OPTZ vs. COMT
OPTZ (Optimize Strategy Index ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - OPTZ is a Mid Cap Blend Equities fund tracking the Optimize Strategy Index, 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, OPTZ returned 45.35% vs 33.20% for COMT. At a correlation of -0.00, they often move in opposite directions. OPTZ charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
OPTZ vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, OPTZ achieves a 25.55% return, which is significantly lower than COMT's 30.19% return.
OPTZ
- 1D
- -2.11%
- 1M
- -5.13%
- 6M
- 20.05%
- YTD
- 25.55%
- 1Y
- 45.35%
- 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%
OPTZ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
OPTZ Optimize Strategy Index ETF | 25.55% | 22.83% | 16.41% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | -3.41% |
Correlation
The correlation between OPTZ and COMT is -0.13, 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 | -0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2024 | -0.00 |
The correlation between OPTZ and COMT shifts across timeframes, from -0.13 (1 year) to -0.00 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
OPTZ vs. COMT — Risk / Return Rank
OPTZ
COMT
OPTZ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Optimize Strategy Index ETF (OPTZ) 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.
| OPTZ | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.70 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.29 | 1.90 | +2.39 |
| Martin ratioReturn relative to average drawdown | 16.50 | 6.35 | +10.16 |
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Drawdowns
OPTZ vs. COMT - Drawdown Comparison
The maximum OPTZ drawdown since its inception was -25.75%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for OPTZ and COMT.
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Drawdown Indicators
| OPTZ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.75% | -51.89% | +26.14% |
Max Drawdown (1Y)Largest decline over 1 year | -10.63% | -17.57% | +6.94% |
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 | -9.07% | -11.28% | +2.21% |
Average DrawdownAverage peak-to-trough decline | -3.39% | -23.95% | +20.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.24% | -2.48% |
Volatility
OPTZ vs. COMT - Volatility Comparison
Optimize Strategy Index ETF (OPTZ) has a higher volatility of 9.39% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that OPTZ'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
| OPTZ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.39% | 5.91% | +3.48% |
Volatility (6M)Calculated over the trailing 6-month period | 17.81% | 19.67% | -1.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.10% | 21.54% | -0.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.66% | 21.20% | +0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.66% | 18.85% | +2.81% |
OPTZ vs. COMT - Expense Ratio Comparison
OPTZ has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
OPTZ vs. COMT - Dividend Comparison
OPTZ's dividend yield for the trailing twelve months is around 0.46%, 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% |
OPTZ Optimize Strategy Index ETF | 0.46% | 0.58% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
OPTZ and COMT have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OPTZ has higher volatility (9.39%) compared to COMT (5.91%). In terms of maximum drawdown, OPTZ dropped -25.75% vs COMT's -51.89%.
On 1-year performance, OPTZ leads with 45.35% vs 33.20% for COMT. On fees, OPTZ is cheaper at 0.25% 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, OPTZ has performed better with a 45.35% return vs 33.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
OPTZ is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 0.46% for OPTZ.
OPTZ is categorized as Mid Cap Blend Equities, while COMT is Commodities. OPTZ tracks Optimize Strategy Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Optimize and iShares. Their fees differ too: 0.25% for OPTZ and 0.48% for COMT.
OPTZ currently has the higher Sharpe Ratio (2.16 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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