.27% | 5.14% | 0.56% | 0.00% | 0.00% |
Frequently Asked Questions
NUMG 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 (5.74%) compared to NUMG (4.62%). In terms of maximum drawdown, NUMG dropped -38.85% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.92% vs -0.60% for NUMG. On fees, NUMG is cheaper at 0.30% per year. On volatility, NUMG has been the lower-risk option at 4.62%. 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 11.92% return vs -0.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
NUMG is cheaper with a 0.30% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.90%, compared with 0.01% for NUMG.
NUMG is categorized as Mid Cap Growth Equities, while COMT is Commodities. NUMG tracks MSCI TIAA ESG USA Mid Cap Growth, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Nuveen and iShares. Their fees differ too: 0.30% for NUMG and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.56 vs -0.23), 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 NUMG 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