TTAC vs. COMT

Last updated Jun 4, 2026

TTAC (TrimTabs US Free Cash Flow Quality ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - TTAC is a Large Cap Growth Equities fund actively managed by TrimTabs, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past 5 years, TTAC returned 12.77%/yr vs 13.14%/yr for COMT. At a 0.24 correlation, their price movements are largely independent. TTAC charges 0.59%/yr vs 0.48%/yr for COMT.

Performance

TTAC vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrimTabs US Free Cash Flow Quality ETF (TTAC) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTAC achieves a 17.63% return, which is significantly lower than COMT's 37.50% return.

TTAC

• 1D: 0.02%
• 1M: 6.04%
• YTD: 17.63%
• 6M: 17.18%
• 1Y: 20.72%
• 3Y*: 19.01%
• 5Y*: 12.77%
• 10Y*: —

COMT

• 1D: -1.55%
• 1M: -5.00%
• YTD: 37.50%
• 6M: 36.36%
• 1Y: 45.51%
• 3Y*: 16.18%
• 5Y*: 13.14%
• 10Y*: 8.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTAC vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTAC TrimTabs US Free Cash Flow Quality ETF	17.63%	8.07%	18.26%	22.97%	-14.60%	30.66%	18.30%	26.03%	-6.26%	15.23%
COMT iShares Commodities Select Strategy ETF	37.50%	6.07%	5.96%	-6.56%	19.45%	36.88%	-18.66%	10.81%	-6.67%	14.49%

Correlation

The correlation between TTAC and COMT is -0.19, 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	-0.19
Correlation (3Y) Calculated over the trailing 3-year period	-0.00
Correlation (5Y) Calculated over the trailing 5-year period	0.14
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017	0.24

The correlation between TTAC and COMT shifts across timeframes, from -0.19 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

TTAC vs. COMT - Sectors Allocation Comparison

Sectors	TTAC	COMT
Technology	29.5%	-
Financial Services	14.5%	100.0%
Consumer Cyclical	12.7%	-
Healthcare	11.9%	-
Industrials	9.0%	-
Consumer Defensive	8.0%	-
Communication Services	6.1%	-
Energy	2.6%	-
Basic Materials	2.3%	-
Real Estate	2.0%	-
Utilities	-	-

Return for Risk

TTAC vs. COMT — Risk / Return Rank

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

TTAC

TTAC Risk / Return Rank: 45
TTAC Sharpe Ratio Rank: 38
TTAC Sortino Ratio Rank: 36
TTAC Omega Ratio Rank: 36
TTAC Calmar Ratio Rank: 59
TTAC Martin Ratio Rank: 55

COMT

COMT Risk / Return Rank: 70
COMT Sharpe Ratio Rank: 65
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

TTAC vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrimTabs US Free Cash Flow Quality ETF (TTAC) 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.

	TTAC	COMT	Difference
Sharpe ratio: Return per unit of total volatility	1.36	2.14	-0.78
Sortino ratio: Return per unit of downside risk	1.91	2.77	-0.86
Omega ratio: Gain probability vs. loss probability	1.24	1.38	-0.14
Calmar ratio: Return relative to maximum drawdown	2.90	5.70	-2.80
Martin ratio: Return relative to average drawdown	9.41	13.42	-4.01
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTAC vs. COMT - Sharpe Ratio Comparison

The current TTAC Sharpe Ratio is 1.36, which is lower than the COMT Sharpe Ratio of 2.14. The chart below compares the historical Sharpe Ratios of TTAC 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.

Sharpe Ratios by Period

	TTAC	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.36	2.14	-0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.75	0.63	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.79	0.20	+0.59

Drawdowns

TTAC vs. COMT - Drawdown Comparison

The maximum TTAC drawdown since its inception was -34.95%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TTAC and COMT.

Drawdown Indicators

	TTAC	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-34.95%	-51.89%	+16.94%
Max Drawdown (1Y) Largest decline over 1 year	-7.17%	-8.02%	+0.85%
Max Drawdown (3Y) Largest decline over 3 years	-19.92%	-13.31%	-6.61%
Max Drawdown (5Y) Largest decline over 5 years	-21.88%	-29.00%	+7.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	0.00%	-6.30%	+6.30%
Average Drawdown Average peak-to-trough decline	-4.99%	-24.06%	+19.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.21%	3.40%	-1.19%

Volatility

TTAC vs. COMT - Volatility Comparison

The current volatility for TrimTabs US Free Cash Flow Quality ETF (TTAC) is 4.48%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.46%. This indicates that TTAC 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.

Volatility by Period

	TTAC	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.48%	7.46%	-2.98%
Volatility (6M) Calculated over the trailing 6-month period	11.70%	18.88%	-7.18%
Volatility (1Y) Calculated over the trailing 1-year period	15.31%	21.36%	-6.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	21.07%	-3.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.71%	18.89%	-0.18%

TTAC vs. COMT - Expense Ratio Comparison

TTAC has a 0.59% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

TTAC vs. COMT - Dividend Comparison

TTAC's dividend yield for the trailing twelve months is around 0.53%, less than COMT's 5.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.63%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
TTAC TrimTabs US Free Cash Flow Quality ETF	0.53%	0.62%	0.70%	0.94%	1.36%	9.63%	0.41%	0.72%	0.62%	0.40%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TTAC and COMT in my portfolio?

TTAC and COMT have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTAC or COMT?

COMT has higher volatility (7.46%) compared to TTAC (4.48%). In terms of maximum drawdown, TTAC dropped -34.95% vs COMT's -51.89%.

Which ETF is better, TTAC or COMT?

On 5-year performance, COMT leads with 13.14% vs 12.77% for TTAC. On fees, COMT is cheaper at 0.48% per year. On volatility, TTAC has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TTAC or COMT?

Over the 5-year period, COMT has performed better with a 13.14% return vs 12.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TTAC or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.59% for TTAC.

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

COMT has the higher dividend yield at 5.63%, compared with 0.53% for TTAC.

What is the main difference between TTAC and COMT?

TTAC is categorized as Large Cap Growth Equities, while COMT is Commodities. They also come from different issuers: TrimTabs and iShares. Their fees differ too: 0.59% for TTAC and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.14 vs 1.36), 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.