PTL vs. COMT

Last updated Jun 5, 2026

PTL (Inspire 500 ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PTL is a Large Cap Blend Equities fund tracking the Inspire 500 Index, while COMT is a Commodities fund actively managed by iShares. PTL is passively managed, while COMT is actively managed. Over the past year, PTL returned 30.21% vs 45.51% for COMT. At a 0.07 correlation, their price movements are largely independent. PTL charges 0.09%/yr vs 0.48%/yr for COMT.

Performance

PTL vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Inspire 500 ETF (PTL) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PTL achieves a 16.18% return, which is significantly lower than COMT's 37.50% return.

PTL

• 1D: -1.46%
• 1M: 2.80%
• YTD: 16.18%
• 6M: 13.82%
• 1Y: 30.21%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

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

PTL vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
PTL Inspire 500 ETF	16.18%	17.92%	7.90%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	-0.36%

Correlation

The correlation between PTL and COMT is -0.12, 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	-0.12
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024	0.07

The correlation between PTL and COMT shifts across timeframes, from -0.12 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

PTL vs. COMT - Sectors Allocation Comparison

Sectors	PTL	COMT
Technology	30.5%	-
Industrials	19.5%	-
Energy	10.0%	-
Financial Services	7.9%	100.0%
Consumer Cyclical	7.0%	-
Basic Materials	6.2%	-
Real Estate	6.1%	-
Healthcare	5.1%	-
Utilities	4.7%	-
Consumer Defensive	2.2%	-
Communication Services	1.0%	-

Return for Risk

PTL vs. COMT — Risk / Return Rank

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

PTL

PTL Risk / Return Rank: 68
PTL Sharpe Ratio Rank: 62
PTL Sortino Ratio Rank: 61
PTL Omega Ratio Rank: 60
PTL Calmar Ratio Rank: 79
PTL Martin Ratio Rank: 78

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

PTL vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Inspire 500 ETF (PTL) 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.

	PTL	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.06	2.14	-0.08
Sortino ratio: Return per unit of downside risk	2.82	2.77	+0.05
Omega ratio: Gain probability vs. loss probability	1.36	1.38	-0.02
Calmar ratio: Return relative to maximum drawdown	4.01	5.70	-1.69
Martin ratio: Return relative to average drawdown	14.92	13.42	+1.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PTL vs. COMT - Sharpe Ratio Comparison

The current PTL Sharpe Ratio is 2.06, which is comparable to the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of PTL and COMT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PTL	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.06	2.14	-0.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.20	+0.91

Drawdowns

PTL vs. COMT - Drawdown Comparison

The maximum PTL drawdown since its inception was -19.72%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PTL and COMT.

Drawdown Indicators

	PTL	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-19.72%	-51.89%	+32.17%
Max Drawdown (1Y) Largest decline over 1 year	-7.57%	-8.02%	+0.45%
Max Drawdown (3Y) Largest decline over 3 years	—	-13.31%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-29.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-1.58%	-6.30%	+4.72%
Average Drawdown Average peak-to-trough decline	-2.46%	-24.06%	+21.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.03%	3.40%	-1.37%

Volatility

PTL vs. COMT - Volatility Comparison

The current volatility for Inspire 500 ETF (PTL) is 4.37%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.46%. This indicates that PTL 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.

Volatility by Period

	PTL	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.37%	7.46%	-3.09%
Volatility (6M) Calculated over the trailing 6-month period	11.42%	18.88%	-7.46%
Volatility (1Y) Calculated over the trailing 1-year period	14.73%	21.36%	-6.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.70%	21.07%	-3.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.70%	18.89%	-1.19%

PTL vs. COMT - Expense Ratio Comparison

PTL has a 0.09% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

PTL vs. COMT - Dividend Comparison

PTL's dividend yield for the trailing twelve months is around 1.11%, less than COMT's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
PTL Inspire 500 ETF	1.11%	1.24%	0.92%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both PTL and COMT in my portfolio?

PTL and COMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PTL or COMT?

COMT has higher volatility (7.46%) compared to PTL (4.37%). In terms of maximum drawdown, PTL dropped -19.72% vs COMT's -51.89%.

Which ETF is better, PTL or COMT?

On 1-year performance, COMT leads with 45.51% vs 30.21% for PTL. On fees, PTL is cheaper at 0.09% per year. On volatility, PTL has been the lower-risk option at 4.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PTL or COMT?

Over the 1-year period, COMT has performed better with a 45.51% return vs 30.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PTL or COMT?

PTL is cheaper with a 0.09% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, PTL or COMT?

COMT has the higher dividend yield at 5.63%, compared with 1.11% for PTL.

What is the main difference between PTL and COMT?

PTL is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Inspire and iShares. Their fees differ too: 0.09% for PTL and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.14 vs 2.06), 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.