SYSB vs. COMT
SYSB (iShares Systematic Bond ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - SYSB is a Intermediate Core-Plus Bond fund tracking the BlackRock Universal Systematic Bond Index, while COMT is a Commodities fund actively managed by iShares. SYSB is passively managed, while COMT is actively managed. Over the past 10 years, SYSB returned 2.28%/yr vs 9.09%/yr for COMT. At a 0.01 correlation, their price movements are largely independent. SYSB charges 0.25%/yr vs 0.48%/yr for COMT.
Performance
SYSB vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, SYSB achieves a 0.06% return, which is significantly lower than COMT's 39.67% return. Over the past 10 years, SYSB has underperformed COMT with an annualized return of 2.28%, while COMT has yielded a comparatively higher 9.09% annualized return.
SYSB
- 1D
- -0.27%
- 1M
- 0.22%
- YTD
- 0.06%
- 6M
- -0.05%
- 1Y
- 5.34%
- 3Y*
- 6.70%
- 5Y*
- 1.54%
- 10Y*
- 2.28%
COMT
- 1D
- 0.78%
- 1M
- -4.35%
- YTD
- 39.67%
- 6M
- 39.06%
- 1Y
- 47.51%
- 3Y*
- 16.86%
- 5Y*
- 13.50%
- 10Y*
- 9.09%
SYSB vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYSB iShares Systematic Bond ETF | 0.06% | 8.32% | 6.04% | 8.22% | -13.57% | -1.00% | 3.31% | 10.03% | -0.93% | 3.89% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between SYSB and COMT is -0.38, 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 | -0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2015 | 0.01 |
The correlation between SYSB and COMT shifts across timeframes, from -0.38 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SYSB vs. COMT — Risk / Return Rank
SYSB
COMT
SYSB vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Systematic Bond ETF (SYSB) 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.
| SYSB | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.40 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | 5.95 | -4.16 |
| Martin ratioReturn relative to average drawdown | 5.50 | 14.11 | -8.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SYSB | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 2.24 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.64 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.20 | +0.30 |
Drawdowns
SYSB vs. COMT - Drawdown Comparison
The maximum SYSB drawdown since its inception was -18.47%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for SYSB and COMT.
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Drawdown Indicators
| SYSB | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.47% | -51.89% | +33.42% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -8.02% | +5.03% |
Max Drawdown (3Y)Largest decline over 3 years | -3.08% | -13.31% | +10.23% |
Max Drawdown (5Y)Largest decline over 5 years | -18.47% | -29.00% | +10.53% |
Max Drawdown (10Y)Largest decline over 10 years | -18.47% | -39.22% | +20.75% |
Current DrawdownCurrent decline from peak | -1.79% | -4.82% | +3.03% |
Average DrawdownAverage peak-to-trough decline | -3.27% | -24.07% | +20.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 3.38% | -2.41% |
Volatility
SYSB vs. COMT - Volatility Comparison
The current volatility for iShares Systematic Bond ETF (SYSB) is 1.40%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that SYSB 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
| SYSB | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.40% | 7.37% | -5.97% |
Volatility (6M)Calculated over the trailing 6-month period | 3.10% | 18.80% | -15.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.80% | 21.29% | -17.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 21.06% | -15.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.95% | 18.89% | -13.94% |
SYSB vs. COMT - Expense Ratio Comparison
SYSB has a 0.25% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
SYSB vs. COMT - Dividend Comparison
SYSB's dividend yield for the trailing twelve months is around 4.62%, less than COMT's 5.54% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares Commodities Select Strategy ETF | 5.54% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
SYSB iShares Systematic Bond ETF | 4.62% | 4.78% | 5.04% | 4.44% | 3.27% | 1.92% | 2.57% | 3.27% | 3.61% | 2.74% | 2.92% | 2.26% |
Frequently Asked Questions
SYSB and COMT have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to SYSB (1.40%). In terms of maximum drawdown, SYSB dropped -18.47% vs COMT's -51.89%.
On 10-year performance, COMT leads with 9.09% vs 2.28% for SYSB. On fees, SYSB is cheaper at 0.25% per year. On volatility, SYSB has been the lower-risk option at 1.40%. 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 9.09% return vs 2.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SYSB is cheaper with a 0.25% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 4.62% for SYSB.
SYSB is categorized as Intermediate Core-Plus Bond, while COMT is Commodities. Their fees differ too: 0.25% for SYSB and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (2.24 vs 1.41), 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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