QCAP vs. COMT
QCAP (FT Vest NASDAQ-100 Conservative Buffer ETF - April) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - QCAP is a Nasdaq-100 fund actively managed by FT Vest, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. QCAP is actively managed, while COMT is passively managed. Over the past year, QCAP returned 8.32% vs 33.20% for COMT. At a 0.02 correlation, their price movements are largely independent. QCAP charges 0.90%/yr vs 0.48%/yr for COMT.
Performance
QCAP vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, QCAP achieves a 4.28% return, which is significantly lower than COMT's 30.19% return.
QCAP
- 1D
- -0.58%
- 1M
- -0.46%
- 6M
- 4.04%
- YTD
- 4.28%
- 1Y
- 8.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
QCAP vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QCAP FT Vest NASDAQ-100 Conservative Buffer ETF - April | 4.28% | 7.13% | 10.87% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | -3.34% |
Correlation
The correlation between QCAP 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 Apr 22, 2024 | 0.02 |
The correlation between QCAP and COMT shifts across timeframes, from -0.12 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QCAP vs. COMT — Risk / Return Rank
QCAP
COMT
QCAP vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) 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.
| QCAP | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.27 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 1.90 | +2.08 |
| Martin ratioReturn relative to average drawdown | 23.75 | 6.35 | +17.40 |
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Drawdowns
QCAP vs. COMT - Drawdown Comparison
The maximum QCAP drawdown since its inception was -9.17%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QCAP and COMT.
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Drawdown Indicators
| QCAP | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.17% | -51.89% | +42.72% |
Max Drawdown (1Y)Largest decline over 1 year | -2.10% | -17.57% | +15.47% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -0.98% | -11.28% | +10.30% |
Average DrawdownAverage peak-to-trough decline | -0.53% | -23.95% | +23.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.35% | 5.24% | -4.89% |
Volatility
QCAP vs. COMT - Volatility Comparison
The current volatility for FT Vest NASDAQ-100 Conservative Buffer ETF - April (QCAP) is 2.00%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that QCAP 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
| QCAP | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.00% | 5.91% | -3.91% |
Volatility (6M)Calculated over the trailing 6-month period | 3.50% | 19.67% | -16.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 21.54% | -17.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 8.72% | 21.20% | -12.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 8.72% | 18.85% | -10.13% |
QCAP vs. COMT - Expense Ratio Comparison
QCAP has a 0.90% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
QCAP vs. COMT - Dividend Comparison
QCAP has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.95%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
QCAP FT Vest NASDAQ-100 Conservative Buffer ETF - April | 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
QCAP 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.
COMT has higher volatility (5.91%) compared to QCAP (2.00%). In terms of maximum drawdown, QCAP dropped -9.17% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.20% vs 8.32% for QCAP. On fees, COMT is cheaper at 0.48% per year. On volatility, QCAP has been the lower-risk option at 2.00%. 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 33.20% return vs 8.32%. 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 0.90% for QCAP.
COMT has the higher dividend yield at 5.95%, compared with 0.00% for QCAP.
QCAP is categorized as Nasdaq-100, while COMT is Commodities. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.90% for QCAP and 0.48% for COMT.
QCAP currently has the higher Sharpe Ratio (2.18 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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