SNAV vs. COMT

Last updated Jun 5, 2026

SNAV (Mohr Sector Nav ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - SNAV is a Large Cap Blend Equities fund actively managed by Mohr Funds, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past 3 years, SNAV returned 15.73%/yr vs 16.18%/yr for COMT. At a 0.08 correlation, their price movements are largely independent. SNAV charges 1.30%/yr vs 0.48%/yr for COMT.

Performance

SNAV vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mohr Sector Nav ETF (SNAV) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SNAV achieves a 11.72% return, which is significantly lower than COMT's 37.50% return.

SNAV

• 1D: 0.13%
• 1M: 6.05%
• YTD: 11.72%
• 6M: 11.40%
• 1Y: 25.44%
• 3Y*: 15.73%
• 5Y*: —
• 10Y*: —

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

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

SNAV vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SNAV Mohr Sector Nav ETF	11.72%	15.54%	11.11%	12.25%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-4.57%

Correlation

The correlation between SNAV and COMT is -0.16, 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	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (All Time) Calculated using the full available price history since Jan 12, 2023	0.08

The correlation between SNAV and COMT shifts across timeframes, from -0.16 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

SNAV vs. COMT - Sectors Allocation Comparison

Sectors	SNAV	COMT
Technology	38.4%	-
Financial Services	16.5%	100.0%
Healthcare	14.5%	-
Industrials	6.6%	-
Consumer Cyclical	6.5%	-
Communication Services	5.8%	-
Consumer Defensive	3.4%	-
Energy	2.4%	-
Utilities	2.2%	-
Real Estate	2.1%	-
Basic Materials	1.6%	-

Return for Risk

SNAV vs. COMT — Risk / Return Rank

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

SNAV

SNAV Risk / Return Rank: 75
SNAV Sharpe Ratio Rank: 75
SNAV Sortino Ratio Rank: 73
SNAV Omega Ratio Rank: 74
SNAV Calmar Ratio Rank: 79
SNAV Martin Ratio Rank: 76

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

SNAV vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mohr Sector Nav ETF (SNAV) 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.

	SNAV	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.40	2.14	+0.26
Sortino ratio: Return per unit of downside risk	3.24	2.77	+0.46
Omega ratio: Gain probability vs. loss probability	1.43	1.38	+0.05
Calmar ratio: Return relative to maximum drawdown	3.96	5.70	-1.74
Martin ratio: Return relative to average drawdown	14.22	13.42	+0.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SNAV vs. COMT - Sharpe Ratio Comparison

The current SNAV Sharpe Ratio is 2.40, which is comparable to the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of SNAV 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.

Sharpe Ratios by Period

	SNAV	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.40	2.14	+0.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.63	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.11	0.20	+0.91

Drawdowns

SNAV vs. COMT - Drawdown Comparison

The maximum SNAV drawdown since its inception was -16.61%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SNAV and COMT.

Drawdown Indicators

	SNAV	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-16.61%	-51.89%	+35.28%
Max Drawdown (1Y) Largest decline over 1 year	-6.45%	-8.02%	+1.57%
Max Drawdown (3Y) Largest decline over 3 years	-16.61%	-13.31%	-3.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-0.54%	-6.30%	+5.76%
Average Drawdown Average peak-to-trough decline	-2.51%	-24.06%	+21.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	3.40%	-1.61%

Volatility

SNAV vs. COMT - Volatility Comparison

The current volatility for Mohr Sector Nav ETF (SNAV) is 3.05%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.46%. This indicates that SNAV 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.

Volatility by Period

	SNAV	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.05%	7.46%	-4.41%
Volatility (6M) Calculated over the trailing 6-month period	7.28%	18.88%	-11.60%
Volatility (1Y) Calculated over the trailing 1-year period	10.66%	21.36%	-10.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.63%	21.07%	-7.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.63%	18.89%	-5.26%

SNAV vs. COMT - Expense Ratio Comparison

SNAV has a 1.30% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

SNAV vs. COMT - Dividend Comparison

SNAV has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 5.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
SNAV Mohr Sector Nav ETF	0.00%	0.00%	0.94%	3.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SNAV and COMT in my portfolio?

SNAV and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SNAV or COMT?

COMT has higher volatility (7.46%) compared to SNAV (3.05%). In terms of maximum drawdown, SNAV dropped -16.61% vs COMT's -51.89%.

Which ETF is better, SNAV or COMT?

On 3-year performance, COMT leads with 16.18% vs 15.73% for SNAV. On fees, COMT is cheaper at 0.48% per year. On volatility, SNAV has been the lower-risk option at 3.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SNAV or COMT?

Over the 3-year period, COMT has performed better with a 16.18% return vs 15.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SNAV or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 1.30% for SNAV.

Which ETF pays a higher dividend yield, SNAV or COMT?

COMT has the higher dividend yield at 5.63%, compared with 0.00% for SNAV.

What is the main difference between SNAV and COMT?

SNAV is categorized as Large Cap Blend Equities, while COMT is Commodities. They also come from different issuers: Mohr Funds and iShares. Their fees differ too: 1.30% for SNAV and 0.48% for COMT.

Which has better risk-adjusted returns?

SNAV currently has the higher Sharpe Ratio (2.40 vs 2.14), 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.