TUG vs. COMT

Last updated Jun 4, 2026

TUG (STF Tactical Growth ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - TUG is a Diversified Portfolio fund actively managed by STF, while COMT is a Commodities fund actively managed by iShares. Both are actively managed. Over the past 3 years, TUG returned 23.61%/yr vs 16.86%/yr for COMT. At a 0.05 correlation, their price movements are largely independent. TUG charges 0.65%/yr vs 0.48%/yr for COMT.

Performance

TUG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in STF Tactical Growth ETF (TUG) 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, TUG achieves a 20.36% return, which is significantly lower than COMT's 39.67% return.

TUG

• 1D: -0.48%
• 1M: 11.01%
• YTD: 20.36%
• 6M: 19.04%
• 1Y: 40.10%
• 3Y*: 23.61%
• 5Y*: —
• 10Y*: —

COMT

• 1D: 0.78%
• 1M: -4.35%
• YTD: 39.67%
• 6M: 39.06%
• 1Y: 47.51%
• 3Y*: 16.86%
• 5Y*: 13.50%
• 10Y*: 9.09%

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

TUG vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
TUG STF Tactical Growth ETF	20.36%	20.43%	19.37%	38.24%	-12.62%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	-12.26%

Correlation

The correlation between TUG and COMT is -0.18, 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	-0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.01
Correlation (All Time) Calculated using the full available price history since May 20, 2022	0.05

The correlation between TUG and COMT shifts across timeframes, from -0.18 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

TUG vs. COMT - Sectors Allocation Comparison

Sectors	TUG	COMT
Technology	54.6%	-
Communication Services	15.4%	-
Consumer Cyclical	12.0%	-
Consumer Defensive	7.4%	-
Healthcare	4.1%	-
Industrials	3.0%	-
Utilities	1.4%	-
Basic Materials	1.1%	-
Energy	0.7%	-
Financial Services	0.3%	100.0%
Real Estate	0.1%	-

Return for Risk

TUG vs. COMT — Risk / Return Rank

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

TUG

TUG Risk / Return Rank: 70
TUG Sharpe Ratio Rank: 77
TUG Sortino Ratio Rank: 72
TUG Omega Ratio Rank: 70
TUG Calmar Ratio Rank: 66
TUG Martin Ratio Rank: 67

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
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.

TUG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for STF Tactical Growth ETF (TUG) 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.

	TUG	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.49	2.24	+0.25
Sortino ratio: Return per unit of downside risk	3.27	2.88	+0.39
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.02
Calmar ratio: Return relative to maximum drawdown	3.27	5.95	-2.68
Martin ratio: Return relative to average drawdown	12.47	14.11	-1.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TUG vs. COMT - Sharpe Ratio Comparison

The current TUG Sharpe Ratio is 2.49, which is comparable to the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TUG 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

	TUG	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.49	2.24	+0.25
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.12	0.20	+0.91

Drawdowns

TUG vs. COMT - Drawdown Comparison

The maximum TUG drawdown since its inception was -22.27%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TUG and COMT.

Drawdown Indicators

	TUG	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-22.27%	-51.89%	+29.62%
Max Drawdown (1Y) Largest decline over 1 year	-12.31%	-8.02%	-4.29%
Max Drawdown (3Y) Largest decline over 3 years	-22.27%	-13.31%	-8.96%
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	-0.48%	-4.82%	+4.34%
Average Drawdown Average peak-to-trough decline	-4.31%	-24.07%	+19.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.22%	3.38%	-0.16%

Volatility

TUG vs. COMT - Volatility Comparison

The current volatility for STF Tactical Growth ETF (TUG) is 4.30%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that TUG 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

	TUG	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.30%	7.37%	-3.07%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	18.80%	-6.57%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	21.29%	-5.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.02%	21.06%	-3.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.02%	18.89%	-0.87%

TUG vs. COMT - Expense Ratio Comparison

TUG has a 0.65% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

TUG vs. COMT - Dividend Comparison

TUG's dividend yield for the trailing twelve months is around 1.43%, less than COMT's 5.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COMT iShares Commodities Select Strategy ETF	5.54%	7.74%	4.90%	5.19%	29.79%	17.79%	0.36%	2.61%	11.65%	5.16%	0.52%	1.44%
TUG STF Tactical Growth ETF	1.43%	1.75%	4.97%	1.34%	1.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TUG and COMT in my portfolio?

TUG and COMT have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TUG or COMT?

COMT has higher volatility (7.37%) compared to TUG (4.30%). In terms of maximum drawdown, TUG dropped -22.27% vs COMT's -51.89%.

Which ETF is better, TUG or COMT?

On 3-year performance, TUG leads with 23.61% vs 16.86% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, TUG has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, TUG or COMT?

Over the 3-year period, TUG has performed better with a 23.61% return vs 16.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, TUG or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.65% for TUG.

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

COMT has the higher dividend yield at 5.54%, compared with 1.43% for TUG.

What is the main difference between TUG and COMT?

TUG is categorized as Diversified Portfolio, while COMT is Commodities. They also come from different issuers: STF and iShares. Their fees differ too: 0.65% for TUG and 0.48% for COMT.

Which has better risk-adjusted returns?

TUG currently has the higher Sharpe Ratio (2.49 vs 2.24), 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.