TEMT vs. COMT

Last updated Jul 17, 2026

TEMT (Tradr 2X Long TEM Daily ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TEMT is a Leveraged Equities fund actively managed by Tradr, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TEMT is actively managed, while COMT is passively managed. Over the past year, TEMT returned -55.30% vs 33.20% for COMT. At a correlation of -0.05, they often move in opposite directions. TEMT charges 1.30%/yr vs 0.48%/yr for COMT.

Performance

TEMT vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Tradr 2X Long TEM Daily ETF (TEMT) and iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TEMT achieves a -40.84% return, which is significantly lower than COMT's 30.19% return.

TEMT

• 1D: -13.16%
• 1M: 5.83%
• 6M: -55.76%
• YTD: -40.84%
• 1Y: -55.30%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

TEMT vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025
TEMT Tradr 2X Long TEM Daily ETF	-40.84%	-49.34%
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF	30.19%	7.05%

Correlation

The correlation between TEMT and COMT is -0.08, 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	-0.08
Correlation (All Time) Calculated using the full available price history since May 13, 2025	-0.05

Return for Risk

TEMT vs. COMT — Risk / Return Rank

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

TEMT

TEMT Risk / Return Rank: 6
TEMT Sharpe Ratio Rank: 6
TEMT Sortino Ratio Rank: 9
TEMT Omega Ratio Rank: 9
TEMT Calmar Ratio Rank: 4
TEMT Martin Ratio Rank: 5

COMT

COMT Risk / Return Rank: 52
COMT Sharpe Ratio Rank: 57
COMT Sortino Ratio Rank: 55
COMT Omega Ratio Rank: 54
COMT Calmar Ratio Rank: 45
COMT Martin Ratio Rank: 47

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.

TEMT vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr 2X Long TEM Daily ETF (TEMT) 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.

	TEMT	COMT	Difference
Sharpe ratio: Return per unit of total volatility	-0.42	1.55	-1.97
Sortino ratio: Return per unit of downside risk	0.04	2.13	-2.09
Omega ratio: Gain probability vs. loss probability	1.00	1.27	-0.27
Calmar ratio: Return relative to maximum drawdown	-0.64	1.90	-2.53
Martin ratio: Return relative to average drawdown	-0.89	6.35	-7.23

TEMT vs. COMT - Sharpe Ratio Comparison

The current TEMT Sharpe Ratio is -0.42, which is lower than the COMT Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of TEMT 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.

Drawdowns

TEMT vs. COMT - Drawdown Comparison

The maximum TEMT drawdown since its inception was -87.10%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TEMT and COMT.

Drawdown Indicators

	TEMT	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-87.10%	-51.89%	-35.21%
Max Drawdown (1Y) Largest decline over 1 year	-87.10%	-17.57%	-69.53%
Max Drawdown (3Y) Largest decline over 3 years	—	-17.57%	—
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	-82.70%	-11.28%	-71.42%
Average Drawdown Average peak-to-trough decline	-51.94%	-23.95%	-27.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	62.44%	5.24%	+57.20%

Volatility

TEMT vs. COMT - Volatility Comparison

Tradr 2X Long TEM Daily ETF (TEMT) has a higher volatility of 41.48% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.91%. This indicates that TEMT'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.

Volatility by Period

	TEMT	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	41.48%	5.91%	+35.57%
Volatility (6M) Calculated over the trailing 6-month period	96.29%	19.67%	+76.62%
Volatility (1Y) Calculated over the trailing 1-year period	131.64%	21.54%	+110.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	137.08%	21.20%	+115.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	137.08%	18.85%	+118.23%

TEMT vs. COMT - Expense Ratio Comparison

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

Dividends

TEMT vs. COMT - Dividend Comparison

TEMT's dividend yield for the trailing twelve months is around 56.80%, more than COMT's 5.95% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
TEMT Tradr 2X Long TEM Daily ETF	56.80%	33.60%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TEMT and COMT in my portfolio?

TEMT and COMT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TEMT or COMT?

TEMT has higher volatility (41.48%) compared to COMT (5.91%). In terms of maximum drawdown, TEMT dropped -87.10% vs COMT's -51.89%.

Which ETF is better, TEMT or COMT?

On 1-year performance, COMT leads with 33.20% vs -55.30% for TEMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TEMT or COMT?

Over the 1-year period, COMT has performed better with a 33.20% return vs -55.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TEMT or COMT?

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

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

TEMT has the higher dividend yield at 56.80%, compared with 5.95% for COMT.

What is the main difference between TEMT and COMT?

TEMT is categorized as Leveraged Equities, while COMT is Commodities. They also come from different issuers: Tradr and iShares. Their fees differ too: 1.30% for TEMT and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (1.55 vs -0.42), 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.