RWR vs. COMT
RWR (SPDR Dow Jones REIT ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RWR is a REIT fund tracking the Dow Jones U.S. Select REIT 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 10 years, RWR returned 5.24%/yr vs 8.51%/yr for COMT. At a 0.12 correlation, their price movements are largely independent. RWR charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
RWR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, RWR achieves a 21.53% return, which is significantly lower than COMT's 31.19% return. Over the past 10 years, RWR has underperformed COMT with an annualized return of 5.24%, while COMT has yielded a comparatively higher 8.51% annualized return.
RWR
- 1D
- -0.04%
- 1M
- 7.61%
- 6M
- 16.36%
- YTD
- 21.53%
- 1Y
- 25.91%
- 3Y*
- 12.54%
- 5Y*
- 5.22%
- 10Y*
- 5.24%
COMT
- 1D
- 0.77%
- 1M
- 3.95%
- 6M
- 27.16%
- YTD
- 31.19%
- 1Y
- 33.37%
- 3Y*
- 12.55%
- 5Y*
- 11.92%
- 10Y*
- 8.51%
RWR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RWR SPDR Dow Jones REIT ETF | 21.53% | 3.20% | 7.74% | 13.76% | -26.09% | 45.47% | -11.40% | 22.71% | -4.47% | 3.47% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 31.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between RWR 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 | -0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.12 |
The correlation between RWR and COMT shifts across timeframes, from -0.16 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RWR vs. COMT — Risk / Return Rank
RWR
COMT
RWR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPDR Dow Jones REIT ETF (RWR) 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.
| RWR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.27 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.24 | 1.91 | +1.33 |
| Martin ratioReturn relative to average drawdown | 11.01 | 6.33 | +4.68 |
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Drawdowns
RWR vs. COMT - Drawdown Comparison
The maximum RWR drawdown since its inception was -74.92%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RWR and COMT.
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Drawdown Indicators
| RWR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -74.92% | -51.89% | -23.03% |
Max Drawdown (1Y)Largest decline over 1 year | -8.04% | -17.57% | +9.53% |
Max Drawdown (3Y)Largest decline over 3 years | -18.85% | -17.57% | -1.28% |
Max Drawdown (5Y)Largest decline over 5 years | -32.58% | -29.00% | -3.58% |
Max Drawdown (10Y)Largest decline over 10 years | -44.39% | -39.22% | -5.17% |
Current DrawdownCurrent decline from peak | -0.04% | -10.59% | +10.55% |
Average DrawdownAverage peak-to-trough decline | -13.05% | -23.95% | +10.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 5.29% | -2.93% |
Volatility
RWR vs. COMT - Volatility Comparison
SPDR Dow Jones REIT ETF (RWR) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) have volatilities of 5.50% and 5.74%, 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
| RWR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.50% | 5.74% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 11.03% | 19.67% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.29% | 21.55% | -7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.09% | 21.19% | -2.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.56% | 18.85% | +2.71% |
RWR vs. COMT - Expense Ratio Comparison
RWR has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
RWR vs. COMT - Dividend Comparison
RWR's dividend yield for the trailing twelve months is around 3.21%, less than COMT's 5.90% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 5.90% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
RWR SPDR Dow Jones REIT ETF | 3.21% | 3.78% | 3.76% | 3.75% | 3.81% | 2.79% | 3.73% | 3.36% | 4.19% | 3.05% | 4.39% | 3.17% |
Frequently Asked Questions
RWR 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.
COMT has higher volatility (5.74%) compared to RWR (5.50%). In terms of maximum drawdown, RWR dropped -74.92% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.51% vs 5.24% for RWR. On fees, RWR is cheaper at 0.25% per year. On volatility, RWR has been the lower-risk option at 5.50%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 8.51% return vs 5.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RWR is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.90%, compared with 3.21% for RWR.
RWR is categorized as REIT, while COMT is Commodities. RWR tracks Dow Jones U.S. Select REIT Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: State Street and iShares. Their fees differ too: 0.25% for RWR and 0.48% for COMT.
RWR currently has the higher Sharpe Ratio (1.82 vs 1.56), 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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