PSTR vs. COMT
PSTR (PeakShares Sector Rotation ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PSTR is a Derivative Income fund actively managed by PeakShares, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. PSTR is actively managed, while COMT is passively managed. Over the past year, PSTR returned 16.15% vs 25.27% for COMT. At a 0.01 correlation, their price movements are largely independent. PSTR charges 1.07%/yr vs 0.48%/yr for COMT.
Performance
PSTR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PSTR achieves a 7.21% return, which is significantly lower than COMT's 23.88% return.
PSTR
- 1D
- -0.54%
- 1M
- -0.68%
- YTD
- 7.21%
- 6M
- 6.96%
- 1Y
- 16.15%
- 3Y*
- —
- 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%
PSTR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PSTR PeakShares Sector Rotation ETF | 7.21% | 10.31% | 12.04% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | -4.07% |
Correlation
The correlation between PSTR and COMT is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2024 | 0.01 |
The correlation between PSTR and COMT shifts across timeframes, from -0.18 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
PSTR vs. COMT — Risk / Return Rank
PSTR
COMT
PSTR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PeakShares Sector Rotation ETF (PSTR) 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.
| PSTR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.61 | ||
| Sortino ratioReturn per unit of downside risk | +0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.22 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 1.63 | +0.80 |
| Martin ratioReturn relative to average drawdown | 12.58 | 6.99 | +5.60 |
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Drawdowns
PSTR vs. COMT - Drawdown Comparison
The maximum PSTR drawdown since its inception was -14.73%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PSTR and COMT.
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Drawdown Indicators
| PSTR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.73% | -51.89% | +37.16% |
Max Drawdown (1Y)Largest decline over 1 year | -6.68% | -15.58% | +8.90% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
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 | -2.39% | -15.58% | +13.19% |
Average DrawdownAverage peak-to-trough decline | -1.57% | -24.00% | +22.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.29% | 3.65% | -2.36% |
Volatility
PSTR vs. COMT - Volatility Comparison
The current volatility for PeakShares Sector Rotation ETF (PSTR) is 3.45%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that PSTR 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
| PSTR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 5.02% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 7.76% | 19.24% | -11.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.95% | 21.45% | -12.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.55% | 21.13% | -8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.55% | 18.86% | -6.31% |
PSTR vs. COMT - Expense Ratio Comparison
PSTR has a 1.07% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PSTR vs. COMT - Dividend Comparison
PSTR's dividend yield for the trailing twelve months is around 4.94%, less than COMT's 6.25% yield.
| 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% |
PSTR PeakShares Sector Rotation ETF | 4.94% | 4.96% | 1.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
PSTR and COMT have a correlation of -0.18, 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 PSTR (3.45%). In terms of maximum drawdown, PSTR dropped -14.73% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 16.15% for PSTR. On fees, COMT is cheaper at 0.48% per year. On volatility, PSTR has been the lower-risk option at 3.45%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 25.27% return vs 16.15%. 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 1.07% for PSTR.
COMT has the higher dividend yield at 6.25%, compared with 4.94% for PSTR.
PSTR is categorized as Derivative Income, while COMT is Commodities. They also come from different issuers: PeakShares and iShares. Their fees differ too: 1.07% for PSTR and 0.48% for COMT.
PSTR currently has the higher Sharpe Ratio (1.81 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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