PSCJ vs. COMT

Last updated Jun 4, 2026

PSCJ (Pacer Swan SOS Conservative (July) ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PSCJ is a Defined Outcome fund tracking the SPDR S&P 500 ETF Trust, while COMT is a Commodities fund actively managed by iShares. PSCJ is passively managed, while COMT is actively managed. Over the past 3 years, PSCJ returned 13.62%/yr vs 16.86%/yr for COMT. At a 0.13 correlation, their price movements are largely independent. PSCJ charges 0.61%/yr vs 0.48%/yr for COMT.

Performance

PSCJ vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Swan SOS Conservative (July) ETF (PSCJ) 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, PSCJ achieves a 4.75% return, which is significantly lower than COMT's 39.67% return.

PSCJ

• 1D: 0.00%
• 1M: 1.33%
• YTD: 4.75%
• 6M: 5.45%
• 1Y: 15.45%
• 3Y*: 13.62%
• 5Y*: —
• 10Y*: —

COMT

• 1D: 0.78%
• 1M: -4.35%
• YTD: 39.67%
• 6M: 39.06%
• 1Y: 47.51%
• 3Y*: 16.86%
• 5Y*: 13.50%
• 10Y*: 9.09%

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

PSCJ vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
PSCJ Pacer Swan SOS Conservative (July) ETF	4.75%	12.80%	14.74%	18.48%	-7.48%	3.30%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	19.45%	5.75%

Correlation

The correlation between PSCJ and COMT is -0.21, 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	-0.21
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.13

The correlation between PSCJ and COMT shifts across timeframes, from -0.21 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

PSCJ vs. COMT - Sectors Allocation Comparison

Sectors	PSCJ	COMT
Technology	34.1%	-
Financial Services	12.6%	100.0%
Communication Services	11.2%	-
Consumer Cyclical	10.6%	-
Healthcare	9.4%	-
Industrials	8.0%	-
Consumer Defensive	5.0%	-
Energy	3.2%	-
Utilities	2.3%	-
Real Estate	1.9%	-
Basic Materials	1.8%	-

Return for Risk

PSCJ vs. COMT — Risk / Return Rank

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

PSCJ

PSCJ Risk / Return Rank: 85
PSCJ Sharpe Ratio Rank: 83
PSCJ Sortino Ratio Rank: 89
PSCJ Omega Ratio Rank: 91
PSCJ Calmar Ratio Rank: 75
PSCJ Martin Ratio Rank: 90

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
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.

PSCJ vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (July) ETF (PSCJ) 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.

	PSCJ	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.69	2.24	+0.45
Sortino ratio: Return per unit of downside risk	4.11	2.88	+1.23
Omega ratio: Gain probability vs. loss probability	1.60	1.40	+0.20
Calmar ratio: Return relative to maximum drawdown	3.73	5.95	-2.22
Martin ratio: Return relative to average drawdown	20.66	14.11	+6.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCJ vs. COMT - Sharpe Ratio Comparison

The current PSCJ Sharpe Ratio is 2.69, which is comparable to the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of PSCJ 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

	PSCJ	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.69	2.24	+0.45
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.05	0.20	+0.84

Drawdowns

PSCJ vs. COMT - Drawdown Comparison

The maximum PSCJ drawdown since its inception was -11.87%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSCJ and COMT.

Drawdown Indicators

	PSCJ	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-11.87%	-51.89%	+40.02%
Max Drawdown (1Y) Largest decline over 1 year	-4.16%	-8.02%	+3.86%
Max Drawdown (3Y) Largest decline over 3 years	-11.87%	-13.31%	+1.44%
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	0.00%	-4.82%	+4.82%
Average Drawdown Average peak-to-trough decline	-2.19%	-24.07%	+21.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.75%	3.38%	-2.63%

Volatility

PSCJ vs. COMT - Volatility Comparison

The current volatility for Pacer Swan SOS Conservative (July) ETF (PSCJ) is 0.37%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that PSCJ experiences smaller price fluctuations and is considered to be less risky than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSCJ	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.37%	7.37%	-7.00%
Volatility (6M) Calculated over the trailing 6-month period	4.05%	18.80%	-14.75%
Volatility (1Y) Calculated over the trailing 1-year period	5.80%	21.29%	-15.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.72%	21.06%	-12.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.72%	18.89%	-10.17%

PSCJ vs. COMT - Expense Ratio Comparison

PSCJ has a 0.61% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

PSCJ vs. COMT - Dividend Comparison

PSCJ has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.54%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.54%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
PSCJ Pacer Swan SOS Conservative (July) ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PSCJ and COMT in my portfolio?

PSCJ and COMT have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCJ or COMT?

COMT has higher volatility (7.37%) compared to PSCJ (0.37%). In terms of maximum drawdown, PSCJ dropped -11.87% vs COMT's -51.89%.

Which ETF is better, PSCJ or COMT?

On 3-year performance, COMT leads with 16.86% vs 13.62% for PSCJ. On fees, COMT is cheaper at 0.48% per year. On volatility, PSCJ has been the lower-risk option at 0.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCJ or COMT?

Over the 3-year period, COMT has performed better with a 16.86% return vs 13.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCJ or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.61% for PSCJ.

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

COMT has the higher dividend yield at 5.54%, compared with 0.00% for PSCJ.

What is the main difference between PSCJ and COMT?

PSCJ is categorized as Defined Outcome, while COMT is Commodities. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.61% for PSCJ and 0.48% for COMT.

Which has better risk-adjusted returns?

PSCJ currently has the higher Sharpe Ratio (2.69 vs 2.24), 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.