PSCQ vs. COMT
PSCQ (Pacer Swan SOS Conservative (October) ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PSCQ is a Options Trading fund actively managed by Pacer, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. PSCQ is actively managed, while COMT is passively managed. Over the past 3 years, PSCQ returned 12.06%/yr vs 12.01%/yr for COMT. At a 0.08 correlation, their price movements are largely independent. PSCQ charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
PSCQ vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PSCQ achieves a 4.93% return, which is significantly lower than COMT's 23.88% return.
PSCQ
- 1D
- -0.52%
- 1M
- 0.05%
- YTD
- 4.93%
- 6M
- 4.58%
- 1Y
- 13.89%
- 3Y*
- 12.06%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.93%
- 1M
- -11.91%
- YTD
- 23.88%
- 6M
- 22.75%
- 1Y
- 25.27%
- 3Y*
- 12.01%
- 5Y*
- 10.76%
- 10Y*
- 7.96%
PSCQ vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PSCQ Pacer Swan SOS Conservative (October) ETF | 4.93% | 11.50% | 9.72% | 19.79% | -4.44% | 2.38% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 1.86% |
Correlation
The correlation between PSCQ and COMT is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2021 | 0.08 |
The correlation between PSCQ and COMT shifts across timeframes, from -0.16 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSCQ vs. COMT — Risk / Return Rank
PSCQ
COMT
PSCQ vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Conservative (October) ETF (PSCQ) 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.
| PSCQ | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.76 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.22 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 1.63 | +1.42 |
| Martin ratioReturn relative to average drawdown | 15.16 | 6.99 | +8.17 |
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Drawdowns
PSCQ vs. COMT - Drawdown Comparison
The maximum PSCQ drawdown since its inception was -9.92%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSCQ and COMT.
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Drawdown Indicators
| PSCQ | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.92% | -51.89% | +41.97% |
Max Drawdown (1Y)Largest decline over 1 year | -4.58% | -15.58% | +11.00% |
Max Drawdown (3Y)Largest decline over 3 years | -9.92% | -15.58% | +5.66% |
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 | -0.71% | -15.58% | +14.87% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -24.00% | +22.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.92% | 3.65% | -2.73% |
Volatility
PSCQ vs. COMT - Volatility Comparison
The current volatility for Pacer Swan SOS Conservative (October) ETF (PSCQ) is 1.74%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that PSCQ 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.
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Volatility by Period
| PSCQ | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 5.02% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 4.66% | 19.24% | -14.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.95% | 21.45% | -15.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.56% | 21.13% | -13.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 7.56% | 18.86% | -11.30% |
PSCQ vs. COMT - Expense Ratio Comparison
PSCQ has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PSCQ vs. COMT - Dividend Comparison
PSCQ has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.25%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.25% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PSCQ Pacer Swan SOS Conservative (October) 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
PSCQ and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to PSCQ (1.74%). In terms of maximum drawdown, PSCQ dropped -9.92% vs COMT's -51.89%.
On 3-year performance, PSCQ leads with 12.06% vs 12.01% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, PSCQ has been the lower-risk option at 1.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, PSCQ has performed better with a 12.06% return vs 12.01%. 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 0.60% for PSCQ.
COMT has the higher dividend yield at 6.25%, compared with 0.00% for PSCQ.
PSCQ is categorized as Options Trading, while COMT is Commodities. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.60% for PSCQ and 0.48% for COMT.
PSCQ currently has the higher Sharpe Ratio (2.36 vs 1.20), 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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