OCTU vs. COMT
OCTU (AllianzIM U.S. Equity Buffer15 Uncapped Oct ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - OCTU is a Defined Outcome fund actively managed by Allianz, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. OCTU is actively managed, while COMT is passively managed. Over the past year, OCTU returned 16.47% vs 32.33% for COMT. Their -0.10 correlation means they have often moved in opposite directions in the past. OCTU charges 0.74%/yr vs 0.48%/yr for COMT.
Performance
OCTU vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, OCTU achieves a 7.80% return, which is significantly lower than COMT's 29.71% return.
OCTU
- 1D
- 1.20%
- 1M
- 1.32%
- 6M
- 6.56%
- YTD
- 7.80%
- 1Y
- 16.47%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 11.86%
COMT
- 1D
- -1.07%
- 1M
- 6.95%
- 6M
- 22.67%
- YTD
- 29.71%
- 1Y
- 32.33%
- 3Y*
- 10.69%
- 5Y*
- 11.95%
- 10Y*
- 8.65%
- ALL TIME*
- 3.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.37M | $10.68M | $14.03M | |
| $48.73K | $80.14K | $305.60K |
OCTU vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
OCTU AllianzIM U.S. Equity Buffer15 Uncapped Oct ETF | 7.80% | 12.37% | 1.43% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.71% | 6.07% | 2.52% |
Correlation
The correlation between OCTU and COMT is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2024 | -0.10 |
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Return for Risk
OCTU vs. COMT — Risk / Return Rank
OCTU
COMT
OCTU vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AllianzIM U.S. Equity Buffer15 Uncapped Oct ETF (OCTU) 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.
| OCTU | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 1.85 | +0.94 |
| Martin ratioReturn relative to average drawdown | 10.04 | 5.74 | +4.30 |
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Drawdowns
OCTU vs. COMT - Drawdown Comparison
The maximum OCTU drawdown since its inception was -11.24%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for OCTU and COMT.
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Drawdown Indicators
| OCTU | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.24% | -51.89% | +40.65% |
Max Drawdown (1Y)Largest decline over 1 year | -5.92% | -17.57% | +11.65% |
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 | -0.58% | -11.61% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -1.70% | -23.90% | +22.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.64% | 5.65% | -4.01% |
Volatility
OCTU vs. COMT - Volatility Comparison
The current volatility for AllianzIM U.S. Equity Buffer15 Uncapped Oct ETF (OCTU) is 3.37%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.28%. This indicates that OCTU 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
| OCTU | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 5.28% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 7.81% | 19.54% | -11.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.94% | 21.66% | -11.72% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.71% | 21.10% | -10.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.71% | 18.86% | -8.15% |
OCTU vs. COMT - Expense Ratio Comparison
OCTU has a 0.74% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
OCTU vs. COMT - Dividend Comparison
OCTU has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.97% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
OCTU AllianzIM U.S. Equity Buffer15 Uncapped Oct ETF | 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
OCTU and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.28%) compared to OCTU (3.37%). In terms of maximum drawdown, OCTU dropped -11.24% vs COMT's -51.89%.
On 1-year performance, COMT leads with 32.33% vs 16.47% for OCTU. On fees, COMT is cheaper at 0.48% per year. On volatility, OCTU has been the lower-risk option at 3.37%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 32.33% return vs 16.47%. 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 0.74% for OCTU.
COMT has the higher dividend yield at 5.97%, compared with 0.00% for OCTU.
OCTU is categorized as Defined Outcome, while COMT is Commodities. They also come from different issuers: Allianz and iShares. Their fees differ too: 0.74% for OCTU and 0.48% for COMT.
OCTU currently has the higher Sharpe Ratio (1.67 vs 1.50), 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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