PSFD vs. COMT
PSFD (Pacer Swan SOS Flex (December) ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PSFD is a Large Cap Blend Equities fund actively managed by Pacer, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past 5 years, PSFD returned 11.88%/yr vs 11.50%/yr for COMT. At a 0.12 correlation, their price movements are largely independent. PSFD charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
PSFD vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PSFD achieves a 6.48% return, which is significantly lower than COMT's 26.01% return.
PSFD
- 1D
- 0.63%
- 1M
- 1.32%
- YTD
- 6.48%
- 6M
- 7.08%
- 1Y
- 17.56%
- 3Y*
- 14.19%
- 5Y*
- 11.88%
- 10Y*
- —
COMT
- 1D
- -0.16%
- 1M
- -14.13%
- YTD
- 26.01%
- 6M
- 28.64%
- 1Y
- 23.15%
- 3Y*
- 11.82%
- 5Y*
- 11.50%
- 10Y*
- 7.83%
PSFD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
PSFD Pacer Swan SOS Flex (December) ETF | 6.48% | 12.93% | 14.54% | 20.95% | -3.06% | 18.23% | 1.33% |
COMT iShares Commodities Select Strategy ETF | 26.01% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | 1.95% |
Correlation
The correlation between PSFD and COMT is -0.20, 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 | -0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Dec 23, 2020 | 0.12 |
The correlation between PSFD and COMT shifts across timeframes, from -0.20 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSFD vs. COMT — Risk / Return Rank
PSFD
COMT
PSFD vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Swan SOS Flex (December) ETF (PSFD) 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.
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.
| PSFD | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +2.15 | ||
| Omega ratioGain probability vs. loss probability | 1.52 | 1.20 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.65 | +1.35 |
| Martin ratioReturn relative to average drawdown | 15.13 | 5.73 | +9.41 |
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Drawdowns
PSFD vs. COMT - Drawdown Comparison
The maximum PSFD drawdown since its inception was -14.94%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSFD and COMT.
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Drawdown Indicators
| PSFD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.94% | -51.89% | +36.95% |
Max Drawdown (1Y)Largest decline over 1 year | -5.88% | -14.13% | +8.25% |
Max Drawdown (3Y)Largest decline over 3 years | -12.26% | -14.13% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -14.94% | -29.00% | +14.06% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.20% | -14.13% | +13.93% |
Average DrawdownAverage peak-to-trough decline | -2.00% | -24.01% | +22.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 4.05% | -2.89% |
Volatility
PSFD vs. COMT - Volatility Comparison
The current volatility for Pacer Swan SOS Flex (December) ETF (PSFD) is 2.19%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 5.46%. This indicates that PSFD 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
| PSFD | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.19% | 5.46% | -3.27% |
Volatility (6M)Calculated over the trailing 6-month period | 5.98% | 19.22% | -13.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 6.95% | 21.41% | -14.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.51% | 21.12% | -10.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.42% | 18.88% | -8.46% |
PSFD vs. COMT - Expense Ratio Comparison
PSFD has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PSFD vs. COMT - Dividend Comparison
PSFD has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
PSFD Pacer Swan SOS Flex (December) 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
PSFD 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.
COMT has higher volatility (5.46%) compared to PSFD (2.19%). In terms of maximum drawdown, PSFD dropped -14.94% vs COMT's -51.89%.
On 5-year performance, PSFD leads with 11.88% vs 11.50% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, PSFD has been the lower-risk option at 2.19%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, PSFD has performed better with a 11.88% return vs 11.50%. 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 0.75% for PSFD.
COMT has the higher dividend yield at 6.14%, compared with 0.00% for PSFD.
PSFD is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.75% for PSFD and 0.48% for COMT.
PSFD currently has the higher Sharpe Ratio (2.54 vs 1.09), 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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