VCAR vs. COMT
VCAR (Simplify Volt RoboCar Disruption and Tech ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - VCAR is a Consumer Discretionary Equities fund actively managed by Simplify, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. VCAR is actively managed, while COMT is passively managed. Over the past 5 years, VCAR returned 8.51%/yr vs 10.23%/yr for COMT. At a 0.07 correlation, their price movements are largely independent. VCAR charges 0.95%/yr vs 0.48%/yr for COMT.
Performance
VCAR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, VCAR achieves a -14.06% return, which is significantly lower than COMT's 20.95% return.
VCAR
- 1D
- -2.02%
- 1M
- -15.86%
- YTD
- -14.06%
- 6M
- -21.06%
- 1Y
- -30.95%
- 3Y*
- 25.33%
- 5Y*
- 8.51%
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
VCAR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VCAR Simplify Volt RoboCar Disruption and Tech ETF | -14.06% | -14.73% | 152.27% | 58.33% | -61.11% | 18.52% | 2.57% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | 1.13% |
Correlation
The correlation between VCAR and COMT is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2020 | 0.07 |
The correlation between VCAR and COMT shifts across timeframes, from -0.08 (1 year) to 0.07 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VCAR vs. COMT — Risk / Return Rank
VCAR
COMT
VCAR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.
| VCAR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.76 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.22 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | -0.55 | 1.45 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.95 | 6.71 | -7.66 |
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Drawdowns
VCAR vs. COMT - Drawdown Comparison
The maximum VCAR drawdown since its inception was -69.11%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for VCAR and COMT.
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Drawdown Indicators
| VCAR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -51.89% | -17.22% |
Max Drawdown (1Y)Largest decline over 1 year | -56.12% | -17.57% | -38.55% |
Max Drawdown (3Y)Largest decline over 3 years | -56.12% | -17.57% | -38.55% |
Max Drawdown (5Y)Largest decline over 5 years | -69.11% | -29.00% | -40.11% |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | -46.67% | -17.57% | -29.10% |
Average DrawdownAverage peak-to-trough decline | -37.72% | -24.00% | -13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.66% | 3.79% | +28.87% |
Volatility
VCAR vs. COMT - Volatility Comparison
Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 15.79% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.32%. This indicates that VCAR's price experiences larger fluctuations and is considered to be riskier 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
| VCAR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.79% | 5.32% | +10.47% |
Volatility (6M)Calculated over the trailing 6-month period | 41.72% | 19.40% | +22.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.36% | 21.28% | +35.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 51.04% | 21.15% | +29.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.13% | 18.87% | +31.26% |
VCAR vs. COMT - Expense Ratio Comparison
VCAR has a 0.95% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
VCAR vs. COMT - Dividend Comparison
VCAR's dividend yield for the trailing twelve months is around 26.76%, more than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 26.76% | 23.87% | 0.62% | 0.00% | 0.83% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
VCAR and COMT have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VCAR has higher volatility (15.79%) compared to COMT (5.32%). In terms of maximum drawdown, VCAR dropped -69.11% vs COMT's -51.89%.
On 5-year performance, COMT leads with 10.23% vs 8.51% for VCAR. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.32%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, COMT has performed better with a 10.23% return vs 8.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
COMT is cheaper with a 0.48% expense ratio, compared with 0.95% for VCAR.
VCAR has the higher dividend yield at 26.76%, compared with 6.40% for COMT.
VCAR is categorized as Consumer Discretionary Equities, while COMT is Commodities. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.95% for VCAR and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.21 vs -0.55), 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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