REMG vs. COMT

Last updated Jun 24, 2026

REMG (Russell Investments Emerging Markets Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - REMG is a Emerging Markets Diversified fund actively managed by Russell, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. REMG is actively managed, while COMT is passively managed. Over the past year, REMG returned 48.86% vs 25.27% for COMT. At a correlation of -0.14, they often move in opposite directions. REMG charges 0.64%/yr vs 0.48%/yr for COMT.

Performance

REMG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments Emerging Markets Equity ETF (REMG) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with REMG having a 24.01% return and COMT slightly lower at 23.88%.

REMG

• 1D: -5.46%
• 1M: 1.92%
• YTD: 24.01%
• 6M: 25.35%
• 1Y: 48.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

COMT

• 1D: -0.93%
• 1M: -11.91%
• YTD: 23.88%
• 6M: 22.75%
• 1Y: 25.27%
• 3Y*: 12.01%
• 5Y*: 10.76%
• 10Y*: 7.96%

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

REMG vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025
REMG Russell Investments Emerging Markets Equity ETF	24.01%	24.03%
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF	23.88%	7.78%

Correlation

The correlation between REMG and COMT is -0.12, 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	-0.12
Correlation (All Time) Calculated using the full available price history since May 30, 2025	-0.14

Return for Risk

REMG vs. COMT — Risk / Return Rank

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

REMG

REMG Risk / Return Rank: 73
REMG Sharpe Ratio Rank: 74
REMG Sortino Ratio Rank: 65
REMG Omega Ratio Rank: 74
REMG Calmar Ratio Rank: 74
REMG Martin Ratio Rank: 77

COMT

COMT Risk / Return Rank: 36
COMT Sharpe Ratio Rank: 35
COMT Sortino Ratio Rank: 34
COMT Omega Ratio Rank: 34
COMT Calmar Ratio Rank: 34
COMT Martin Ratio Rank: 44

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.

REMG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments Emerging Markets Equity ETF (REMG) 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.

	REMG	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.12	1.20	+0.92
Sortino ratio: Return per unit of downside risk	2.72	1.71	+1.00
Omega ratio: Gain probability vs. loss probability	1.40	1.22	+0.17
Calmar ratio: Return relative to maximum drawdown	3.47	1.63	+1.84
Martin ratio: Return relative to average drawdown	13.33	6.99	+6.35

REMG vs. COMT - Sharpe Ratio Comparison

The current REMG Sharpe Ratio is 2.12, which is higher than the COMT Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of REMG 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.

Drawdowns

REMG vs. COMT - Drawdown Comparison

The maximum REMG drawdown since its inception was -14.13%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for REMG and COMT.

Drawdown Indicators

	REMG	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-14.13%	-51.89%	+37.76%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-15.58%	+1.45%
Max Drawdown (3Y) Largest decline over 3 years	—	-15.58%	—
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	-5.46%	-15.58%	+10.12%
Average Drawdown Average peak-to-trough decline	-2.05%	-24.00%	+21.95%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.67%	3.65%	+0.02%

Volatility

REMG vs. COMT - Volatility Comparison

Russell Investments Emerging Markets Equity ETF (REMG) has a higher volatility of 12.25% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.02%. This indicates that REMG'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

	REMG	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.25%	5.02%	+7.23%
Volatility (6M) Calculated over the trailing 6-month period	20.88%	19.24%	+1.64%
Volatility (1Y) Calculated over the trailing 1-year period	23.12%	21.45%	+1.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.66%	21.13%	+1.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.66%	18.86%	+3.80%

REMG vs. COMT - Expense Ratio Comparison

REMG has a 0.64% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

REMG vs. COMT - Dividend Comparison

REMG's dividend yield for the trailing twelve months is around 1.11%, less than COMT's 6.25% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF	6.25%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
REMG Russell Investments Emerging Markets Equity ETF	1.11%	1.37%	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 REMG and COMT in my portfolio?

REMG and COMT have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REMG or COMT?

REMG has higher volatility (12.25%) compared to COMT (5.02%). In terms of maximum drawdown, REMG dropped -14.13% vs COMT's -51.89%.

Which ETF is better, REMG or COMT?

On 1-year performance, REMG leads with 48.86% vs 25.27% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, REMG or COMT?

Over the 1-year period, REMG has performed better with a 48.86% return vs 25.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, REMG or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.64% for REMG.

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

COMT has the higher dividend yield at 6.25%, compared with 1.11% for REMG.

What is the main difference between REMG and COMT?

REMG is categorized as Emerging Markets Diversified, while COMT is Commodities. They also come from different issuers: Russell and iShares. Their fees differ too: 0.64% for REMG and 0.48% for COMT.

Which has better risk-adjusted returns?

REMG currently has the higher Sharpe Ratio (2.12 vs 1.20), 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.