PYPG vs. COMT
PYPG (Leverage Shares 2X Long PYPL Daily ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - PYPG is a Leveraged Equities fund actively managed by Leverage Shares, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, PYPG returned -74.35% vs 45.51% for COMT. At a correlation of -0.03, they often move in opposite directions. PYPG charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
PYPG vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, PYPG achieves a -54.04% return, which is significantly lower than COMT's 37.50% return.
PYPG
- 1D
- 1.38%
- 1M
- -16.19%
- YTD
- -54.04%
- 6M
- -59.26%
- 1Y
- -74.35%
- 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%
PYPG vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
PYPG Leverage Shares 2X Long PYPL Daily ETF | -54.04% | -16.47% |
COMT iShares Commodities Select Strategy ETF | 37.50% | 9.45% |
Correlation
The correlation between PYPG and COMT is -0.08, 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 | -0.08 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2025 | -0.03 |
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Return for Risk
PYPG vs. COMT — Risk / Return Rank
PYPG
COMT
PYPG vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Leverage Shares 2X Long PYPL Daily ETF (PYPG) 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.
| PYPG | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.10 | ||
| Sortino ratioReturn per unit of downside risk | -4.34 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.38 | -0.60 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 5.70 | -6.64 |
| Martin ratioReturn relative to average drawdown | -1.48 | 13.42 | -14.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PYPG | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | 2.14 | -3.10 |
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 | -0.72 | 0.20 | -0.92 |
Drawdowns
PYPG vs. COMT - Drawdown Comparison
The maximum PYPG drawdown since its inception was -79.52%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for PYPG and COMT.
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Drawdown Indicators
| PYPG | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.52% | -51.89% | -27.63% |
Max Drawdown (1Y)Largest decline over 1 year | -79.52% | -8.02% | -71.50% |
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 DrawdownCurrent decline from peak | -77.03% | -6.30% | -70.73% |
Average DrawdownAverage peak-to-trough decline | -38.13% | -24.06% | -14.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.39% | 3.40% | +46.99% |
Volatility
PYPG vs. COMT - Volatility Comparison
Leverage Shares 2X Long PYPL Daily ETF (PYPG) has a higher volatility of 12.24% compared to iShares Commodities Select Strategy ETF (COMT) at 7.46%. This indicates that PYPG's price experiences larger fluctuations and is considered to be riskier 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
| PYPG | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 7.46% | +4.78% |
Volatility (6M)Calculated over the trailing 6-month period | 68.29% | 18.88% | +49.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.89% | 21.36% | +56.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.39% | 21.07% | +57.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.39% | 18.89% | +59.50% |
PYPG vs. COMT - Expense Ratio Comparison
PYPG has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
PYPG vs. COMT - Dividend Comparison
PYPG has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.63%.
| 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% |
PYPG Leverage Shares 2X Long PYPL Daily 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
PYPG and COMT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PYPG has higher volatility (12.24%) compared to COMT (7.46%). In terms of maximum drawdown, PYPG dropped -79.52% vs COMT's -51.89%.
On 1-year performance, COMT leads with 45.51% vs -74.35% for PYPG. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 7.46%. 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 45.51% return vs -74.35%. 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 PYPG.
COMT has the higher dividend yield at 5.63%, compared with 0.00% for PYPG.
PYPG is categorized as Leveraged Equities, while COMT is Commodities. They also come from different issuers: Leverage Shares and iShares. Their fees differ too: 0.75% for PYPG and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.14 vs -0.96), 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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