SCEC vs. COMT
SCEC (Sterling Capital Enhanced Core Bond ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - SCEC is a Intermediate Core-Plus Bond fund actively managed by Sterling Capital, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past year, SCEC returned 5.32% vs 47.51% for COMT. At a correlation of -0.34, they often move in opposite directions. SCEC charges 0.39%/yr vs 0.48%/yr for COMT.
Performance
SCEC vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SCEC achieves a 0.26% return, which is significantly lower than COMT's 39.67% return.
SCEC
- 1D
- -0.16%
- 1M
- 0.41%
- YTD
- 0.26%
- 6M
- 0.39%
- 1Y
- 5.32%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
SCEC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SCEC Sterling Capital Enhanced Core Bond ETF | 0.26% | 4.98% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 4.50% |
Correlation
The correlation between SCEC and COMT is -0.40, 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 | -0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2025 | -0.34 |
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Return for Risk
SCEC vs. COMT — Risk / Return Rank
SCEC
COMT
SCEC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Enhanced Core Bond ETF (SCEC) 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.
| SCEC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.40 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 5.95 | -4.04 |
| Martin ratioReturn relative to average drawdown | 6.06 | 14.11 | -8.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCEC | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.49 | 2.24 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.64 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.48 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.05 | 0.20 | +0.84 |
Drawdowns
SCEC vs. COMT - Drawdown Comparison
The maximum SCEC drawdown since its inception was -2.98%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SCEC and COMT.
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Drawdown Indicators
| SCEC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.98% | -51.89% | +48.91% |
Max Drawdown (1Y)Largest decline over 1 year | -2.80% | -8.02% | +5.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -13.31% | — |
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 | -1.35% | -4.82% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -0.79% | -24.07% | +23.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.88% | 3.38% | -2.50% |
Volatility
SCEC vs. COMT - Volatility Comparison
The current volatility for Sterling Capital Enhanced Core Bond ETF (SCEC) is 1.18%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that SCEC 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
| SCEC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.18% | 7.37% | -6.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.64% | 18.80% | -16.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.58% | 21.29% | -17.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.12% | 21.06% | -16.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.12% | 18.89% | -14.77% |
SCEC vs. COMT - Expense Ratio Comparison
SCEC has a 0.39% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SCEC vs. COMT - Dividend Comparison
SCEC's dividend yield for the trailing twelve months is around 4.85%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SCEC Sterling Capital Enhanced Core Bond ETF | 4.85% | 3.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SCEC and COMT have a correlation of -0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to SCEC (1.18%). In terms of maximum drawdown, SCEC dropped -2.98% vs COMT's -51.89%.
On 1-year performance, COMT leads with 47.51% vs 5.32% for SCEC. On fees, SCEC is cheaper at 0.39% per year. On volatility, SCEC has been the lower-risk option at 1.18%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 47.51% return vs 5.32%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SCEC is cheaper with a 0.39% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 4.85% for SCEC.
SCEC is categorized as Intermediate Core-Plus Bond, while COMT is Commodities. They also come from different issuers: Sterling Capital and iShares. Their fees differ too: 0.39% for SCEC and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs 1.49), 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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