REM vs. COMT
REM (iShares Mortgage Real Estate ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - REM is a REIT fund tracking the FTSE NAREIT All Mortgage Capped Index, 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, REM returned 3.04%/yr vs 8.33%/yr for COMT. At a 0.19 correlation, their price movements are largely independent. Both charge a 0.48% expense ratio.
Performance
REM vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, REM achieves a 5.33% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, REM has underperformed COMT with an annualized return of 3.04%, while COMT has yielded a comparatively higher 8.33% annualized return.
REM
- 1D
- 1.30%
- 1M
- 4.18%
- 6M
- -0.88%
- YTD
- 5.33%
- 1Y
- 12.73%
- 3Y*
- 6.93%
- 5Y*
- -0.39%
- 10Y*
- 3.04%
COMT
- 1D
- -0.49%
- 1M
- 2.53%
- 6M
- 26.18%
- YTD
- 30.19%
- 1Y
- 33.20%
- 3Y*
- 12.71%
- 5Y*
- 11.75%
- 10Y*
- 8.33%
REM vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REM iShares Mortgage Real Estate ETF | 5.33% | 13.30% | -1.00% | 14.43% | -27.56% | 16.14% | -19.99% | 21.34% | -3.09% | 18.43% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between REM and COMT is -0.21, 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 | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.19 |
The correlation between REM and COMT shifts across timeframes, from -0.21 (1 year) to 0.19 (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
REM vs. COMT — Risk / Return Rank
REM
COMT
REM vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Mortgage Real Estate ETF (REM) 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.
| REM | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.27 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.90 | 1.90 | -1.00 |
| Martin ratioReturn relative to average drawdown | 2.33 | 6.35 | -4.01 |
Loading charts...
Drawdowns
REM vs. COMT - Drawdown Comparison
The maximum REM drawdown since its inception was -74.73%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for REM and COMT.
Loading charts...
Drawdown Indicators
| REM | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.73% | -51.89% | -22.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.25% | -17.57% | +3.32% |
Max Drawdown (3Y)Largest decline over 3 years | -21.91% | -17.57% | -4.34% |
Max Drawdown (5Y)Largest decline over 5 years | -43.31% | -29.00% | -14.31% |
Max Drawdown (10Y)Largest decline over 10 years | -68.52% | -39.22% | -29.30% |
Current DrawdownCurrent decline from peak | -18.07% | -11.28% | -6.79% |
Average DrawdownAverage peak-to-trough decline | -38.24% | -23.95% | -14.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.47% | 5.24% | +0.23% |
Volatility
REM vs. COMT - Volatility Comparison
The current volatility for iShares Mortgage Real Estate ETF (REM) is 4.26%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that REM 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
| REM | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 5.91% | -1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 13.40% | 19.67% | -6.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.01% | 21.54% | -4.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.50% | 21.20% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.29% | 18.85% | +9.44% |
REM vs. COMT - Expense Ratio Comparison
Both REM and COMT have an expense ratio of 0.48%.
Dividends
REM vs. COMT - Dividend Comparison
REM's dividend yield for the trailing twelve months is around 8.55%, more than COMT's 5.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.95% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
REM iShares Mortgage Real Estate ETF | 8.55% | 8.70% | 9.61% | 9.46% | 11.13% | 7.29% | 7.72% | 8.16% | 10.00% | 9.97% | 10.03% | 11.99% |
Frequently Asked Questions
REM and COMT have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to REM (4.26%). In terms of maximum drawdown, REM dropped -74.73% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.33% vs 3.04% for REM. Both ETFs have the same 0.48% expense ratio. On volatility, REM has been the lower-risk option at 4.26%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.33% return vs 3.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
REM and COMT have the same expense ratio: 0.48% per year.
REM has the higher dividend yield at 8.55%, compared with 5.95% for COMT.
REM is categorized as REIT, while COMT is Commodities. REM tracks FTSE NAREIT All Mortgage Capped Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.75), 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 REM 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