VERS vs. COMT

Last updated Jun 4, 2026

VERS (ProShares Metaverse ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - VERS is a Technology Equities fund tracking the Solactive Metaverse Theme Index - Benchmark TR Net, while COMT is a Commodities fund actively managed by iShares. VERS is passively managed, while COMT is actively managed. Over the past 3 years, VERS returned 31.89%/yr vs 16.86%/yr for COMT. At a 0.09 correlation, their price movements are largely independent. VERS charges 0.58%/yr vs 0.48%/yr for COMT.

Performance

VERS vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Metaverse ETF (VERS) 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, VERS achieves a 36.54% return, which is significantly lower than COMT's 39.67% return.

VERS

• 1D: -0.99%
• 1M: 23.22%
• YTD: 36.54%
• 6M: 36.31%
• 1Y: 68.21%
• 3Y*: 31.89%
• 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)

VERS vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VERS ProShares Metaverse ETF	36.54%	26.16%	16.92%	51.13%	-34.52%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	-6.78%

Correlation

The correlation between VERS and COMT is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (All Time) Calculated using the full available price history since Mar 18, 2022	0.09

The correlation between VERS and COMT shifts across timeframes, from -0.15 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

VERS vs. COMT - Sectors Allocation Comparison

Sectors	VERS	COMT
Technology	73.2%	-
Communication Services	18.4%	-
Consumer Cyclical	6.6%	-
Real Estate	1.8%	-
Basic Materials	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	100.0%
Healthcare	-	-
Industrials	-	-
Utilities	-	-

Return for Risk

VERS vs. COMT — Risk / Return Rank

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

VERS

VERS Risk / Return Rank: 67
VERS Sharpe Ratio Rank: 80
VERS Sortino Ratio Rank: 73
VERS Omega Ratio Rank: 68
VERS Calmar Ratio Rank: 60
VERS Martin Ratio Rank: 51

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.

VERS vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Metaverse ETF (VERS) 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.

	VERS	COMT	Difference
Sharpe ratio: Return per unit of total volatility	2.59	2.24	+0.34
Sortino ratio: Return per unit of downside risk	3.26	2.88	+0.38
Omega ratio: Gain probability vs. loss probability	1.41	1.40	+0.01
Calmar ratio: Return relative to maximum drawdown	2.98	5.95	-2.97
Martin ratio: Return relative to average drawdown	8.63	14.11	-5.47
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERS vs. COMT - Sharpe Ratio Comparison

The current VERS Sharpe Ratio is 2.59, which is comparable to the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VERS 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

	VERS	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.59	2.24	+0.34
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	0.57	0.20	+0.37

Drawdowns

VERS vs. COMT - Drawdown Comparison

The maximum VERS drawdown since its inception was -42.13%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for VERS and COMT.

Drawdown Indicators

	VERS	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-42.13%	-51.89%	+9.76%
Max Drawdown (1Y) Largest decline over 1 year	-23.02%	-8.02%	-15.00%
Max Drawdown (3Y) Largest decline over 3 years	-29.34%	-13.31%	-16.03%
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	-0.99%	-4.82%	+3.83%
Average Drawdown Average peak-to-trough decline	-15.06%	-24.07%	+9.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.92%	3.38%	+4.54%

Volatility

VERS vs. COMT - Volatility Comparison

ProShares Metaverse ETF (VERS) has a higher volatility of 9.76% compared to iShares Commodities Select Strategy ETF (COMT) at 7.37%. This indicates that VERS'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.

Volatility by Period

	VERS	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.76%	7.37%	+2.39%
Volatility (6M) Calculated over the trailing 6-month period	20.43%	18.80%	+1.63%
Volatility (1Y) Calculated over the trailing 1-year period	26.54%	21.29%	+5.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.26%	21.06%	+10.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.26%	18.89%	+12.37%

VERS vs. COMT - Expense Ratio Comparison

VERS has a 0.58% expense ratio, which is higher than COMT's 0.48% expense ratio.

Dividends

VERS vs. COMT - Dividend Comparison

VERS's dividend yield for the trailing twelve months is around 0.24%, 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%
VERS ProShares Metaverse ETF	0.24%	0.52%	0.58%	0.63%	0.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VERS and COMT in my portfolio?

VERS and COMT have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VERS or COMT?

VERS has higher volatility (9.76%) compared to COMT (7.37%). In terms of maximum drawdown, VERS dropped -42.13% vs COMT's -51.89%.

Which ETF is better, VERS or COMT?

On 3-year performance, VERS leads with 31.89% vs 16.86% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VERS or COMT?

Over the 3-year period, VERS has performed better with a 31.89% return vs 16.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VERS or COMT?

COMT is cheaper with a 0.48% expense ratio, compared with 0.58% for VERS.

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

COMT has the higher dividend yield at 5.54%, compared with 0.24% for VERS.

What is the main difference between VERS and COMT?

VERS is categorized as Technology Equities, while COMT is Commodities. They also come from different issuers: ProShares and iShares. Their fees differ too: 0.58% for VERS and 0.48% for COMT.

Which has better risk-adjusted returns?

VERS currently has the higher Sharpe Ratio (2.59 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.