OEFA vs. COMT
OEFA (ALPS O'Shares International Developed Quality Dividend ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - OEFA is a International Equity fund tracking the O’Shares International Developed Quality Dividend Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. At a correlation of -0.28, they often move in opposite directions. Both charge a 0.48% expense ratio.
Performance
OEFA vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, OEFA achieves a 2.69% return, which is significantly lower than COMT's 20.95% return.
OEFA
- 1D
- 0.30%
- 1M
- 1.18%
- YTD
- 2.69%
- 6M
- 2.11%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
OEFA vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
OEFA ALPS O'Shares International Developed Quality Dividend ETF | 2.69% | 0.73% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | -0.01% |
Correlation
The correlation between OEFA and COMT is -0.28, 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 (All Time) Calculated using the full available price history since Oct 1, 2025 | -0.28 |
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Return for Risk
OEFA vs. COMT — Risk / Return Rank
OEFA
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
OEFA vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS O'Shares International Developed Quality Dividend ETF (OEFA) 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.
| OEFA | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.45 | — |
| Martin ratioReturn relative to average drawdown | — | 6.71 | — |
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Drawdowns
OEFA vs. COMT - Drawdown Comparison
The maximum OEFA drawdown since its inception was -13.54%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for OEFA and COMT.
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Drawdown Indicators
| OEFA | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.54% | -51.89% | +38.35% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
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 | -3.54% | -17.57% | +14.03% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -24.00% | +20.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.79% | — |
Volatility
OEFA vs. COMT - Volatility Comparison
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Volatility by Period
| OEFA | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.32% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.40% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 21.28% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.65% | 21.15% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.65% | 18.87% | -1.22% |
OEFA vs. COMT - Expense Ratio Comparison
Both OEFA and COMT have an expense ratio of 0.48%.
Dividends
OEFA vs. COMT - Dividend Comparison
OEFA's dividend yield for the trailing twelve months is around 1.45%, less than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
OEFA ALPS O'Shares International Developed Quality Dividend ETF | 1.45% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OEFA and COMT have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.48% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
OEFA and COMT have the same expense ratio: 0.48% per year.
COMT has the higher dividend yield at 6.40%, compared with 1.45% for OEFA.
OEFA is categorized as International Equity, while COMT is Commodities. OEFA tracks O’Shares International Developed Quality Dividend Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: ALPS and iShares.
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