PortfoliosLab logoPortfoliosLab logo
SMIN vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SMIN vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI India Small-Cap ETF (SMIN) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, SMIN achieves a -0.09% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, SMIN has outperformed COMT with an annualized return of 9.43%, while COMT has yielded a comparatively lower 8.33% annualized return.


SMIN

1D
-0.37%
1M
1.69%
6M
2.75%
YTD
-0.09%
1Y
-8.95%
3Y*
8.59%
5Y*
6.63%
10Y*
9.43%

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

SMIN vs. COMT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMIN
iShares MSCI India Small-Cap ETF
-0.09%-6.68%16.78%35.41%-14.23%44.43%19.59%-5.21%-25.55%62.36%
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 SMIN and COMT is -0.29, 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

-0.29

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2014

0.19

The correlation between SMIN and COMT shifts across timeframes, from -0.29 (1 year) to 0.19 (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

SMIN vs. COMT — Risk / Return Rank

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

SMIN
SMIN Risk / Return Rank: 55
Overall Rank
SMIN Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SMIN Sortino Ratio Rank: 55
Sortino Ratio Rank
SMIN Omega Ratio Rank: 55
Omega Ratio Rank
SMIN Calmar Ratio Rank: 66
Calmar Ratio Rank
SMIN Martin Ratio Rank: 55
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 5252
Overall Rank
COMT Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5454
Omega Ratio Rank
COMT Calmar Ratio Rank: 4545
Calmar Ratio Rank
COMT Martin Ratio Rank: 4747
Martin Ratio Rank
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.

SMIN vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI India Small-Cap ETF (SMIN) 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.


SMINCOMTDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.72

Omega ratioGain probability vs. loss probability

0.94

1.27

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.37

1.90

-2.27

Martin ratioReturn relative to average drawdown

-0.82

6.35

-7.17

SMIN vs. COMT - Sharpe Ratio Comparison

The current SMIN Sharpe Ratio is -0.47, which is lower than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of SMIN 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.


Loading charts...

Drawdowns

SMIN vs. COMT - Drawdown Comparison

The maximum SMIN drawdown since its inception was -60.50%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SMIN and COMT.


Loading charts...

Drawdown Indicators


SMINCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-60.50%

-51.89%

-8.61%

Max Drawdown (1Y)

Largest decline over 1 year

-24.13%

-17.57%

-6.56%

Max Drawdown (3Y)

Largest decline over 3 years

-27.58%

-17.57%

-10.01%

Max Drawdown (5Y)

Largest decline over 5 years

-27.58%

-29.00%

+1.42%

Max Drawdown (10Y)

Largest decline over 10 years

-60.50%

-39.22%

-21.28%

Current Drawdown

Current decline from peak

-12.62%

-11.28%

-1.34%

Average Drawdown

Average peak-to-trough decline

-14.61%

-23.95%

+9.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

5.24%

+6.08%

Volatility

SMIN vs. COMT - Volatility Comparison

The current volatility for iShares MSCI India Small-Cap ETF (SMIN) is 4.99%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that SMIN 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


SMINCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.99%

5.91%

-0.92%

Volatility (6M)

Calculated over the trailing 6-month period

15.91%

19.67%

-3.76%

Volatility (1Y)

Calculated over the trailing 1-year period

19.02%

21.54%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.96%

21.20%

-2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.82%

18.85%

+3.97%

SMIN vs. COMT - Expense Ratio Comparison

SMIN has a 0.74% expense ratio, which is higher than COMT's 0.48% expense ratio.


Dividends

SMIN vs. COMT - Dividend Comparison

SMIN's dividend yield for the trailing twelve months is around 2.01%, less than COMT's 5.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SMIN
iShares MSCI India Small-Cap ETF
2.01%2.01%6.84%0.41%0.01%1.27%1.06%1.75%1.68%0.89%2.30%0.93%

Frequently Asked Questions


SMIN and COMT have a correlation of -0.29, 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 SMIN (4.99%). In terms of maximum drawdown, SMIN dropped -60.50% vs COMT's -51.89%.

On 10-year performance, SMIN leads with 9.43% vs 8.33% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, SMIN has been the lower-risk option at 4.99%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SMIN has performed better with a 9.43% return vs 8.33%. 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 0.74% for SMIN.

COMT has the higher dividend yield at 5.95%, compared with 2.01% for SMIN.

SMIN is categorized as India Equities, while COMT is Commodities. SMIN tracks MSCI India Small Cap Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. Their fees differ too: 0.74% for SMIN and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (1.55 vs -0.47), 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.

Portfolio Optimizer

Find the right allocation for SMIN 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