PAWZ vs. COMT
PAWZ (ProShares Pet Care ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PAWZ is a Global Equities fund tracking the FactSet Pet Care 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 5 years, PAWZ returned -9.39%/yr vs 11.55%/yr for COMT. Their 0.13 correlation means their historical movements had little consistent relationship. PAWZ charges 0.50%/yr vs 0.48%/yr for COMT.
Performance
PAWZ vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PAWZ achieves a -8.33% return, which is significantly lower than COMT's 30.83% return.
PAWZ
- 1D
- 2.03%
- 1M
- 3.85%
- 6M
- -10.65%
- YTD
- -8.33%
- 1Y
- -12.73%
- 3Y*
- -0.92%
- 5Y*
- -9.39%
- 10Y*
- —
- ALL TIME*
- 3.51%
COMT
- 1D
- -1.74%
- 1M
- 7.83%
- 6M
- 21.58%
- YTD
- 30.83%
- 1Y
- 33.91%
- 3Y*
- 11.00%
- 5Y*
- 11.55%
- 10Y*
- 8.78%
- ALL TIME*
- 3.40%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.48M | $11.25M | $14.68M | |
| $91.97K | $88.04K | $268.83K |
PAWZ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
PAWZ ProShares Pet Care ETF | -8.33% | 1.21% | 3.88% | 12.47% | -40.08% | 10.46% | 61.69% | 22.95% | -8.52% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.83% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -9.96% |
Correlation
The correlation between PAWZ and COMT is -0.27, 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. | -0.27 |
Correlation (3Y) Balances recent behavior with more history. | -0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2018 | 0.13 |
The correlation between PAWZ and COMT shifts across timeframes, from -0.27 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PAWZ vs. COMT — Risk / Return Rank
PAWZ
COMT
PAWZ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Pet Care ETF (PAWZ) 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.
| PAWZ | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.32 | ||
| Sortino ratioReturn per unit of downside risk | -3.15 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.28 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.94 | -2.54 |
| Martin ratioReturn relative to average drawdown | -1.23 | 6.18 | -7.41 |
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Drawdowns
PAWZ vs. COMT - Drawdown Comparison
The maximum PAWZ drawdown since its inception was -50.07%, roughly equal to the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PAWZ and COMT.
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Drawdown Indicators
| PAWZ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.07% | -51.89% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -21.10% | -17.57% | -3.53% |
Max Drawdown (3Y)Largest decline over 3 years | -23.12% | -17.57% | -5.55% |
Max Drawdown (5Y)Largest decline over 5 years | -50.07% | -29.00% | -21.07% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -39.02% | -10.84% | -28.18% |
Average DrawdownAverage peak-to-trough decline | -22.89% | -23.92% | +1.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.41% | 5.50% | +4.91% |
Volatility
PAWZ vs. COMT - Volatility Comparison
ProShares Pet Care ETF (PAWZ) has a higher volatility of 5.44% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 4.95%. This indicates that PAWZ'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
| PAWZ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.44% | 4.95% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 12.96% | 19.61% | -6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.17% | 21.65% | -4.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.35% | 21.09% | -0.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 18.86% | +2.77% |
PAWZ vs. COMT - Expense Ratio Comparison
PAWZ has a 0.50% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PAWZ vs. COMT - Dividend Comparison
PAWZ's dividend yield for the trailing twelve months is around 0.70%, less than COMT's 5.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.92% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PAWZ ProShares Pet Care ETF | 0.70% | 0.81% | 0.63% | 0.44% | 0.54% | 0.18% | 0.14% | 0.35% | 0.07% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PAWZ and COMT have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PAWZ has higher volatility (5.44%) compared to COMT (4.95%). In terms of maximum drawdown, PAWZ dropped -50.07% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.55% vs -9.39% for PAWZ. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 4.95%. 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 11.55% return vs -9.39%. 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 0.50% for PAWZ.
COMT has the higher dividend yield at 5.92%, compared with 0.70% for PAWZ.
PAWZ is categorized as Global Equities, while COMT is Commodities. PAWZ tracks FactSet Pet Care Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.50% for PAWZ and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.58 vs -0.75), 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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