QSML vs. COMT
QSML (Wisdomtree U.S. Smallcap Quality Growth Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - QSML is a Small Cap Growth Equities fund tracking the WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past year, QSML returned 24.58% vs 25.37% for COMT. At a 0.02 correlation, their price movements are largely independent. QSML charges 0.38%/yr vs 0.48%/yr for COMT.
Performance
QSML vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, QSML achieves a 12.37% return, which is significantly lower than COMT's 20.95% return.
QSML
- 1D
- 1.38%
- 1M
- 4.91%
- YTD
- 12.37%
- 6M
- 9.88%
- 1Y
- 24.58%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
QSML vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 12.37% | 5.49% | 9.93% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 3.60% |
Correlation
The correlation between QSML 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 Jan 25, 2024 | 0.02 |
The correlation between QSML and COMT shifts across timeframes, from -0.14 (1 year) to 0.02 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
QSML vs. COMT — Risk / Return Rank
QSML
COMT
QSML vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) 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.
| QSML | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.20 | ||
| Sortino ratioReturn per unit of downside risk | +0.40 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.22 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.30 | 1.45 | +0.85 |
| Martin ratioReturn relative to average drawdown | 7.66 | 6.71 | +0.95 |
Loading charts...
Drawdowns
QSML vs. COMT - Drawdown Comparison
The maximum QSML drawdown since its inception was -28.54%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for QSML and COMT.
Loading charts...
Drawdown Indicators
| QSML | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.54% | -51.89% | +23.35% |
Max Drawdown (1Y)Largest decline over 1 year | -10.72% | -17.57% | +6.85% |
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 | 0.00% | -17.57% | +17.57% |
Average DrawdownAverage peak-to-trough decline | -5.85% | -24.00% | +18.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 3.79% | -0.57% |
Volatility
QSML vs. COMT - Volatility Comparison
The current volatility for Wisdomtree U.S. Smallcap Quality Growth Fund (QSML) is 4.80%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.32%. This indicates that QSML 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.
Loading charts...
Volatility by Period
| QSML | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 5.32% | -0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.21% | 19.40% | -7.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.65% | 21.28% | -3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.78% | 21.15% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.78% | 18.87% | +1.91% |
QSML vs. COMT - Expense Ratio Comparison
QSML has a 0.38% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
QSML vs. COMT - Dividend Comparison
QSML's dividend yield for the trailing twelve months is around 0.55%, less than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
QSML Wisdomtree U.S. Smallcap Quality Growth Fund | 0.55% | 0.62% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
QSML 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 (5.32%) compared to QSML (4.80%). In terms of maximum drawdown, QSML dropped -28.54% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.37% vs 24.58% for QSML. On fees, QSML is cheaper at 0.38% per year. On volatility, QSML has been the lower-risk option at 4.80%. 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 25.37% return vs 24.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
QSML is cheaper with a 0.38% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.40%, compared with 0.55% for QSML.
QSML is categorized as Small Cap Growth Equities, while COMT is Commodities. QSML tracks WisdomTree US SmallCap Quality Growth Index - Benchmark TR Gross, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for QSML and 0.48% for COMT.
QSML currently has the higher Sharpe Ratio (1.40 vs 1.21), 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.
Find the right allocation for QSML and COMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer