RSPF vs. COMT

Last updated Jun 4, 2026

RSPF (Invesco S&P 500 Equal Weight Financials ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - RSPF is a Financials Equities fund tracking the S&P 500 Equal Weighted / Financials -SEC, while COMT is a Commodities fund actively managed by iShares. RSPF is passively managed, while COMT is actively managed. Over the past 10 years, RSPF returned 11.37%/yr vs 9.09%/yr for COMT. At a 0.27 correlation, their price movements are largely independent. RSPF charges 0.40%/yr vs 0.48%/yr for COMT.

Performance

RSPF vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500 Equal Weight Financials ETF (RSPF) 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, RSPF achieves a -5.25% return, which is significantly lower than COMT's 39.67% return. Over the past 10 years, RSPF has outperformed COMT with an annualized return of 11.37%, while COMT has yielded a comparatively lower 9.09% annualized return.

RSPF

• 1D: -1.76%
• 1M: -1.96%
• YTD: -5.25%
• 6M: -2.72%
• 1Y: 2.40%
• 3Y*: 15.99%
• 5Y*: 5.36%
• 10Y*: 11.37%

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)

RSPF vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RSPF Invesco S&P 500 Equal Weight Financials ETF	-5.25%	10.23%	25.75%	6.43%	-10.64%	36.36%	5.49%	31.53%	-15.81%	21.57%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between RSPF and COMT is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.27

The correlation between RSPF and COMT shifts across timeframes, from -0.16 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

RSPF vs. COMT - Sectors Allocation Comparison

Sectors	RSPF	COMT
Financial Services	92.7%	100.0%
Technology	6.1%	-
Industrials	1.2%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Real Estate	-	-
Utilities	-	-

Return for Risk

RSPF vs. COMT — Risk / Return Rank

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

RSPF

RSPF Risk / Return Rank: 10
RSPF Sharpe Ratio Rank: 11
RSPF Sortino Ratio Rank: 10
RSPF Omega Ratio Rank: 10
RSPF Calmar Ratio Rank: 10
RSPF Martin Ratio Rank: 11

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.

RSPF vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500 Equal Weight Financials ETF (RSPF) 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.

	RSPF	COMT	Difference
Sharpe ratio: Return per unit of total volatility	0.16	2.24	-2.08
Sortino ratio: Return per unit of downside risk	0.32	2.88	-2.56
Omega ratio: Gain probability vs. loss probability	1.04	1.40	-0.36
Calmar ratio: Return relative to maximum drawdown	0.17	5.95	-5.78
Martin ratio: Return relative to average drawdown	0.48	14.11	-13.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RSPF vs. COMT - Sharpe Ratio Comparison

The current RSPF Sharpe Ratio is 0.16, which is lower than the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of RSPF 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

	RSPF	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	2.24	-2.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	0.64	-0.37
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.48	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.21	0.20	+0.01

Drawdowns

RSPF vs. COMT - Drawdown Comparison

The maximum RSPF drawdown since its inception was -81.32%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RSPF and COMT.

Drawdown Indicators

	RSPF	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-81.32%	-51.89%	-29.43%
Max Drawdown (1Y) Largest decline over 1 year	-14.13%	-8.02%	-6.11%
Max Drawdown (3Y) Largest decline over 3 years	-18.26%	-13.31%	-4.95%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	-29.00%	+1.32%
Max Drawdown (10Y) Largest decline over 10 years	-44.80%	-39.22%	-5.58%
Current Drawdown Current decline from peak	-7.99%	-4.82%	-3.17%
Average Drawdown Average peak-to-trough decline	-19.04%	-24.07%	+5.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.05%	3.38%	+1.67%

Volatility

RSPF vs. COMT - Volatility Comparison

The current volatility for Invesco S&P 500 Equal Weight Financials ETF (RSPF) is 3.35%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that RSPF 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.

Volatility by Period

	RSPF	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.35%	7.37%	-4.02%
Volatility (6M) Calculated over the trailing 6-month period	11.17%	18.80%	-7.63%
Volatility (1Y) Calculated over the trailing 1-year period	15.05%	21.29%	-6.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.85%	21.06%	-1.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.91%	18.89%	+4.02%

RSPF vs. COMT - Expense Ratio Comparison

RSPF has a 0.40% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

RSPF vs. COMT - Dividend Comparison

RSPF's dividend yield for the trailing twelve months is around 1.70%, less than COMT's 5.54% yield.

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%
RSPF Invesco S&P 500 Equal Weight Financials ETF	1.70%	1.55%	1.65%	2.16%	1.95%	1.56%	2.24%	1.85%	2.51%	1.28%	37.55%	2.17%

Frequently Asked Questions

Can I hold both RSPF and COMT in my portfolio?

RSPF and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSPF or COMT?

COMT has higher volatility (7.37%) compared to RSPF (3.35%). In terms of maximum drawdown, RSPF dropped -81.32% vs COMT's -51.89%.

Which ETF is better, RSPF or COMT?

On 10-year performance, RSPF leads with 11.37% vs 9.09% for COMT. On fees, RSPF is cheaper at 0.40% per year. On volatility, RSPF has been the lower-risk option at 3.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSPF or COMT?

Over the 10-year period, RSPF has performed better with a 11.37% return vs 9.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSPF or COMT?

RSPF is cheaper with a 0.40% expense ratio, compared with 0.48% for COMT.

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

COMT has the higher dividend yield at 5.54%, compared with 1.70% for RSPF.

What is the main difference between RSPF and COMT?

RSPF is categorized as Financials Equities, while COMT is Commodities. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.40% for RSPF and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.24 vs 0.16), 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.