QARP vs. COMT
QARP (Xtrackers Russell 1000 US Quality at a Reasonable Price ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - QARP is a Quality Factor fund tracking the Russell 1000 2Qual/Val 5% Capped Factor 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 5 years, QARP returned 12.08%/yr vs 11.85%/yr for COMT. Their 0.27 correlation means their historical movements had little consistent relationship. QARP charges 0.19%/yr vs 0.48%/yr for COMT.
Performance
QARP vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, QARP achieves a 15.18% return, which is significantly lower than COMT's 29.49% return.
QARP
- 1D
- -0.10%
- 1M
- 3.52%
- 6M
- 10.22%
- YTD
- 15.18%
- 1Y
- 26.97%
- 3Y*
- 18.20%
- 5Y*
- 12.08%
- 10Y*
- —
- ALL TIME*
- 14.39%
COMT
- 1D
- 0.65%
- 1M
- 5.25%
- 6M
- 19.23%
- YTD
- 29.49%
- 1Y
- 33.46%
- 3Y*
- 10.63%
- 5Y*
- 11.85%
- 10Y*
- 8.63%
- ALL TIME*
- 3.30%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.13M | $10.19M | $11.89M | |
| $104.64K | $120.58K | $177.48K |
QARP vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 15.18% | 13.99% | 18.94% | 23.03% | -14.62% | 31.82% | 14.83% | 30.70% | -5.53% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.49% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -7.40% |
Correlation
The correlation between QARP and COMT is -0.18, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.18 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Apr 5, 2018 | 0.27 |
The correlation between QARP and COMT shifts across timeframes, from -0.18 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QARP vs. COMT — Risk / Return Rank
QARP
COMT
QARP vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) 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.
| QARP | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.43 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.27 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.73 | 1.91 | +1.82 |
| Martin ratioReturn relative to average drawdown | 16.69 | 5.84 | +10.86 |
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Drawdowns
QARP vs. COMT - Drawdown Comparison
The maximum QARP drawdown since its inception was -35.44%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QARP and COMT.
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Drawdown Indicators
| QARP | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.44% | -51.89% | +16.45% |
Max Drawdown (1Y)Largest decline over 1 year | -7.26% | -17.57% | +10.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.65% | -17.57% | +1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -22.75% | -29.00% | +6.25% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -0.10% | -11.75% | +11.65% |
Average DrawdownAverage peak-to-trough decline | -4.37% | -23.89% | +19.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.62% | 5.75% | -4.13% |
Volatility
QARP vs. COMT - Volatility Comparison
The current volatility for Xtrackers Russell 1000 US Quality at a Reasonable Price ETF (QARP) is 2.80%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.13%. This indicates that QARP 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
| QARP | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 5.13% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.20% | 18.95% | -10.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 21.64% | -10.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.53% | 21.09% | -5.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.86% | +0.65% |
QARP vs. COMT - Expense Ratio Comparison
QARP has a 0.19% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
QARP vs. COMT - Dividend Comparison
QARP's dividend yield for the trailing twelve months is around 1.00%, less than COMT's 5.98% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.98% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
QARP Xtrackers Russell 1000 US Quality at a Reasonable Price ETF | 1.00% | 1.14% | 1.39% | 1.28% | 1.68% | 1.34% | 1.61% | 1.85% | 1.39% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QARP 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 (5.13%) compared to QARP (2.80%). In terms of maximum drawdown, QARP dropped -35.44% vs COMT's -51.89%.
On 5-year performance, QARP leads with 12.08% vs 11.85% for COMT. On fees, QARP is cheaper at 0.19% per year. On volatility, QARP has been the lower-risk option at 2.80%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, QARP has performed better with a 12.08% return vs 11.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QARP is cheaper with a 0.19% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.98%, compared with 1.00% for QARP.
QARP is categorized as Quality Factor, while COMT is Commodities. QARP tracks Russell 1000 2Qual/Val 5% Capped Factor Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Deutsche Bank and iShares. Their fees differ too: 0.19% for QARP and 0.48% for COMT.
QARP currently has the higher Sharpe Ratio (2.54 vs 1.55), 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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