SMDV vs. COMT
SMDV (ProShares Russell 2000 Dividend Growers ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SMDV is a Small Cap Blend Equities fund tracking the Russell 2000 Dividend Growth 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, SMDV returned 7.62%/yr vs 8.33%/yr for COMT. At a 0.19 correlation, their price movements are largely independent. SMDV charges 0.40%/yr vs 0.48%/yr for COMT.
Performance
SMDV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SMDV achieves a 20.97% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, SMDV has underperformed COMT with an annualized return of 7.62%, while COMT has yielded a comparatively higher 8.33% annualized return.
SMDV
- 1D
- 2.87%
- 1M
- 6.52%
- 6M
- 13.64%
- YTD
- 20.97%
- 1Y
- 22.84%
- 3Y*
- 12.70%
- 5Y*
- 7.75%
- 10Y*
- 7.62%
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%
SMDV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMDV ProShares Russell 2000 Dividend Growers ETF | 20.97% | 0.26% | 7.03% | 8.99% | -5.90% | 18.98% | -4.74% | 17.23% | -0.58% | 4.63% |
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 SMDV and COMT is -0.27, 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 | -0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2015 | 0.19 |
The correlation between SMDV and COMT shifts across timeframes, from -0.27 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SMDV vs. COMT — Risk / Return Rank
SMDV
COMT
SMDV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Russell 2000 Dividend Growers ETF (SMDV) 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.
| SMDV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.06 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.90 | +0.44 |
| Martin ratioReturn relative to average drawdown | 7.30 | 6.35 | +0.96 |
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Drawdowns
SMDV vs. COMT - Drawdown Comparison
The maximum SMDV drawdown since its inception was -34.12%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SMDV and COMT.
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Drawdown Indicators
| SMDV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.12% | -51.89% | +17.77% |
Max Drawdown (1Y)Largest decline over 1 year | -9.79% | -17.57% | +7.78% |
Max Drawdown (3Y)Largest decline over 3 years | -21.23% | -17.57% | -3.66% |
Max Drawdown (5Y)Largest decline over 5 years | -21.23% | -29.00% | +7.77% |
Max Drawdown (10Y)Largest decline over 10 years | -34.12% | -39.22% | +5.10% |
Current DrawdownCurrent decline from peak | 0.00% | -11.28% | +11.28% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -23.95% | +18.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 5.24% | -2.11% |
Volatility
SMDV vs. COMT - Volatility Comparison
The current volatility for ProShares Russell 2000 Dividend Growers ETF (SMDV) is 4.46%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that SMDV 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
| SMDV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.46% | 5.91% | -1.45% |
Volatility (6M)Calculated over the trailing 6-month period | 10.87% | 19.67% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.43% | 21.54% | -6.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.61% | 21.20% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.73% | 18.85% | +1.88% |
SMDV vs. COMT - Expense Ratio Comparison
SMDV has a 0.40% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SMDV vs. COMT - Dividend Comparison
SMDV's dividend yield for the trailing twelve months is around 2.23%, 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% |
SMDV ProShares Russell 2000 Dividend Growers ETF | 2.23% | 2.67% | 2.68% | 2.69% | 2.51% | 2.02% | 2.13% | 2.03% | 1.97% | 1.84% | 1.35% | 1.81% |
Frequently Asked Questions
SMDV and COMT have a correlation of -0.27, 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 SMDV (4.46%). In terms of maximum drawdown, SMDV dropped -34.12% vs COMT's -51.89%.
On 10-year performance, COMT leads with 8.33% vs 7.62% for SMDV. On fees, SMDV is cheaper at 0.40% per year. On volatility, SMDV has been the lower-risk option at 4.46%. 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 8.33% return vs 7.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SMDV is cheaper with a 0.40% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 2.23% for SMDV.
SMDV is categorized as Small Cap Blend Equities, while COMT is Commodities. SMDV tracks Russell 2000 Dividend Growth Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.40% for SMDV and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 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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