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TUSB vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUSB vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Thrivent Ultra Short Bond ETF (TUSB) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUSB achieves a 1.78% return, which is significantly lower than COMT's 39.67% return.


TUSB

1D
-0.10%
1M
0.44%
YTD
1.78%
6M
2.09%
1Y
4.62%
3Y*
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)

TUSB vs. COMT - Yearly Performance Comparison


Correlation

The correlation between TUSB and COMT is -0.10, 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

-0.10

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.06

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Return for Risk

TUSB vs. COMT — Risk / Return Rank

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

TUSB
TUSB Risk / Return Rank: 9898
Overall Rank
TUSB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
TUSB Sortino Ratio Rank: 9898
Sortino Ratio Rank
TUSB Omega Ratio Rank: 9898
Omega Ratio Rank
TUSB Calmar Ratio Rank: 9898
Calmar Ratio Rank
TUSB Martin Ratio Rank: 9898
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
Martin Ratio Rank
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.

TUSB vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Thrivent Ultra Short Bond ETF (TUSB) 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.


TUSBCOMTDifference
Sharpe ratioReturn per unit of total volatility

+2.79

Sortino ratioReturn per unit of downside risk

+6.08

Omega ratioGain probability vs. loss probability

2.24

1.40

+0.84

Calmar ratioReturn relative to maximum drawdown

18.74

5.95

+12.79

Martin ratioReturn relative to average drawdown

79.65

14.11

+65.54

TUSB vs. COMT - Sharpe Ratio Comparison

The current TUSB Sharpe Ratio is 5.03, which is higher than the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of TUSB 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.


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Sharpe Ratios by Period


TUSBCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.03

2.24

+2.79

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

3.73

0.20

+3.53

Drawdowns

TUSB vs. COMT - Drawdown Comparison

The maximum TUSB drawdown since its inception was -0.51%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for TUSB and COMT.


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Drawdown Indicators


TUSBCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-0.51%

-51.89%

+51.38%

Max Drawdown (1Y)

Largest decline over 1 year

-0.25%

-8.02%

+7.77%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

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

-0.13%

-4.82%

+4.69%

Average Drawdown

Average peak-to-trough decline

-0.06%

-24.07%

+24.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.06%

3.38%

-3.32%

Volatility

TUSB vs. COMT - Volatility Comparison

The current volatility for Thrivent Ultra Short Bond ETF (TUSB) is 0.33%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that TUSB 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


TUSBCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.33%

7.37%

-7.04%

Volatility (6M)

Calculated over the trailing 6-month period

0.66%

18.80%

-18.14%

Volatility (1Y)

Calculated over the trailing 1-year period

0.92%

21.29%

-20.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.25%

21.06%

-19.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.25%

18.89%

-17.64%

TUSB vs. COMT - Expense Ratio Comparison

TUSB has a 0.20% expense ratio, which is lower than COMT's 0.48% expense ratio.


Dividends

TUSB vs. COMT - Dividend Comparison

TUSB's dividend yield for the trailing twelve months is around 4.26%, less than COMT's 5.54% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TUSB
Thrivent Ultra Short Bond ETF
4.26%3.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TUSB and COMT have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (7.37%) compared to TUSB (0.33%). In terms of maximum drawdown, TUSB dropped -0.51% vs COMT's -51.89%.

On 1-year performance, COMT leads with 47.51% vs 4.62% for TUSB. On fees, TUSB is cheaper at 0.20% per year. On volatility, TUSB has been the lower-risk option at 0.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, COMT has performed better with a 47.51% return vs 4.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TUSB is cheaper with a 0.20% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.54%, compared with 4.26% for TUSB.

TUSB is categorized as Ultrashort Bond, while COMT is Commodities. They also come from different issuers: Thrivent and iShares. Their fees differ too: 0.20% for TUSB and 0.48% for COMT.

TUSB currently has the higher Sharpe Ratio (5.03 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.

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