RZV vs. COMT
RZV (Invesco S&P SmallCap 600® Pure Value ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - RZV is a Small Cap Value Equities fund tracking the S&P Small Cap 600 Pure Value, 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, RZV returned 10.83%/yr vs 8.33%/yr for COMT. At a 0.35 correlation, their price movements are largely independent. RZV charges 0.35%/yr vs 0.48%/yr for COMT.
Performance
RZV vs. COMT - Performance Comparison
Loading charts...
Returns By Period
The year-to-date returns for both investments are quite close, with RZV having a 29.51% return and COMT slightly higher at 30.19%. Over the past 10 years, RZV has outperformed COMT with an annualized return of 10.83%, while COMT has yielded a comparatively lower 8.33% annualized return.
RZV
- 1D
- 2.36%
- 1M
- 6.35%
- 6M
- 17.81%
- YTD
- 29.51%
- 1Y
- 44.99%
- 3Y*
- 18.50%
- 5Y*
- 13.17%
- 10Y*
- 10.83%
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%
RZV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RZV Invesco S&P SmallCap 600® Pure Value ETF | 29.51% | 8.65% | 5.06% | 22.97% | -6.80% | 45.95% | -3.88% | 22.29% | -19.66% | 1.25% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between RZV and COMT is -0.14, 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 | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.35 |
The correlation between RZV and COMT shifts across timeframes, from -0.14 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
RZV vs. COMT — Risk / Return Rank
RZV
COMT
RZV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600® Pure Value ETF (RZV) 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.
| RZV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.27 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 1.90 | +1.70 |
| Martin ratioReturn relative to average drawdown | 11.75 | 6.35 | +5.40 |
Loading charts...
Drawdowns
RZV vs. COMT - Drawdown Comparison
The maximum RZV drawdown since its inception was -77.11%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for RZV and COMT.
Loading charts...
Drawdown Indicators
| RZV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.11% | -51.89% | -25.22% |
Max Drawdown (1Y)Largest decline over 1 year | -12.56% | -17.57% | +5.01% |
Max Drawdown (3Y)Largest decline over 3 years | -29.81% | -17.57% | -12.24% |
Max Drawdown (5Y)Largest decline over 5 years | -29.81% | -29.00% | -0.81% |
Max Drawdown (10Y)Largest decline over 10 years | -60.42% | -39.22% | -21.20% |
Current DrawdownCurrent decline from peak | 0.00% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -13.53% | -23.95% | +10.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.84% | 5.24% | -1.40% |
Volatility
RZV vs. COMT - Volatility Comparison
The current volatility for Invesco S&P SmallCap 600® Pure Value ETF (RZV) is 5.29%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that RZV 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.
Loading charts...
Volatility by Period
| RZV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 5.91% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 19.67% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.51% | 21.54% | -1.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.22% | 21.20% | +3.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.89% | 18.85% | +8.04% |
RZV vs. COMT - Expense Ratio Comparison
RZV has a 0.35% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
RZV vs. COMT - Dividend Comparison
RZV's dividend yield for the trailing twelve months is around 1.36%, 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% |
RZV Invesco S&P SmallCap 600® Pure Value ETF | 1.36% | 1.59% | 1.14% | 1.13% | 1.43% | 0.86% | 0.63% | 1.03% | 2.03% | 1.02% | 0.46% | 1.24% |
Frequently Asked Questions
RZV and COMT have a correlation of -0.14, 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 RZV (5.29%). In terms of maximum drawdown, RZV dropped -77.11% vs COMT's -51.89%.
On 10-year performance, RZV leads with 10.83% vs 8.33% for COMT. On fees, RZV is cheaper at 0.35% per year. On volatility, RZV has been the lower-risk option at 5.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, RZV has performed better with a 10.83% return vs 8.33%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RZV is cheaper with a 0.35% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 1.36% for RZV.
RZV is categorized as Small Cap Value Equities, while COMT is Commodities. RZV tracks S&P Small Cap 600 Pure Value, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.35% for RZV and 0.48% for COMT.
RZV currently has the higher Sharpe Ratio (2.21 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.
Find the right allocation for RZV and COMT
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer