PSCD vs. COMT

Last updated Jun 5, 2026

PSCD (Invesco S&P SmallCap Consumer Discretionary ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PSCD is a Consumer Discretionary Equities fund tracking the S&P Small Cap 600 / Consumer Discretionary -SEC, while COMT is a Commodities fund actively managed by iShares. PSCD is passively managed, while COMT is actively managed. Over the past 10 years, PSCD returned 9.80%/yr vs 8.79%/yr for COMT. At a 0.22 correlation, their price movements are largely independent. PSCD charges 0.29%/yr vs 0.48%/yr for COMT.

Performance

PSCD vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSCD achieves a 4.61% return, which is significantly lower than COMT's 37.50% return. Over the past 10 years, PSCD has outperformed COMT with an annualized return of 9.80%, while COMT has yielded a comparatively lower 8.79% annualized return.

PSCD

• 1D: 0.48%
• 1M: 2.19%
• YTD: 4.61%
• 6M: 4.43%
• 1Y: 11.08%
• 3Y*: 9.89%
• 5Y*: -0.55%
• 10Y*: 9.80%

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PSCD vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PSCD Invesco S&P SmallCap Consumer Discretionary ETF	4.61%	-2.87%	6.46%	33.23%	-28.06%	37.34%	29.07%	17.49%	-9.28%	18.16%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between PSCD and COMT is -0.27, 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	-0.27
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.11
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.22

The correlation between PSCD and COMT shifts across timeframes, from -0.27 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

PSCD vs. COMT - Sectors Allocation Comparison

Sectors	PSCD	COMT
Consumer Cyclical	87.7%	-
Consumer Defensive	7.9%	-
Industrials	2.1%	-
Technology	1.6%	-
Real Estate	0.6%	-
Communication Services	0.2%	-
Basic Materials	-	-
Energy	-	-
Financial Services	-	100.0%
Healthcare	-	-
Utilities	-	-

Return for Risk

PSCD vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PSCD

PSCD Risk / Return Rank: 17
PSCD Sharpe Ratio Rank: 17
PSCD Sortino Ratio Rank: 18
PSCD Omega Ratio Rank: 17
PSCD Calmar Ratio Rank: 17
PSCD Martin Ratio Rank: 17

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PSCD vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and iShares Commodities Select 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.

	PSCD	COMT	Difference
Sharpe ratio: Return per unit of total volatility	0.46	2.14	-1.68
Sortino ratio: Return per unit of downside risk	0.85	2.77	-1.92
Omega ratio: Gain probability vs. loss probability	1.10	1.38	-0.28
Calmar ratio: Return relative to maximum drawdown	0.65	5.70	-5.05
Martin ratio: Return relative to average drawdown	1.61	13.42	-11.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCD vs. COMT - Sharpe Ratio Comparison

The current PSCD Sharpe Ratio is 0.46, which is lower than the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PSCD and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PSCD	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.46	2.14	-1.68
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	0.63	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	0.47	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.20	+0.20

Drawdowns

PSCD vs. COMT - Drawdown Comparison

The maximum PSCD drawdown since its inception was -56.57%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSCD and COMT.

Drawdown Indicators

	PSCD	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-56.57%	-51.89%	-4.68%
Max Drawdown (1Y) Largest decline over 1 year	-17.14%	-8.02%	-9.12%
Max Drawdown (3Y) Largest decline over 3 years	-31.93%	-13.31%	-18.62%
Max Drawdown (5Y) Largest decline over 5 years	-41.88%	-29.00%	-12.88%
Max Drawdown (10Y) Largest decline over 10 years	-56.57%	-39.22%	-17.35%
Current Drawdown Current decline from peak	-7.40%	-6.30%	-1.10%
Average Drawdown Average peak-to-trough decline	-11.33%	-24.06%	+12.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.91%	3.40%	+3.51%

Volatility

PSCD vs. COMT - Volatility Comparison

Invesco S&P SmallCap Consumer Discretionary ETF (PSCD) and iShares Commodities Select Strategy ETF (COMT) have volatilities of 7.38% and 7.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCD	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.38%	7.46%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	16.31%	18.88%	-2.57%
Volatility (1Y) Calculated over the trailing 1-year period	24.16%	21.36%	+2.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.91%	21.07%	+6.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.05%	18.89%	+10.16%

PSCD vs. COMT - Expense Ratio Comparison

PSCD has a 0.29% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

PSCD vs. COMT - Dividend Comparison

PSCD's dividend yield for the trailing twelve months is around 0.91%, less than COMT's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
PSCD Invesco S&P SmallCap Consumer Discretionary ETF	0.91%	0.94%	1.28%	1.09%	1.60%	0.57%	0.56%	0.91%	1.39%	0.97%	1.07%	1.10%

Frequently Asked Questions

Can I hold both PSCD and COMT in my portfolio?

PSCD 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.

Which is riskier, PSCD or COMT?

COMT has higher volatility (7.46%) compared to PSCD (7.38%). In terms of maximum drawdown, PSCD dropped -56.57% vs COMT's -51.89%.

Which ETF is better, PSCD or COMT?

On 10-year performance, PSCD leads with 9.80% vs 8.79% for COMT. On fees, PSCD is cheaper at 0.29% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCD or COMT?

Over the 10-year period, PSCD has performed better with a 9.80% return vs 8.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCD or COMT?

PSCD is cheaper with a 0.29% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, PSCD or COMT?

COMT has the higher dividend yield at 5.63%, compared with 0.91% for PSCD.

What is the main difference between PSCD and COMT?

PSCD is categorized as Consumer Discretionary Equities, while COMT is Commodities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.29% for PSCD and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.14 vs 0.46), 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.