QINT vs. COMT

Last updated Jun 3, 2026

QINT (American Century Quality Diversified International ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - QINT is a Foreign Large Cap Equities fund tracking the Alpha Vee American Century Diversified International Equity Index, while COMT is a Commodities fund actively managed by iShares. QINT is passively managed, while COMT is actively managed. Over the past 5 years, QINT returned 9.17%/yr vs 13.58%/yr for COMT. At a 0.27 correlation, their price movements are largely independent. QINT charges 0.39%/yr vs 0.48%/yr for COMT.

Performance

QINT vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Century Quality Diversified International ETF (QINT) 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, QINT achieves a 10.27% return, which is significantly lower than COMT's 38.58% return.

QINT

• 1D: 0.33%
• 1M: 2.51%
• YTD: 10.27%
• 6M: 13.81%
• 1Y: 25.71%
• 3Y*: 20.98%
• 5Y*: 9.17%
• 10Y*: —

COMT

• 1D: 0.61%
• 1M: -3.28%
• YTD: 38.58%
• 6M: 38.42%
• 1Y: 47.00%
• 3Y*: 16.55%
• 5Y*: 13.58%
• 10Y*: 9.01%

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

QINT vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
QINT American Century Quality Diversified International ETF	10.27%	38.12%	6.53%	20.36%	-19.75%	9.29%	17.95%	23.46%	-14.13%
COMT iShares Commodities Select Strategy ETF	38.58%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-11.78%

Correlation

The correlation between QINT and COMT is -0.23, 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	-0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.04
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (All Time) Calculated using the full available price history since Sep 13, 2018	0.27

The correlation between QINT and COMT shifts across timeframes, from -0.23 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

QINT vs. COMT - Sectors Allocation Comparison

Sectors	QINT	COMT
Financial Services	19.8%	100.0%
Industrials	19.0%	-
Consumer Cyclical	13.6%	-
Healthcare	10.2%	-
Basic Materials	9.4%	-
Technology	8.9%	-
Energy	6.4%	-
Consumer Defensive	5.8%	-
Communication Services	4.4%	-
Utilities	1.6%	-
Real Estate	1.0%	-

Return for Risk

QINT vs. COMT — Risk / Return Rank

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

QINT

QINT Risk / Return Rank: 50
QINT Sharpe Ratio Rank: 50
QINT Sortino Ratio Rank: 50
QINT Omega Ratio Rank: 50
QINT Calmar Ratio Rank: 47
QINT Martin Ratio Rank: 55

COMT

COMT Risk / Return Rank: 72
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 92
COMT Martin Ratio Rank: 77

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.

QINT vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Century Quality Diversified International ETF (QINT) 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.

	QINT	COMT	Difference
Sharpe ratio Return per unit of total volatility	1.74	2.22	-0.48
Sortino ratio Return per unit of downside risk	2.47	2.86	-0.39
Omega ratio Gain probability vs. loss probability	1.32	1.39	-0.08
Calmar ratio Return relative to maximum drawdown	2.37	6.26	-3.89
Martin ratio Return relative to average drawdown	9.60	14.93	-5.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QINT vs. COMT - Sharpe Ratio Comparison

The current QINT Sharpe Ratio is 1.74, which is comparable to the COMT Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of QINT 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

	QINT	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.74	2.22	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.65	-0.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	0.20	+0.37

Drawdowns

QINT vs. COMT - Drawdown Comparison

The maximum QINT drawdown since its inception was -33.86%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QINT and COMT.

Drawdown Indicators

	QINT	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-33.86%	-51.89%	+18.03%
Max Drawdown (1Y) Largest decline over 1 year	-11.41%	-8.02%	-3.39%
Max Drawdown (3Y) Largest decline over 3 years	-13.56%	-13.31%	-0.25%
Max Drawdown (5Y) Largest decline over 5 years	-33.86%	-29.00%	-4.86%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-0.18%	-5.56%	+5.38%
Average Drawdown Average peak-to-trough decline	-7.55%	-24.08%	+16.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.82%	3.36%	-0.54%

Volatility

QINT vs. COMT - Volatility Comparison

The current volatility for American Century Quality Diversified International ETF (QINT) is 4.99%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.60%. This indicates that QINT 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

	QINT	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	7.60%	-2.61%
Volatility (6M) Calculated over the trailing 6-month period	12.33%	18.80%	-6.47%
Volatility (1Y) Calculated over the trailing 1-year period	14.85%	21.38%	-6.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.22%	21.07%	-4.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.06%	18.89%	-0.83%

QINT vs. COMT - Expense Ratio Comparison

QINT has a 0.39% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

QINT vs. COMT - Dividend Comparison

QINT's dividend yield for the trailing twelve months is around 2.48%, less than COMT's 5.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.59%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
QINT American Century Quality Diversified International ETF	2.48%	2.66%	3.49%	3.12%	3.56%	2.30%	1.61%	1.83%	0.42%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both QINT and COMT in my portfolio?

QINT and COMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QINT or COMT?

COMT has higher volatility (7.60%) compared to QINT (4.99%). In terms of maximum drawdown, QINT dropped -33.86% vs COMT's -51.89%.

Which ETF is better, QINT or COMT?

On 5-year performance, COMT leads with 13.58% vs 9.17% for QINT. On fees, QINT is cheaper at 0.39% per year. On volatility, QINT has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, QINT or COMT?

Over the 5-year period, COMT has performed better with a 13.58% return vs 9.17%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, QINT or COMT?

QINT is cheaper with a 0.39% expense ratio, compared with 0.48% for COMT.

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

COMT has the higher dividend yield at 5.59%, compared with 2.48% for QINT.

What is the main difference between QINT and COMT?

QINT is categorized as Foreign Large Cap Equities, while COMT is Commodities. They also come from different issuers: American Century and iShares. Their fees differ too: 0.39% for QINT and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.22 vs 1.74), 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.