RSSL vs. COMT
RSSL (Global X Russell 2000 ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RSSL is a Small Cap Blend Equities fund tracking the Russell 2000 RIC 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 year, RSSL returned 35.14% vs 33.20% for COMT. At a correlation of -0.03, they often move in opposite directions. RSSL charges 0.08%/yr vs 0.48%/yr for COMT.
Performance
RSSL vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RSSL achieves a 20.61% return, which is significantly lower than COMT's 30.19% return.
RSSL
- 1D
- 0.10%
- 1M
- 1.10%
- 6M
- 12.00%
- YTD
- 20.61%
- 1Y
- 35.14%
- 3Y*
- —
- 5Y*
- —
- 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%
RSSL vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
RSSL Global X Russell 2000 ETF | 20.61% | 12.87% | 10.21% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 0.96% |
Correlation
The correlation between RSSL and COMT is -0.18, 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 | -0.18 |
Correlation (All Time) Calculated using the full available price history since Jun 5, 2024 | -0.03 |
The correlation between RSSL and COMT shifts across timeframes, from -0.18 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RSSL vs. COMT — Risk / Return Rank
RSSL
COMT
RSSL vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X Russell 2000 ETF (RSSL) 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.
| RSSL | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 3.23 | 1.90 | +1.33 |
| Martin ratioReturn relative to average drawdown | 11.32 | 6.35 | +4.98 |
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Drawdowns
RSSL vs. COMT - Drawdown Comparison
The maximum RSSL drawdown since its inception was -27.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RSSL and COMT.
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Drawdown Indicators
| RSSL | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.79% | -51.89% | +24.10% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -17.57% | +6.64% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -1.49% | -11.28% | +9.79% |
Average DrawdownAverage peak-to-trough decline | -5.44% | -23.95% | +18.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.11% | 5.24% | -2.13% |
Volatility
RSSL vs. COMT - Volatility Comparison
The current volatility for Global X Russell 2000 ETF (RSSL) is 3.61%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that RSSL 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
| RSSL | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 5.91% | -2.30% |
Volatility (6M)Calculated over the trailing 6-month period | 14.03% | 19.67% | -5.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 21.54% | -2.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.23% | 21.20% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.23% | 18.85% | +3.38% |
RSSL vs. COMT - Expense Ratio Comparison
RSSL has a 0.08% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
RSSL vs. COMT - Dividend Comparison
RSSL's dividend yield for the trailing twelve months is around 1.22%, 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% |
RSSL Global X Russell 2000 ETF | 1.22% | 1.35% | 0.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RSSL and COMT have a correlation of -0.18, 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 RSSL (3.61%). In terms of maximum drawdown, RSSL dropped -27.79% vs COMT's -51.89%.
On 1-year performance, RSSL leads with 35.14% vs 33.20% for COMT. On fees, RSSL is cheaper at 0.08% per year. On volatility, RSSL has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, RSSL has performed better with a 35.14% return vs 33.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RSSL is cheaper with a 0.08% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 1.22% for RSSL.
RSSL is categorized as Small Cap Blend Equities, while COMT is Commodities. RSSL tracks Russell 2000 RIC Capped Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Global X and iShares. Their fees differ too: 0.08% for RSSL and 0.48% for COMT.
RSSL currently has the higher Sharpe Ratio (1.83 vs 1.55), 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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