QIDX vs. COMT
QIDX (Indexperts Quality Earnings Focused ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - QIDX is a Mid Cap Blend Equities fund actively managed by Indexperts, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, QIDX returned 11.10% vs 47.51% for COMT. At a correlation of -0.04, they often move in opposite directions. QIDX charges 0.50%/yr vs 0.48%/yr for COMT.
Performance
QIDX vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, QIDX achieves a 6.98% return, which is significantly lower than COMT's 39.67% return.
QIDX
- 1D
- -0.44%
- 1M
- 1.58%
- YTD
- 6.98%
- 6M
- 6.58%
- 1Y
- 11.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
QIDX vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
QIDX Indexperts Quality Earnings Focused ETF | 6.98% | 8.16% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 5.08% |
Correlation
The correlation between QIDX and COMT is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025 | -0.04 |
The correlation between QIDX and COMT shifts across timeframes, from -0.17 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
QIDX vs. COMT — Risk / Return Rank
QIDX
COMT
QIDX vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Indexperts Quality Earnings Focused ETF (QIDX) 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.
| QIDX | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.23 | ||
| Sortino ratioReturn per unit of downside risk | -1.36 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.40 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 5.95 | -4.34 |
| Martin ratioReturn relative to average drawdown | 5.31 | 14.11 | -8.80 |
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
| QIDX | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 2.24 | -1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.75 | 0.20 | +0.55 |
Drawdowns
QIDX vs. COMT - Drawdown Comparison
The maximum QIDX drawdown since its inception was -14.99%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QIDX and COMT.
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Drawdown Indicators
| QIDX | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.99% | -51.89% | +36.90% |
Max Drawdown (1Y)Largest decline over 1 year | -6.92% | -8.02% | +1.10% |
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 | -0.44% | -4.82% | +4.38% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -24.07% | +21.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.10% | 3.38% | -1.28% |
Volatility
QIDX vs. COMT - Volatility Comparison
The current volatility for Indexperts Quality Earnings Focused ETF (QIDX) is 2.87%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that QIDX 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
| QIDX | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.87% | 7.37% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.31% | 18.80% | -10.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.98% | 21.29% | -10.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.60% | 21.06% | -6.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.60% | 18.89% | -4.29% |
QIDX vs. COMT - Expense Ratio Comparison
QIDX has a 0.50% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
QIDX vs. COMT - Dividend Comparison
QIDX's dividend yield for the trailing twelve months is around 0.86%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
QIDX Indexperts Quality Earnings Focused ETF | 0.86% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QIDX and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to QIDX (2.87%). In terms of maximum drawdown, QIDX dropped -14.99% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs 11.10% for QIDX. On fees, COMT is cheaper at 0.48% per year. On volatility, QIDX has been the lower-risk option at 2.87%. 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 47.51% return vs 11.10%. 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 0.50% for QIDX.
COMT has the higher dividend yield at 5.54%, compared with 0.86% for QIDX.
QIDX is categorized as Mid Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Indexperts and iShares. Their fees differ too: 0.50% for QIDX and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs 1.02), 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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