RDTL vs. COMT

Last updated Jun 4, 2026

RDTL (GraniteShares 2x Long RDDT Daily ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - RDTL is a Leveraged Equities fund actively managed by GraniteShares, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, RDTL returned 30.51% vs 47.51% for COMT. At a correlation of -0.04, they often move in opposite directions. RDTL charges 1.50%/yr vs 0.48%/yr for COMT.

Performance

RDTL vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long RDDT Daily ETF (RDTL) 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, RDTL achieves a -57.99% return, which is significantly lower than COMT's 39.67% return.

RDTL

• 1D: 0.62%
• 1M: -4.01%
• YTD: -57.99%
• 6M: -55.49%
• 1Y: 30.51%
• 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%

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

RDTL vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025
RDTL GraniteShares 2x Long RDDT Daily ETF	-57.99%	98.12%
COMT iShares Commodities Select Strategy ETF	39.67%	2.47%

Correlation

The correlation between RDTL and COMT is -0.09, 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	-0.09
Correlation (All Time) Calculated using the full available price history since Mar 26, 2025	-0.04

RDTL vs. COMT - Sectors Allocation Comparison

Sectors	RDTL	COMT
Communication Services	66.7%	-
Basic Materials	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	100.0%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

RDTL vs. COMT — Risk / Return Rank

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

RDTL

RDTL Risk / Return Rank: 17
RDTL Sharpe Ratio Rank: 13
RDTL Sortino Ratio Rank: 24
RDTL Omega Ratio Rank: 23
RDTL Calmar Ratio Rank: 14
RDTL Martin Ratio Rank: 12

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

RDTL vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long RDDT Daily ETF (RDTL) 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.

	RDTL	COMT	Difference
Sharpe ratio: Return per unit of total volatility	0.24	2.24	-2.01
Sortino ratio: Return per unit of downside risk	1.27	2.88	-1.61
Omega ratio: Gain probability vs. loss probability	1.15	1.40	-0.25
Calmar ratio: Return relative to maximum drawdown	0.36	5.95	-5.59
Martin ratio: Return relative to average drawdown	0.58	14.11	-13.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RDTL vs. COMT - Sharpe Ratio Comparison

The current RDTL Sharpe Ratio is 0.24, which is lower than the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of RDTL 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

	RDTL	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.24	2.24	-2.01
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	-0.10	0.20	-0.31

Drawdowns

RDTL vs. COMT - Drawdown Comparison

The maximum RDTL drawdown since its inception was -85.21%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RDTL and COMT.

Drawdown Indicators

	RDTL	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-85.21%	-51.89%	-33.32%
Max Drawdown (1Y) Largest decline over 1 year	-85.21%	-8.02%	-77.19%
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 Drawdown Current decline from peak	-74.43%	-4.82%	-69.61%
Average Drawdown Average peak-to-trough decline	-43.81%	-24.07%	-19.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.94%	3.38%	+49.56%

Volatility

RDTL vs. COMT - Volatility Comparison

GraniteShares 2x Long RDDT Daily ETF (RDTL) has a higher volatility of 35.87% compared to iShares Commodities Select Strategy ETF (COMT) at 7.37%. This indicates that RDTL's price experiences larger fluctuations and is considered to be riskier than COMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RDTL	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	35.87%	7.37%	+28.50%
Volatility (6M) Calculated over the trailing 6-month period	88.79%	18.80%	+69.99%
Volatility (1Y) Calculated over the trailing 1-year period	129.61%	21.29%	+108.32%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	141.51%	21.06%	+120.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	141.51%	18.89%	+122.62%

RDTL vs. COMT - Expense Ratio Comparison

RDTL has a 1.50% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

RDTL vs. COMT - Dividend Comparison

RDTL has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.54%.

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%
RDTL GraniteShares 2x Long RDDT Daily ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both RDTL and COMT in my portfolio?

RDTL and COMT have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RDTL or COMT?

RDTL has higher volatility (35.87%) compared to COMT (7.37%). In terms of maximum drawdown, RDTL dropped -85.21% vs COMT's -51.89%.

Which ETF is better, RDTL or COMT?

On 1-year performance, COMT leads with 47.51% vs 30.51% for RDTL. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RDTL or COMT?

Over the 1-year period, COMT has performed better with a 47.51% return vs 30.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RDTL or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 1.50% for RDTL.

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

COMT has the higher dividend yield at 5.54%, compared with 0.00% for RDTL.

What is the main difference between RDTL and COMT?

RDTL is categorized as Leveraged Equities, while COMT is Commodities. They also come from different issuers: GraniteShares and iShares. Their fees differ too: 1.50% for RDTL and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.24 vs 0.24), 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.