TUA vs. COMT
TUA (Simplify Short Term Treasury Futures Strategy ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - TUA is a Intermediate Core Bond fund actively managed by Simplify, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. TUA is actively managed, while COMT is passively managed. Over the past 3 years, TUA returned 0.22%/yr vs 12.71%/yr for COMT. At a correlation of -0.17, they often move in opposite directions. TUA charges 0.16%/yr vs 0.48%/yr for COMT.
Performance
TUA vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, TUA achieves a -5.56% return, which is significantly lower than COMT's 30.19% return.
TUA
- 1D
- -0.15%
- 1M
- -0.65%
- 6M
- -4.76%
- YTD
- -5.56%
- 1Y
- -2.69%
- 3Y*
- 0.22%
- 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%
TUA vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUA Simplify Short Term Treasury Futures Strategy ETF | -5.56% | 7.27% | -3.59% | -2.04% | -0.83% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | -4.09% |
Correlation
The correlation between TUA and COMT is -0.35, 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 | -0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2022 | -0.17 |
The correlation between TUA and COMT shifts across timeframes, from -0.35 (1 year) to -0.17 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TUA vs. COMT — Risk / Return Rank
TUA
COMT
TUA vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) 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.
| TUA | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.63 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.27 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.90 | -2.26 |
| Martin ratioReturn relative to average drawdown | -0.81 | 6.35 | -7.16 |
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Drawdowns
TUA vs. COMT - Drawdown Comparison
The maximum TUA drawdown since its inception was -15.85%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TUA and COMT.
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Drawdown Indicators
| TUA | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.85% | -51.89% | +36.04% |
Max Drawdown (1Y)Largest decline over 1 year | -7.37% | -17.57% | +10.20% |
Max Drawdown (3Y)Largest decline over 3 years | -9.14% | -17.57% | +8.43% |
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 | -10.22% | -11.28% | +1.06% |
Average DrawdownAverage peak-to-trough decline | -8.42% | -23.95% | +15.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 5.24% | -1.93% |
Volatility
TUA vs. COMT - Volatility Comparison
The current volatility for Simplify Short Term Treasury Futures Strategy ETF (TUA) is 2.57%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that TUA 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
| TUA | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 5.91% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 5.51% | 19.67% | -14.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.05% | 21.54% | -14.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.70% | 21.20% | -10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.70% | 18.85% | -8.15% |
TUA vs. COMT - Expense Ratio Comparison
TUA has a 0.16% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
TUA vs. COMT - Dividend Comparison
TUA's dividend yield for the trailing twelve months is around 3.33%, 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% |
TUA Simplify Short Term Treasury Futures Strategy ETF | 3.33% | 3.84% | 5.19% | 4.83% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TUA and COMT have a correlation of -0.35, 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 TUA (2.57%). In terms of maximum drawdown, TUA dropped -15.85% vs COMT's -51.89%.
On 3-year performance, COMT leads with 12.71% vs 0.22% for TUA. On fees, TUA is cheaper at 0.16% per year. On volatility, TUA has been the lower-risk option at 2.57%. 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 0.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
TUA is cheaper with a 0.16% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 3.33% for TUA.
TUA is categorized as Intermediate Core Bond, while COMT is Commodities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.16% for TUA and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs -0.38), 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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