RND vs. COMT
RND (First Trust Bloomberg R&D Leaders ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RND is a Large Cap Blend Equities fund tracking the Bloomberg R&D Leaders Select 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 year, RND returned 20.03% vs 25.27% for COMT. At a correlation of -0.01, they often move in opposite directions. RND charges 0.60%/yr vs 0.48%/yr for COMT.
Performance
RND vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, RND achieves a 1.67% return, which is significantly lower than COMT's 23.88% return.
RND
- 1D
- -1.59%
- 1M
- -2.84%
- YTD
- 1.67%
- 6M
- 0.70%
- 1Y
- 20.03%
- 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%
RND vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RND First Trust Bloomberg R&D Leaders ETF | 1.67% | 22.38% | 26.88% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | -2.81% |
Correlation
The correlation between RND and COMT is -0.17, 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 | -0.17 |
Correlation (All Time) Calculated using the full available price history since May 1, 2024 | -0.01 |
The correlation between RND and COMT shifts across timeframes, from -0.17 (1 year) to -0.01 (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
RND vs. COMT — Risk / Return Rank
RND
COMT
RND vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Bloomberg R&D Leaders ETF (RND) 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.
| RND | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.63 | -0.34 |
| Martin ratioReturn relative to average drawdown | 4.58 | 6.99 | -2.41 |
Loading charts...
Drawdowns
RND vs. COMT - Drawdown Comparison
The maximum RND drawdown since its inception was -23.52%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RND and COMT.
Loading charts...
Drawdown Indicators
| RND | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.52% | -51.89% | +28.37% |
Max Drawdown (1Y)Largest decline over 1 year | -15.56% | -15.58% | +0.02% |
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 DrawdownCurrent decline from peak | -5.30% | -15.58% | +10.28% |
Average DrawdownAverage peak-to-trough decline | -3.71% | -24.00% | +20.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.39% | 3.65% | +0.74% |
Volatility
RND vs. COMT - Volatility Comparison
First Trust Bloomberg R&D Leaders ETF (RND) has a higher volatility of 6.27% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.02%. This indicates that RND'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.
Loading charts...
Volatility by Period
| RND | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 5.02% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.84% | 19.24% | -6.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.55% | 21.45% | -4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.27% | 21.13% | +0.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.27% | 18.86% | +2.41% |
RND vs. COMT - Expense Ratio Comparison
RND has a 0.60% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
RND vs. COMT - Dividend Comparison
RND has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.25%.
| 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% |
RND First Trust Bloomberg R&D Leaders ETF | 0.00% | 0.00% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RND and COMT have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RND has higher volatility (6.27%) compared to COMT (5.02%). In terms of maximum drawdown, RND dropped -23.52% vs COMT's -51.89%.
On 1-year performance, COMT leads with 25.27% vs 20.03% for RND. 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.
Over the 1-year period, COMT has performed better with a 25.27% return vs 20.03%. 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 0.60% for RND.
COMT has the higher dividend yield at 6.25%, compared with 0.00% for RND.
RND is categorized as Large Cap Blend Equities, while COMT is Commodities. RND tracks Bloomberg R&D Leaders Select Index, 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: 0.60% for RND and 0.48% for COMT.
RND currently has the higher Sharpe Ratio (1.22 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.
Find the right allocation for RND 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