SEIE vs. COMT
SEIE (SEI Select International Equity ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SEIE is a Foreign Large Cap Equities fund actively managed by SEI, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. SEIE is actively managed, while COMT is passively managed. Over the past year, SEIE returned 26.00% vs 25.27% for COMT. At a correlation of -0.10, they often move in opposite directions. SEIE charges 0.50%/yr vs 0.48%/yr for COMT.
Performance
SEIE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SEIE achieves a 8.76% return, which is significantly lower than COMT's 23.88% return.
SEIE
- 1D
- -1.57%
- 1M
- 0.36%
- YTD
- 8.76%
- 6M
- 8.67%
- 1Y
- 26.00%
- 3Y*
- —
- 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%
SEIE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SEIE SEI Select International Equity ETF | 8.76% | 39.84% | -4.80% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | -0.59% |
Correlation
The correlation between SEIE and COMT is -0.22, 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 | -0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 10, 2024 | -0.10 |
The correlation between SEIE and COMT shifts across timeframes, from -0.22 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SEIE vs. COMT — Risk / Return Rank
SEIE
COMT
SEIE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SEI Select International Equity ETF (SEIE) 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.
| SEIE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.53 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.22 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.12 | 1.63 | +0.49 |
| Martin ratioReturn relative to average drawdown | 8.14 | 6.99 | +1.15 |
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Drawdowns
SEIE vs. COMT - Drawdown Comparison
The maximum SEIE drawdown since its inception was -13.59%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SEIE and COMT.
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Drawdown Indicators
| SEIE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.59% | -51.89% | +38.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.33% | -15.58% | +3.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
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 | -1.57% | -15.58% | +14.01% |
Average DrawdownAverage peak-to-trough decline | -2.13% | -24.00% | +21.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 3.65% | -0.45% |
Volatility
SEIE vs. COMT - Volatility Comparison
The current volatility for SEI Select International Equity ETF (SEIE) is 4.74%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.02%. This indicates that SEIE 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
| SEIE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.02% | -0.28% |
Volatility (6M)Calculated over the trailing 6-month period | 12.79% | 19.24% | -6.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.13% | 21.45% | -6.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.51% | 21.13% | -4.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.51% | 18.86% | -2.35% |
SEIE vs. COMT - Expense Ratio Comparison
SEIE has a 0.50% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
SEIE vs. COMT - Dividend Comparison
SEIE's dividend yield for the trailing twelve months is around 2.30%, less 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% |
SEIE SEI Select International Equity ETF | 2.30% | 2.29% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SEIE and COMT have a correlation of -0.22, 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 SEIE (4.74%). In terms of maximum drawdown, SEIE dropped -13.59% vs COMT's -51.89%.
On 1-year performance, SEIE leads with 26.00% vs 25.27% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, SEIE has been the lower-risk option at 4.74%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SEIE has performed better with a 26.00% return vs 25.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.50% for SEIE.
COMT has the higher dividend yield at 6.25%, compared with 2.30% for SEIE.
SEIE is categorized as Foreign Large Cap Equities, while COMT is Commodities. They also come from different issuers: SEI and iShares. Their fees differ too: 0.50% for SEIE and 0.48% for COMT.
SEIE currently has the higher Sharpe Ratio (1.73 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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