RWLC vs. COMT
RWLC (Rayliant Wilshire NxtGen US Large Cap Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RWLC is a Large Cap Blend Equities fund tracking the S&P 500, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 3 years, RWLC returned 22.87%/yr vs 12.01%/yr for COMT. At a 0.14 correlation, their price movements are largely independent. RWLC charges 0.32%/yr vs 0.48%/yr for COMT.
Performance
RWLC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RWLC achieves a 10.23% return, which is significantly lower than COMT's 23.88% return.
RWLC
- 1D
- -1.37%
- 1M
- -0.50%
- YTD
- 10.23%
- 6M
- 11.93%
- 1Y
- 20.33%
- 3Y*
- 22.87%
- 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%
RWLC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF | 10.23% | 20.23% | 28.58% | 14.40% | -12.40% | 1.69% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | 19.45% | 3.55% |
Correlation
The correlation between RWLC and COMT is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Dec 16, 2021 | 0.14 |
The correlation between RWLC and COMT shifts across timeframes, from -0.11 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RWLC vs. COMT — Risk / Return Rank
RWLC
COMT
RWLC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) 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.
| RWLC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.22 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.63 | +0.56 |
| Martin ratioReturn relative to average drawdown | 7.94 | 6.99 | +0.95 |
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Drawdowns
RWLC vs. COMT - Drawdown Comparison
The maximum RWLC drawdown since its inception was -21.00%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RWLC and COMT.
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Drawdown Indicators
| RWLC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.00% | -51.89% | +30.89% |
Max Drawdown (1Y)Largest decline over 1 year | -9.33% | -15.58% | +6.25% |
Max Drawdown (3Y)Largest decline over 3 years | -16.20% | -15.58% | -0.62% |
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 | -2.80% | -15.58% | +12.78% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -24.00% | +18.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.57% | 3.65% | -1.08% |
Volatility
RWLC vs. COMT - Volatility Comparison
Rayliant Wilshire NxtGen US Large Cap Equity ETF (RWLC) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 4.85% and 5.02%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWLC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.85% | 5.02% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.58% | 19.24% | -8.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 21.45% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.52% | 21.13% | -4.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.52% | 18.86% | -2.34% |
RWLC vs. COMT - Expense Ratio Comparison
RWLC has a 0.32% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
RWLC vs. COMT - Dividend Comparison
RWLC's dividend yield for the trailing twelve months is around 13.32%, more 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% |
RWLC Rayliant Wilshire NxtGen US Large Cap Equity ETF | 13.32% | 14.69% | 0.98% | 1.63% | 1.39% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
RWLC and COMT have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.02%) compared to RWLC (4.85%). In terms of maximum drawdown, RWLC dropped -21.00% vs COMT's -51.89%.
On 3-year performance, RWLC leads with 22.87% vs 12.01% for COMT. On fees, RWLC is cheaper at 0.32% per year. On volatility, RWLC has been the lower-risk option at 4.85%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, RWLC has performed better with a 22.87% return vs 12.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RWLC is cheaper with a 0.32% expense ratio, compared with 0.48% for COMT.
RWLC has the higher dividend yield at 13.32%, compared with 6.25% for COMT.
RWLC is categorized as Large Cap Blend Equities, while COMT is Commodities. RWLC tracks S&P 500, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Rayliant and iShares. Their fees differ too: 0.32% for RWLC and 0.48% for COMT.
RWLC currently has the higher Sharpe Ratio (1.42 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.
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