SUPL vs. COMT
SUPL (ProShares Supply Chain Logistics ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - SUPL is a Industrials Equities fund tracking the FactSet Supply Chain Logistics Index - Benchmark TR Net, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 3 years, SUPL returned 10.39%/yr vs 12.01%/yr for COMT. At a 0.13 correlation, their price movements are largely independent. SUPL charges 0.58%/yr vs 0.48%/yr for COMT.
Performance
SUPL vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SUPL achieves a 13.92% return, which is significantly lower than COMT's 23.88% return.
SUPL
- 1D
- -0.67%
- 1M
- -0.06%
- YTD
- 13.92%
- 6M
- 13.11%
- 1Y
- 23.18%
- 3Y*
- 10.39%
- 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%
SUPL vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
SUPL ProShares Supply Chain Logistics ETF | 13.92% | 9.25% | -2.44% | 23.69% | -11.01% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 23.88% | 6.07% | 5.96% | -6.56% | -7.46% |
Correlation
The correlation between SUPL 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 Apr 7, 2022 | 0.13 |
The correlation between SUPL and COMT shifts across timeframes, from -0.16 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SUPL vs. COMT — Risk / Return Rank
SUPL
COMT
SUPL vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Supply Chain Logistics ETF (SUPL) 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.
| SUPL | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.24 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.22 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.39 | 1.63 | +0.76 |
| Martin ratioReturn relative to average drawdown | 7.41 | 6.99 | +0.42 |
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Drawdowns
SUPL vs. COMT - Drawdown Comparison
The maximum SUPL drawdown since its inception was -24.42%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SUPL and COMT.
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Drawdown Indicators
| SUPL | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.42% | -51.89% | +27.47% |
Max Drawdown (1Y)Largest decline over 1 year | -9.76% | -15.58% | +5.82% |
Max Drawdown (3Y)Largest decline over 3 years | -21.71% | -15.58% | -6.13% |
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 | -5.73% | -15.58% | +9.85% |
Average DrawdownAverage peak-to-trough decline | -5.91% | -24.00% | +18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.65% | -0.51% |
Volatility
SUPL vs. COMT - Volatility Comparison
ProShares Supply Chain Logistics ETF (SUPL) has a higher volatility of 5.62% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.02%. This indicates that SUPL's price experiences larger fluctuations and is considered to be riskier 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
| SUPL | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.62% | 5.02% | +0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 13.49% | 19.24% | -5.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.59% | 21.45% | -4.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.00% | 21.13% | -2.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.00% | 18.86% | +0.14% |
SUPL vs. COMT - Expense Ratio Comparison
SUPL has a 0.58% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
SUPL vs. COMT - Dividend Comparison
SUPL's dividend yield for the trailing twelve months is around 2.75%, 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% |
SUPL ProShares Supply Chain Logistics ETF | 2.75% | 3.03% | 4.78% | 4.71% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SUPL 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.
SUPL has higher volatility (5.62%) compared to COMT (5.02%). In terms of maximum drawdown, SUPL dropped -24.42% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.01% vs 10.39% for SUPL. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.02%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 12.01% return vs 10.39%. 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 0.58% for SUPL.
COMT has the higher dividend yield at 6.25%, compared with 2.75% for SUPL.
SUPL is categorized as Industrials Equities, while COMT is Commodities. SUPL tracks FactSet Supply Chain Logistics Index - Benchmark TR Net, 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: 0.58% for SUPL and 0.48% for COMT.
SUPL currently has the higher Sharpe Ratio (1.41 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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