PSTR vs. CMDT

Last updated Jun 24, 2026

PSTR (PeakShares Sector Rotation ETF) and CMDT (PIMCO Commodity Strategy Active Exchange-Traded Fund) are both exchange-traded funds - PSTR is a Derivative Income fund actively managed by PeakShares, while CMDT is a Commodities fund tracking the Bloomberg Roll Select Commodity Total Return Index. PSTR is actively managed, while CMDT is passively managed. Over the past year, PSTR returned 16.15% vs 21.34% for CMDT. At a 0.09 correlation, their price movements are largely independent. PSTR charges 1.07%/yr vs 0.65%/yr for CMDT.

Performance

PSTR vs. CMDT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PeakShares Sector Rotation ETF (PSTR) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PSTR achieves a 7.21% return, which is significantly lower than CMDT's 13.43% return.

PSTR

• 1D: -0.54%
• 1M: -0.68%
• YTD: 7.21%
• 6M: 6.96%
• 1Y: 16.15%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CMDT

• 1D: -1.14%
• 1M: -8.86%
• YTD: 13.43%
• 6M: 13.42%
• 1Y: 21.34%
• 3Y*: 12.77%
• 5Y*: —
• 10Y*: —

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

PSTR vs. CMDT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PSTR PeakShares Sector Rotation ETF	7.21%	10.31%	12.04%
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund	13.43%	12.78%	-1.88%

Correlation

The correlation between PSTR and CMDT is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.03
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024	0.09

The correlation between PSTR and CMDT shifts across timeframes, from -0.03 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Return for Risk

PSTR vs. CMDT — Risk / Return Rank

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

PSTR

PSTR Risk / Return Rank: 62
PSTR Sharpe Ratio Rank: 61
PSTR Sortino Ratio Rank: 62
PSTR Omega Ratio Rank: 61
PSTR Calmar Ratio Rank: 54
PSTR Martin Ratio Rank: 74

CMDT

CMDT Risk / Return Rank: 50
CMDT Sharpe Ratio Rank: 53
CMDT Sortino Ratio Rank: 52
CMDT Omega Ratio Rank: 48
CMDT Calmar Ratio Rank: 41
CMDT Martin Ratio Rank: 58

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.

PSTR vs. CMDT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) and PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT). 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.

	PSTR	CMDT	Difference
Sharpe ratio: Return per unit of total volatility	1.81	1.71	+0.10
Sortino ratio: Return per unit of downside risk	2.60	2.39	+0.20
Omega ratio: Gain probability vs. loss probability	1.34	1.29	+0.05
Calmar ratio: Return relative to maximum drawdown	2.43	1.93	+0.50
Martin ratio: Return relative to average drawdown	12.58	9.62	+2.96

PSTR vs. CMDT - Sharpe Ratio Comparison

The current PSTR Sharpe Ratio is 1.81, which is comparable to the CMDT Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of PSTR and CMDT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

PSTR vs. CMDT - Drawdown Comparison

The maximum PSTR drawdown since its inception was -14.73%, which is greater than CMDT's maximum drawdown of -11.11%. Use the drawdown chart below to compare losses from any high point for PSTR and CMDT.

Drawdown Indicators

	PSTR	CMDT	Difference
Max Drawdown Largest peak-to-trough decline	-14.73%	-11.11%	-3.62%
Max Drawdown (1Y) Largest decline over 1 year	-6.68%	-11.11%	+4.43%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.11%	—
Current Drawdown Current decline from peak	-2.39%	-11.11%	+8.72%
Average Drawdown Average peak-to-trough decline	-1.57%	-2.77%	+1.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.29%	2.25%	-0.96%

Volatility

PSTR vs. CMDT - Volatility Comparison

PeakShares Sector Rotation ETF (PSTR) has a higher volatility of 3.45% compared to PIMCO Commodity Strategy Active Exchange-Traded Fund (CMDT) at 3.26%. This indicates that PSTR's price experiences larger fluctuations and is considered to be riskier than CMDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PSTR	CMDT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.45%	3.26%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	7.76%	10.60%	-2.84%
Volatility (1Y) Calculated over the trailing 1-year period	8.95%	12.65%	-3.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.55%	12.24%	+0.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.55%	12.24%	+0.31%

PSTR vs. CMDT - Expense Ratio Comparison

PSTR has a 1.07% expense ratio, which is higher than CMDT's 0.65% expense ratio.

Dividends

PSTR vs. CMDT - Dividend Comparison

PSTR's dividend yield for the trailing twelve months is around 4.94%, more than CMDT's 2.67% yield.

Position	TTM	2025	2024	2023
CMDT PIMCO Commodity Strategy Active Exchange-Traded Fund	2.67%	3.04%	8.80%	2.71%
PSTR PeakShares Sector Rotation ETF	4.94%	4.96%	1.57%	0.00%

Frequently Asked Questions

Can I hold both PSTR and CMDT in my portfolio?

PSTR and CMDT have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSTR or CMDT?

PSTR has higher volatility (3.45%) compared to CMDT (3.26%). In terms of maximum drawdown, PSTR dropped -14.73% vs CMDT's -11.11%.

Which ETF is better, PSTR or CMDT?

On 1-year performance, CMDT leads with 21.34% vs 16.15% for PSTR. On fees, CMDT is cheaper at 0.65% per year. On volatility, CMDT has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSTR or CMDT?

Over the 1-year period, CMDT has performed better with a 21.34% return vs 16.15%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSTR or CMDT?

CMDT is cheaper with a 0.65% expense ratio, compared with 1.07% for PSTR.

Which ETF pays a higher dividend yield, PSTR or CMDT?

PSTR has the higher dividend yield at 4.94%, compared with 2.67% for CMDT.

What is the main difference between PSTR and CMDT?

PSTR is categorized as Derivative Income, while CMDT is Commodities. They also come from different issuers: PeakShares and PIMCO. Their fees differ too: 1.07% for PSTR and 0.65% for CMDT.

Which has better risk-adjusted returns?

PSTR currently has the higher Sharpe Ratio (1.81 vs 1.71), 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.