USRD vs. COMT
USRD (Themes US R&D Champions ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - USRD is a Large Cap Blend Equities fund tracking the Solactive US R&D Champions 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 year, USRD returned 16.42% vs 33.20% for COMT. At a 0.01 correlation, their price movements are largely independent. USRD charges 0.29%/yr vs 0.48%/yr for COMT.
Performance
USRD vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, USRD achieves a 13.51% return, which is significantly lower than COMT's 30.19% return.
USRD
- 1D
- -0.26%
- 1M
- 0.25%
- 6M
- 12.94%
- YTD
- 13.51%
- 1Y
- 16.42%
- 3Y*
- —
- 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%
USRD vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
USRD Themes US R&D Champions ETF | 13.51% | 12.44% | 15.53% | 5.32% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | 2.09% |
Correlation
The correlation between USRD and COMT is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2023 | 0.01 |
The correlation between USRD and COMT shifts across timeframes, from -0.14 (1 year) to 0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
USRD vs. COMT — Risk / Return Rank
USRD
COMT
USRD vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Themes US R&D Champions ETF (USRD) 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.
| USRD | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.77 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.90 | -0.68 |
| Martin ratioReturn relative to average drawdown | 3.39 | 6.35 | -2.95 |
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Drawdowns
USRD vs. COMT - Drawdown Comparison
The maximum USRD drawdown since its inception was -23.79%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for USRD and COMT.
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Drawdown Indicators
| USRD | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.79% | -51.89% | +28.10% |
Max Drawdown (1Y)Largest decline over 1 year | -13.49% | -17.57% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -6.43% | -11.28% | +4.85% |
Average DrawdownAverage peak-to-trough decline | -3.81% | -23.95% | +20.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.85% | 5.24% | -0.39% |
Volatility
USRD vs. COMT - Volatility Comparison
The current volatility for Themes US R&D Champions ETF (USRD) is 4.88%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that USRD 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
| USRD | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 5.91% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 19.67% | -4.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.97% | 21.54% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 21.20% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.41% | 18.85% | +0.56% |
USRD vs. COMT - Expense Ratio Comparison
USRD has a 0.29% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
USRD vs. COMT - Dividend Comparison
USRD's dividend yield for the trailing twelve months is around 0.37%, 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% |
USRD Themes US R&D Champions ETF | 0.37% | 0.42% | 2.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
USRD and COMT have a correlation of -0.14, 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 USRD (4.88%). In terms of maximum drawdown, USRD dropped -23.79% vs COMT's -51.89%.
On 1-year performance, COMT leads with 33.20% vs 16.42% for USRD. On fees, USRD is cheaper at 0.29% per year. On volatility, USRD has been the lower-risk option at 4.88%. 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 33.20% return vs 16.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
USRD is cheaper with a 0.29% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.95%, compared with 0.37% for USRD.
USRD is categorized as Large Cap Blend Equities, while COMT is Commodities. USRD tracks Solactive US R&D Champions Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Themes and iShares. Their fees differ too: 0.29% for USRD and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 0.92), 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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