THLV vs. COMT
THLV (THOR Equal Weight Low Volatility ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - THLV is a Large Cap Blend Equities fund tracking the THOR Equal Weight Low Volatility Index, 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, THLV returned 11.02%/yr vs 12.71%/yr for COMT. At a 0.12 correlation, their price movements are largely independent. THLV charges 0.64%/yr vs 0.48%/yr for COMT.
Performance
THLV vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, THLV achieves a 11.24% return, which is significantly lower than COMT's 30.19% return.
THLV
- 1D
- 0.18%
- 1M
- -0.23%
- 6M
- 6.35%
- YTD
- 11.24%
- 1Y
- 17.09%
- 3Y*
- 11.02%
- 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%
THLV vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
THLV THOR Equal Weight Low Volatility ETF | 11.24% | 10.50% | 9.52% | 5.88% | 1.22% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | -4.34% |
Correlation
The correlation between THLV and COMT is -0.07, 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 | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2022 | 0.12 |
The correlation between THLV and COMT shifts across timeframes, from -0.07 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
THLV vs. COMT — Risk / Return Rank
THLV
COMT
THLV vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THOR Equal Weight Low Volatility ETF (THLV) 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.
| THLV | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.27 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.58 | 1.90 | +0.68 |
| Martin ratioReturn relative to average drawdown | 7.65 | 6.35 | +1.31 |
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Drawdowns
THLV vs. COMT - Drawdown Comparison
The maximum THLV drawdown since its inception was -13.15%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for THLV and COMT.
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Drawdown Indicators
| THLV | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.15% | -51.89% | +38.74% |
Max Drawdown (1Y)Largest decline over 1 year | -6.66% | -17.57% | +10.91% |
Max Drawdown (3Y)Largest decline over 3 years | -13.15% | -17.57% | +4.42% |
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 | -0.72% | -11.28% | +10.56% |
Average DrawdownAverage peak-to-trough decline | -3.69% | -23.95% | +20.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.24% | 5.24% | -3.00% |
Volatility
THLV vs. COMT - Volatility Comparison
The current volatility for THOR Equal Weight Low Volatility ETF (THLV) is 2.53%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that THLV 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
| THLV | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.53% | 5.91% | -3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 7.89% | 19.67% | -11.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.21% | 21.54% | -11.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.75% | 21.20% | -9.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.75% | 18.85% | -7.10% |
THLV vs. COMT - Expense Ratio Comparison
THLV has a 0.64% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
THLV vs. COMT - Dividend Comparison
THLV's dividend yield for the trailing twelve months is around 1.59%, less 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% |
THLV THOR Equal Weight Low Volatility ETF | 1.59% | 1.77% | 1.25% | 2.72% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
THLV and COMT have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.91%) compared to THLV (2.53%). In terms of maximum drawdown, THLV dropped -13.15% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 11.02% for THLV. On fees, COMT is cheaper at 0.48% per year. On volatility, THLV has been the lower-risk option at 2.53%. 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 12.71% return vs 11.02%. 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 0.64% for THLV.
COMT has the higher dividend yield at 5.95%, compared with 1.59% for THLV.
THLV is categorized as Large Cap Blend Equities, while COMT is Commodities. THLV tracks THOR Equal Weight Low Volatility Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: THOR and iShares. Their fees differ too: 0.64% for THLV and 0.48% for COMT.
THLV currently has the higher Sharpe Ratio (1.68 vs 1.55), 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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