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RBLD vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RBLD vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Alerian U.S. NextGen Infrastructure ETF (RBLD) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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

RBLD vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

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Return for Risk

RBLD vs. COMT — Risk / Return Rank

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

RBLD
RBLD Risk / Return Rank: 7171
Overall Rank
RBLD Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
RBLD Sortino Ratio Rank: 6666
Sortino Ratio Rank
RBLD Omega Ratio Rank: 6161
Omega Ratio Rank
RBLD Calmar Ratio Rank: 8181
Calmar Ratio Rank
RBLD Martin Ratio Rank: 7777
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5555
Omega Ratio Rank
COMT Calmar Ratio Rank: 4747
Calmar Ratio Rank
COMT Martin Ratio Rank: 4848
Martin Ratio Rank
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.

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.


RBLDCOMTDifference
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

RBLD vs. COMT - Sharpe Ratio Comparison

The current RBLD Sharpe Ratio is 1.77, which is comparable to the COMT Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of RBLD 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.


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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.


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Drawdown Indicators


RBLDCOMTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.49%

-11.44%

+9.95%

Average Drawdown

Average peak-to-trough decline

-10.78%

-23.96%

+13.18%

Ulcer Index

Depth 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.


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Volatility by Period


RBLDCOMTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for RBLD and COMT

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