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PLDR vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PLDR vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Putnam Sustainable Leaders ETF (PLDR) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


PLDR

1D
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

COMT

1D
0.65%
1M
5.25%
6M
19.23%
YTD
29.49%
1Y
33.46%
3Y*
10.63%
5Y*
11.85%
10Y*
8.63%
ALL TIME*
3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$6.13M$10.19M$11.89M

PLDR vs. COMT - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PLDR
Putnam Sustainable Leaders ETF
1.69%12.03%23.47%27.47%-22.52%11.54%
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
29.49%6.07%5.96%-6.56%19.45%12.08%

Correlation

The correlation between PLDR and COMT is -0.20, 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.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

-0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.07

Correlation (All Time)
Calculated using the full available price history since May 26, 2021

0.08

The correlation between PLDR and COMT shifts across timeframes, from -0.20 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PLDR vs. COMT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PLDR

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


COMT
COMT Risk / Return Rank: 5151
Overall Rank
COMT Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMT Omega Ratio Rank: 5353
Omega Ratio Rank
COMT Calmar Ratio Rank: 4646
Calmar Ratio Rank
COMT Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PLDR vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Putnam Sustainable Leaders ETF (PLDR) 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.


PLDRCOMTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.91

Martin ratioReturn relative to average drawdown

5.84

PLDR vs. COMT - Sharpe Ratio Comparison


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Drawdowns

PLDR vs. COMT - Drawdown Comparison


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Drawdown Indicators


PLDRCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

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 Drawdown

Current decline from peak

-11.75%

Average Drawdown

Average peak-to-trough decline

-23.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.75%

Volatility

PLDR vs. COMT - Volatility Comparison


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Volatility by Period


PLDRCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

Volatility (6M)

Calculated over the trailing 6-month period

18.95%

Volatility (1Y)

Calculated over the trailing 1-year period

21.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.86%

PLDR vs. COMT - Expense Ratio Comparison

PLDR has a 0.59% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

PLDR vs. COMT - Dividend Comparison

PLDR has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.98%.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares GSCI Commodity Dynamic Roll Strategy ETF
5.98%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
PLDR
Putnam Sustainable Leaders ETF
0.37%0.37%0.38%0.56%0.63%0.39%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PLDR and COMT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMT is cheaper with a 0.48% expense ratio, compared with 0.59% for PLDR.

COMT has the higher dividend yield at 5.98%, compared with 0.37% for PLDR.

PLDR is categorized as Sustainable, while COMT is Commodities. They also come from different issuers: Putnam and iShares. Their fees differ too: 0.59% for PLDR and 0.48% for COMT.

Portfolio Optimizer

Find the right allocation for PLDR 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.

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