RYJ vs. COMT

Last updated Jun 3, 2026

RYJ (Invesco Raymond James SB-1 Equity ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - RYJ is a Mid Cap Blend Equities fund tracking the Raymond James SB-1 Equity Index, while COMT is a Commodities fund actively managed by iShares. RYJ is passively managed, while COMT is actively managed. Over the past 10 years, RYJ returned 10.38%/yr vs 9.01%/yr for COMT. At a 0.37 correlation, their price movements are largely independent. RYJ charges 0.40%/yr vs 0.48%/yr for COMT.

Performance

RYJ vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Raymond James SB-1 Equity ETF (RYJ) 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, RYJ achieves a 11.22% return, which is significantly lower than COMT's 38.58% return. Over the past 10 years, RYJ has outperformed COMT with an annualized return of 10.38%, while COMT has yielded a comparatively lower 9.01% annualized return.

RYJ

• 1D: 0.34%
• 1M: 6.49%
• YTD: 11.22%
• 6M: 12.45%
• 1Y: 18.81%
• 3Y*: 15.52%
• 5Y*: 7.34%
• 10Y*: 10.38%

COMT

• 1D: 0.61%
• 1M: -3.28%
• YTD: 38.58%
• 6M: 38.42%
• 1Y: 47.00%
• 3Y*: 16.55%
• 5Y*: 13.58%
• 10Y*: 9.01%

*Multi-year figures are annualized to reflect compound growth (CAGR)

RYJ vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
RYJ Invesco Raymond James SB-1 Equity ETF	11.22%	8.89%	13.28%	15.65%	-13.17%	24.09%	6.21%	32.02%	-14.84%	13.31%
COMT iShares Commodities Select Strategy ETF	38.58%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	11.70%

Correlation

The correlation between RYJ and COMT is -0.23, 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	-0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.34
Correlation (All Time) Calculated using the full available price history since Oct 17, 2014	0.37

The correlation between RYJ and COMT shifts across timeframes, from -0.23 (1 year) to 0.37 (all time), reflecting how their relationship changes across market environments.

RYJ vs. COMT - Sectors Allocation Comparison

Sectors	RYJ	COMT
Consumer Defensive	23.3%	-
Industrials	20.7%	-
Utilities	12.5%	-
Consumer Cyclical	12.2%	-
Technology	9.8%	-
Communication Services	7.7%	-
Healthcare	5.8%	-
Energy	4.1%	-
Basic Materials	4.0%	-
Financial Services	-	100.0%
Real Estate	-	-

Return for Risk

RYJ vs. COMT — Risk / Return Rank

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

RYJ

RYJ Risk / Return Rank: 38
RYJ Sharpe Ratio Rank: 38
RYJ Sortino Ratio Rank: 41
RYJ Omega Ratio Rank: 35
RYJ Calmar Ratio Rank: 37
RYJ Martin Ratio Rank: 40

COMT

COMT Risk / Return Rank: 72
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 92
COMT Martin Ratio Rank: 77

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.

RYJ vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Raymond James SB-1 Equity ETF (RYJ) 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.

	RYJ	COMT	Difference
Sharpe ratio Return per unit of total volatility	1.39	2.22	-0.83
Sortino ratio Return per unit of downside risk	2.11	2.86	-0.75
Omega ratio Gain probability vs. loss probability	1.24	1.39	-0.16
Calmar ratio Return relative to maximum drawdown	1.88	6.26	-4.37
Martin ratio Return relative to average drawdown	6.46	14.93	-8.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RYJ vs. COMT - Sharpe Ratio Comparison

The current RYJ Sharpe Ratio is 1.39, which is lower than the COMT Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of RYJ 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

	RYJ	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.39	2.22	-0.83
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.40	0.65	-0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.48	0.48	0.00
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.20	+0.14

Drawdowns

RYJ vs. COMT - Drawdown Comparison

The maximum RYJ drawdown since its inception was -60.74%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RYJ and COMT.

Drawdown Indicators

	RYJ	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-60.74%	-51.89%	-8.85%
Max Drawdown (1Y) Largest decline over 1 year	-10.01%	-8.02%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.90%	-13.31%	-3.59%
Max Drawdown (5Y) Largest decline over 5 years	-24.31%	-29.00%	+4.69%
Max Drawdown (10Y) Largest decline over 10 years	-50.20%	-39.22%	-10.98%
Current Drawdown Current decline from peak	0.00%	-5.56%	+5.56%
Average Drawdown Average peak-to-trough decline	-10.27%	-24.08%	+13.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	3.36%	-0.44%

Volatility

RYJ vs. COMT - Volatility Comparison

The current volatility for Invesco Raymond James SB-1 Equity ETF (RYJ) is 4.56%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.60%. This indicates that RYJ 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

	RYJ	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.56%	7.60%	-3.04%
Volatility (6M) Calculated over the trailing 6-month period	9.99%	18.80%	-8.81%
Volatility (1Y) Calculated over the trailing 1-year period	13.62%	21.38%	-7.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.65%	21.07%	-2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.65%	18.89%	+2.76%

RYJ vs. COMT - Expense Ratio Comparison

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

Dividends

RYJ vs. COMT - Dividend Comparison

RYJ's dividend yield for the trailing twelve months is around 1.57%, less than COMT's 5.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.59%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
RYJ Invesco Raymond James SB-1 Equity ETF	1.57%	1.75%	1.28%	1.39%	0.72%	0.52%	0.28%	0.20%	1.43%	0.00%	1.55%	0.93%

Frequently Asked Questions

Can I hold both RYJ and COMT in my portfolio?

RYJ and COMT have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RYJ or COMT?

COMT has higher volatility (7.60%) compared to RYJ (4.56%). In terms of maximum drawdown, RYJ dropped -60.74% vs COMT's -51.89%.

Which ETF is better, RYJ or COMT?

On 10-year performance, RYJ leads with 10.38% vs 9.01% for COMT. On fees, RYJ is cheaper at 0.40% per year. On volatility, RYJ has been the lower-risk option at 4.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RYJ or COMT?

Over the 10-year period, RYJ has performed better with a 10.38% return vs 9.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RYJ or COMT?

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

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

COMT has the higher dividend yield at 5.59%, compared with 1.57% for RYJ.

What is the main difference between RYJ and COMT?

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

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.22 vs 1.39), 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.