RBLD vs. COMT
RBLD (First Trust Alerian U.S. NextGen Infrastructure ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RBLD is a Industrials Equities fund tracking the Alerian US NextGen Infrastructure Index - Benchmark TR Net, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 10 years, RBLD returned 8.51%/yr vs 8.27%/yr for COMT. At a 0.32 correlation, their price movements are largely independent. RBLD charges 0.65%/yr vs 0.48%/yr for COMT.
Performance
RBLD vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RBLD achieves a 20.01% return, which is significantly lower than COMT's 29.95% return. Both investments have delivered pretty close results over the past 10 years, with RBLD having a 8.51% annualized return and COMT not far behind at 8.27%.
RBLD
- 1D
- 0.54%
- 1M
- 0.87%
- 6M
- 15.37%
- YTD
- 20.01%
- 1Y
- 24.63%
- 3Y*
- 19.73%
- 5Y*
- 12.22%
- 10Y*
- 8.51%
COMT
- 1D
- 0.59%
- 1M
- -0.52%
- 6M
- 24.58%
- YTD
- 29.95%
- 1Y
- 33.06%
- 3Y*
- 12.33%
- 5Y*
- 11.81%
- 10Y*
- 8.27%
RBLD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RBLD First Trust Alerian U.S. NextGen Infrastructure ETF | 20.01% | 13.99% | 17.94% | 19.36% | -9.87% | 12.98% | 0.51% | 12.81% | -21.72% | 22.95% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 29.95% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between RBLD and COMT is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.32 |
The correlation between RBLD and COMT shifts across timeframes, from -0.07 (1 year) to 0.32 (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
RBLD vs. COMT — Risk / Return Rank
RBLD
COMT
RBLD vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) 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.
| RBLD | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.44 | 1.89 | +1.55 |
| Martin ratioReturn relative to average drawdown | 11.50 | 6.43 | +5.06 |
Loading charts...
Drawdowns
RBLD vs. COMT - Drawdown Comparison
The maximum RBLD drawdown since its inception was -50.07%, roughly equal to the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RBLD and COMT.
Loading charts...
Drawdown Indicators
| RBLD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.07% | -51.89% | +1.82% |
Max Drawdown (1Y)Largest decline over 1 year | -7.19% | -17.57% | +10.38% |
Max Drawdown (3Y)Largest decline over 3 years | -19.14% | -17.57% | -1.57% |
Max Drawdown (5Y)Largest decline over 5 years | -22.54% | -29.00% | +6.46% |
Max Drawdown (10Y)Largest decline over 10 years | -50.07% | -39.22% | -10.85% |
Current DrawdownCurrent decline from peak | -1.49% | -11.44% | +9.95% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -23.96% | +13.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 5.15% | -3.00% |
Volatility
RBLD vs. COMT - Volatility Comparison
The current volatility for First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) is 3.84%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 6.15%. This indicates that RBLD 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
| RBLD | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 6.15% | -2.31% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 19.69% | -8.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 21.56% | -7.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.82% | 21.20% | -4.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.48% | 18.86% | -0.38% |
RBLD vs. COMT - Expense Ratio Comparison
RBLD has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RBLD vs. COMT - Dividend Comparison
RBLD's dividend yield for the trailing twelve months is around 0.94%, less than COMT's 5.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.96% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
RBLD First Trust Alerian U.S. NextGen Infrastructure ETF | 0.94% | 1.19% | 1.31% | 1.16% | 2.10% | 1.45% | 2.88% | 1.84% | 1.74% | 1.49% | 2.01% | 1.17% |
Frequently Asked Questions
RBLD and COMT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (6.15%) compared to RBLD (3.84%). In terms of maximum drawdown, RBLD dropped -50.07% vs COMT's -51.89%.
On 10-year performance, RBLD leads with 8.51% vs 8.27% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, RBLD has been the lower-risk option at 3.84%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RBLD has performed better with a 8.51% return vs 8.27%. 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 0.65% for RBLD.
COMT has the higher dividend yield at 5.96%, compared with 0.94% for RBLD.
RBLD is categorized as Industrials Equities, while COMT is Commodities. RBLD tracks Alerian US NextGen Infrastructure Index - Benchmark TR Net, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.65% for RBLD and 0.48% for COMT.
RBLD currently has the higher Sharpe Ratio (1.77 vs 1.54), 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 RBLD 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