TDSC vs. COMT
TDSC (Cabana Target Drawdown 10 ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TDSC is a Tactical Allocation fund actively managed by Exchange Traded Concepts, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TDSC is actively managed, while COMT is passively managed. Over the past 5 years, TDSC returned 2.54%/yr vs 10.23%/yr for COMT. At a 0.16 correlation, their price movements are largely independent. TDSC charges 0.69%/yr vs 0.48%/yr for COMT.
Performance
TDSC vs. COMT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TDSC achieves a 8.50% return, which is significantly lower than COMT's 20.95% return.
TDSC
- 1D
- -0.45%
- 1M
- -1.75%
- YTD
- 8.50%
- 6M
- 7.36%
- 1Y
- 15.29%
- 3Y*
- 10.39%
- 5Y*
- 2.54%
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
TDSC vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
TDSC Cabana Target Drawdown 10 ETF | 8.50% | 6.56% | 7.10% | 7.63% | -19.67% | 14.81% | -0.50% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | 5.27% |
Correlation
The correlation between TDSC and COMT is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 17, 2020 | 0.16 |
The correlation between TDSC and COMT shifts across timeframes, from 0.01 (1 year) to 0.16 (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
TDSC vs. COMT — Risk / Return Rank
TDSC
COMT
TDSC vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cabana Target Drawdown 10 ETF (TDSC) 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.
| TDSC | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.22 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 1.45 | +1.42 |
| Martin ratioReturn relative to average drawdown | 10.57 | 6.71 | +3.85 |
Loading charts...
Drawdowns
TDSC vs. COMT - Drawdown Comparison
The maximum TDSC drawdown since its inception was -21.51%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TDSC and COMT.
Loading charts...
Drawdown Indicators
| TDSC | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.51% | -51.89% | +30.38% |
Max Drawdown (1Y)Largest decline over 1 year | -5.35% | -17.57% | +12.22% |
Max Drawdown (3Y)Largest decline over 3 years | -14.24% | -17.57% | +3.33% |
Max Drawdown (5Y)Largest decline over 5 years | -21.51% | -29.00% | +7.49% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -2.91% | -17.57% | +14.66% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -24.00% | +14.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 3.79% | -2.34% |
Volatility
TDSC vs. COMT - Volatility Comparison
The current volatility for Cabana Target Drawdown 10 ETF (TDSC) is 3.64%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.32%. This indicates that TDSC 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
| TDSC | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.64% | 5.32% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 7.32% | 19.40% | -12.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.40% | 21.28% | -11.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.38% | 21.15% | -10.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.27% | 18.87% | -8.60% |
TDSC vs. COMT - Expense Ratio Comparison
TDSC has a 0.69% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
TDSC vs. COMT - Dividend Comparison
TDSC's dividend yield for the trailing twelve months is around 2.06%, less than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
TDSC Cabana Target Drawdown 10 ETF | 2.06% | 2.92% | 2.06% | 2.06% | 1.76% | 1.11% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TDSC and COMT have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.32%) compared to TDSC (3.64%). In terms of maximum drawdown, TDSC dropped -21.51% vs COMT's -51.89%.
On 5-year performance, COMT leads with 10.23% vs 2.54% for TDSC. On fees, COMT is cheaper at 0.48% per year. On volatility, TDSC has been the lower-risk option at 3.64%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 10.23% return vs 2.54%. 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 0.69% for TDSC.
COMT has the higher dividend yield at 6.40%, compared with 2.06% for TDSC.
TDSC is categorized as Tactical Allocation, while COMT is Commodities. They also come from different issuers: Exchange Traded Concepts and iShares. Their fees differ too: 0.69% for TDSC and 0.48% for COMT.
TDSC currently has the higher Sharpe Ratio (1.64 vs 1.21), 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.
Find the right allocation for TDSC 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