RSPC vs. COMT
RSPC (Invesco S&P 500 Equal Weight Communication Services ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RSPC is a Communications Equities fund tracking the S&P 500 Equal Weight Communication Services Plus 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 5 years, RSPC returned 0.35%/yr vs 11.75%/yr for COMT. At a 0.20 correlation, their price movements are largely independent. RSPC charges 0.40%/yr vs 0.48%/yr for COMT.
Performance
RSPC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RSPC achieves a -7.96% return, which is significantly lower than COMT's 30.19% return.
RSPC
- 1D
- 0.44%
- 1M
- -0.23%
- 6M
- -6.90%
- YTD
- -7.96%
- 1Y
- -1.51%
- 3Y*
- 9.54%
- 5Y*
- 0.35%
- 10Y*
- —
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%
RSPC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
RSPC Invesco S&P 500 Equal Weight Communication Services ETF | -7.96% | 18.44% | 17.98% | 17.92% | -29.00% | 14.55% | 22.14% | 21.35% | -11.38% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.47% |
Correlation
The correlation between RSPC 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 | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 14, 2018 | 0.20 |
The correlation between RSPC and COMT shifts across timeframes, from -0.07 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSPC vs. COMT — Risk / Return Rank
RSPC
COMT
RSPC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) 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.
| RSPC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.66 | ||
| Sortino ratioReturn per unit of downside risk | -2.19 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.27 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.10 | 1.90 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.23 | 6.35 | -6.58 |
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Drawdowns
RSPC vs. COMT - Drawdown Comparison
The maximum RSPC drawdown since its inception was -38.03%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RSPC and COMT.
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Drawdown Indicators
| RSPC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.03% | -51.89% | +13.86% |
Max Drawdown (1Y)Largest decline over 1 year | -14.71% | -17.57% | +2.86% |
Max Drawdown (3Y)Largest decline over 3 years | -14.71% | -17.57% | +2.86% |
Max Drawdown (5Y)Largest decline over 5 years | -37.73% | -29.00% | -8.73% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -10.80% | -11.28% | +0.48% |
Average DrawdownAverage peak-to-trough decline | -12.69% | -23.95% | +11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 5.24% | +1.38% |
Volatility
RSPC vs. COMT - Volatility Comparison
The current volatility for Invesco S&P 500 Equal Weight Communication Services ETF (RSPC) is 4.95%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that RSPC 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
| RSPC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.95% | 5.91% | -0.96% |
Volatility (6M)Calculated over the trailing 6-month period | 10.39% | 19.67% | -9.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 21.54% | -7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.63% | 21.20% | -2.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.70% | 18.85% | +1.85% |
RSPC vs. COMT - Expense Ratio Comparison
RSPC has a 0.40% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
RSPC vs. COMT - Dividend Comparison
RSPC's dividend yield for the trailing twelve months is around 1.78%, less 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% |
RSPC Invesco S&P 500 Equal Weight Communication Services ETF | 1.78% | 1.66% | 1.03% | 0.98% | 1.45% | 1.10% | 1.05% | 0.90% | 0.24% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RSPC 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 (5.91%) compared to RSPC (4.95%). In terms of maximum drawdown, RSPC dropped -38.03% vs COMT's -51.89%.
On 5-year performance, COMT leads with 11.75% vs 0.35% for RSPC. On fees, RSPC is cheaper at 0.40% per year. On volatility, RSPC has been the lower-risk option at 4.95%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 11.75% return vs 0.35%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSPC is cheaper with a 0.40% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 1.78% for RSPC.
RSPC is categorized as Communications Equities, while COMT is Commodities. RSPC tracks S&P 500 Equal Weight Communication Services Plus Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for RSPC and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.11), 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.
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