QQLV vs. COMT
QQLV (Invesco QQQ Low Volatility ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - QQLV is a Large Cap Blend Equities fund tracking the Nasdaq Low Volatility Index, while COMT is a Commodities fund actively managed by iShares. QQLV is passively managed, while COMT is actively managed. Over the past year, QQLV returned -1.95% vs 47.51% for COMT. At a correlation of -0.07, they often move in opposite directions. QQLV charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
QQLV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, QQLV achieves a 1.94% return, which is significantly lower than COMT's 39.67% return.
QQLV
- 1D
- -0.03%
- 1M
- -0.15%
- YTD
- 1.94%
- 6M
- 1.06%
- 1Y
- -1.95%
- 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%
QQLV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QQLV Invesco QQQ Low Volatility ETF | 1.94% | 4.19% | -5.60% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 2.24% |
Correlation
The correlation between QQLV and COMT is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 5, 2024 | -0.07 |
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Return for Risk
QQLV vs. COMT — Risk / Return Rank
QQLV
COMT
QQLV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco QQQ Low Volatility ETF (QQLV) 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.
| QQLV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.09 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.40 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.27 | 5.95 | -6.22 |
| Martin ratioReturn relative to average drawdown | -0.52 | 14.11 | -14.63 |
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
| QQLV | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | 2.24 | -2.44 |
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 | 0.01 | 0.20 | -0.19 |
Drawdowns
QQLV vs. COMT - Drawdown Comparison
The maximum QQLV drawdown since its inception was -9.54%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QQLV and COMT.
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Drawdown Indicators
| QQLV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.54% | -51.89% | +42.35% |
Max Drawdown (1Y)Largest decline over 1 year | -7.35% | -8.02% | +0.67% |
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 | -3.61% | -4.82% | +1.21% |
Average DrawdownAverage peak-to-trough decline | -3.19% | -24.07% | +20.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.73% | 3.38% | +0.35% |
Volatility
QQLV vs. COMT - Volatility Comparison
The current volatility for Invesco QQQ Low Volatility ETF (QQLV) is 2.66%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that QQLV 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
| QQLV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 7.37% | -4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 7.05% | 18.80% | -11.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.13% | 21.29% | -11.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.70% | 21.06% | -8.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.70% | 18.89% | -6.19% |
QQLV vs. COMT - Expense Ratio Comparison
QQLV has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
QQLV vs. COMT - Dividend Comparison
QQLV's dividend yield for the trailing twelve months is around 2.06%, 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% |
QQLV Invesco QQQ Low Volatility ETF | 2.06% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QQLV and COMT have a correlation of -0.14, 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 QQLV (2.66%). In terms of maximum drawdown, QQLV dropped -9.54% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs -1.95% for QQLV. On fees, QQLV is cheaper at 0.25% per year. On volatility, QQLV has been the lower-risk option at 2.66%. 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 -1.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QQLV is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 2.06% for QQLV.
QQLV is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.25% for QQLV and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs -0.19), 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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