PTEU vs. COMT
PTEU (Pacer Trendpilot European Index ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - PTEU is a Europe Equities fund tracking the Pacer Trendpilot European Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, PTEU returned 5.37%/yr vs 7.96%/yr for COMT. At a 0.17 correlation, their price movements are largely independent. PTEU charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
PTEU vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, PTEU achieves a 6.67% return, which is significantly lower than COMT's 23.88% return. Over the past 10 years, PTEU has underperformed COMT with an annualized return of 5.37%, while COMT has yielded a comparatively higher 7.96% annualized return.
PTEU
- 1D
- -1.95%
- 1M
- 1.07%
- YTD
- 6.67%
- 6M
- 6.75%
- 1Y
- 19.59%
- 3Y*
- 10.88%
- 5Y*
- 7.49%
- 10Y*
- 5.37%
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%
PTEU vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PTEU Pacer Trendpilot European Index ETF | 6.67% | 30.80% | -0.50% | 12.45% | -7.46% | 13.43% | -19.41% | 13.50% | -16.87% | 28.91% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between PTEU and COMT is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.17 |
The correlation between PTEU and COMT shifts across timeframes, from -0.27 (1 year) to 0.17 (10 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
PTEU vs. COMT — Risk / Return Rank
PTEU
COMT
PTEU vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pacer Trendpilot European Index ETF (PTEU) 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.
| PTEU | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.63 | -0.10 |
| Martin ratioReturn relative to average drawdown | 5.31 | 6.99 | -1.68 |
Loading charts...
Drawdowns
PTEU vs. COMT - Drawdown Comparison
The maximum PTEU drawdown since its inception was -35.45%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PTEU and COMT.
Loading charts...
Drawdown Indicators
| PTEU | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.45% | -51.89% | +16.44% |
Max Drawdown (1Y)Largest decline over 1 year | -12.82% | -15.58% | +2.76% |
Max Drawdown (3Y)Largest decline over 3 years | -15.04% | -15.58% | +0.54% |
Max Drawdown (5Y)Largest decline over 5 years | -15.04% | -29.00% | +13.96% |
Max Drawdown (10Y)Largest decline over 10 years | -35.45% | -39.22% | +3.77% |
Current DrawdownCurrent decline from peak | -2.23% | -15.58% | +13.35% |
Average DrawdownAverage peak-to-trough decline | -14.43% | -24.00% | +9.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.70% | 3.65% | +0.05% |
Volatility
PTEU vs. COMT - Volatility Comparison
Pacer Trendpilot European Index ETF (PTEU) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.01% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| PTEU | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.01% | 5.02% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 19.24% | -4.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | 21.45% | -4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.30% | 21.13% | -5.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.54% | 18.86% | -4.32% |
PTEU vs. COMT - Expense Ratio Comparison
PTEU has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PTEU vs. COMT - Dividend Comparison
PTEU's dividend yield for the trailing twelve months is around 1.80%, 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% |
PTEU Pacer Trendpilot European Index ETF | 1.80% | 1.92% | 3.49% | 2.74% | 0.69% | 1.55% | 0.00% | 3.43% | 1.86% | 0.60% | 0.00% | 0.00% |
Frequently Asked Questions
PTEU and COMT have a correlation of -0.27, 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 PTEU (5.01%). In terms of maximum drawdown, PTEU dropped -35.45% vs COMT's -51.89%.
On 10-year performance, COMT leads with 7.96% vs 5.37% for PTEU. On fees, COMT is cheaper at 0.48% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 7.96% return vs 5.37%. 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 0.65% for PTEU.
COMT has the higher dividend yield at 6.25%, compared with 1.80% for PTEU.
PTEU is categorized as Europe Equities, while COMT is Commodities. PTEU tracks Pacer Trendpilot European Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Pacer and iShares. Their fees differ too: 0.65% for PTEU and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.20 vs 1.15), 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.
Find the right allocation for PTEU and COMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer