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VIU.TO vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VIU.TO vs. COMT

Last updated Jun 9, 2026

VIU.TO (Vanguard FTSE Developed All Cap ex North America Index ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - VIU.TO is a International Equity fund tracking the FTSE Developed All Cap ex North America Index, while COMT is a Commodities fund actively managed by iShares. VIU.TO is passively managed, while COMT is actively managed. Over the past 10 years, VIU.TO returned 10.61%/yr vs 9.64%/yr for COMT. At a 0.13 correlation, their price movements are largely independent. VIU.TO charges 0.23%/yr vs 0.48%/yr for COMT.

Performance

VIU.TO vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

VIU.TO is traded in CAD, while COMT is traded in USD. To make them comparable, the COMT values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, VIU.TO achieves a 14.17% return, which is significantly lower than COMT's 37.96% return. Over the past 10 years, VIU.TO has outperformed COMT with an annualized return of 10.61%, while COMT has yielded a comparatively lower 9.64% annualized return.

VIU.TO

1D
1.07%
1M
0.51%
YTD
14.17%
6M
16.05%
1Y
29.72%
3Y*
19.69%
5Y*
11.58%
10Y*
10.61%

COMT

1D
0.93%
1M
-0.43%
YTD
37.96%
6M
36.20%
1Y
43.91%
3Y*
17.51%
5Y*
15.90%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VIU.TO vs. COMT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		14.17%28.36%10.73%15.67%-10.63%9.76%7.57%15.31%-7.37%19.23%
COMT
iShares Commodities Select Strategy ETF		37.96%1.23%14.93%-8.79%27.02%36.81%-20.59%6.25%1.18%4.13%

Correlation

The correlation between VIU.TO and COMT is -0.26, 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

-0.26

Correlation (3Y)
Calculated over the trailing 3-year period

-0.06

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2015

0.13

The correlation between VIU.TO and COMT shifts across timeframes, from -0.26 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

VIU.TO vs. COMT - Sectors Allocation Comparison

Sectors
VIU.TO
COMT

Financial Services

22.7%
100.0%

Industrials

19.0%

-

Technology

15.0%

-

Healthcare

9.2%

-

Consumer Cyclical

7.6%

-

Consumer Defensive

6.3%

-

Basic Materials

6.2%

-

Energy

3.8%

-

Communication Services

3.5%

-

Utilities

3.5%

-

Real Estate

2.4%

-

Financial Services

VIU.TO
22.7%
COMT
100.0%

Industrials

VIU.TO
19.0%
COMT

-

Technology

VIU.TO
15.0%
COMT

-

Healthcare

VIU.TO
9.2%
COMT

-

Consumer Cyclical

VIU.TO
7.6%
COMT

-

Consumer Defensive

VIU.TO
6.3%
COMT

-

Basic Materials

VIU.TO
6.2%
COMT

-

Energy

VIU.TO
3.8%
COMT

-

Communication Services

VIU.TO
3.5%
COMT

-

Utilities

VIU.TO
3.5%
COMT

-

Real Estate

VIU.TO
2.4%
COMT

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Vanguard FTSE Developed All Cap ex North America Index ETF

iShares Commodities Select Strategy ETF

Often compared with VIU.TO:
VIU.TO vs. XEF.TOVIU.TO vs. VIDY.TOVIU.TO vs. VCN.TOVIU.TO vs. VFV.TOVIU.TO vs. VDU.TOVIU.TO vs. XEQT.TOVIU.TO vs. VEQT.TO
Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC

Return for Risk

VIU.TO vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VIU.TO
VIU.TO Risk / Return Rank: 6262
Overall Rank
VIU.TO Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
VIU.TO Sortino Ratio Rank: 6262
Sortino Ratio Rank
VIU.TO Omega Ratio Rank: 6666
Omega Ratio Rank
VIU.TO Calmar Ratio Rank: 5757
Calmar Ratio Rank
VIU.TO Martin Ratio Rank: 6262
Martin Ratio Rank
COMT
COMT Risk / Return Rank: 6969
Overall Rank
COMT Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6363
Omega Ratio Rank
COMT Calmar Ratio Rank: 8989
Calmar Ratio Rank
COMT Martin Ratio Rank: 7070
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.

VIU.TO vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) 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.

VIU.TOCOMTDifference
Sharpe ratioReturn per unit of total volatility
1.90
2.03

-0.13

Sortino ratioReturn per unit of downside risk
2.60
2.65

-0.05

Omega ratioGain probability vs. loss probability

1.36

1.36

0.00

Calmar ratioReturn relative to maximum drawdown

2.54

4.58

-2.03

Martin ratioReturn relative to average drawdown

10.20

13.15

-2.95

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VIU.TO vs. COMT - Sharpe Ratio Comparison

The current VIU.TO Sharpe Ratio is 1.90, which is comparable to the COMT Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of VIU.TO 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

VIU.TOCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.90

2.03

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.74

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

0.49

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.28

+0.33

Drawdowns

VIU.TO vs. COMT - Drawdown Comparison

The maximum VIU.TO drawdown since its inception was -29.15%, smaller than the maximum COMT drawdown of -37.80%. Use the drawdown chart below to compare losses from any high point for VIU.TO and COMT.

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Drawdown Indicators

VIU.TOCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-29.15%

-37.80%

+8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-11.74%

-9.64%

-2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.26%

-14.28%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.34%

-23.74%

-1.60%

Max Drawdown (10Y)

Largest decline over 10 years

-29.15%

-33.31%

+4.16%

Current Drawdown

Current decline from peak

-2.63%

-6.29%

+3.66%

Average Drawdown

Average peak-to-trough decline

-5.33%

-15.19%

+9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

3.35%

-0.43%

Volatility

VIU.TO vs. COMT - Volatility Comparison

The current volatility for Vanguard FTSE Developed All Cap ex North America Index ETF (VIU.TO) is 6.00%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 6.75%. This indicates that VIU.TO 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

VIU.TOCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.00%

6.75%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

13.63%

19.52%

-5.89%

Volatility (1Y)

Calculated over the trailing 1-year period

15.77%

21.81%

-6.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.99%

21.63%

-7.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.16%

19.66%

-4.50%

VIU.TO vs. COMT - Expense Ratio Comparison

VIU.TO has a 0.23% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

VIU.TO vs. COMT - Dividend Comparison

VIU.TO's dividend yield for the trailing twelve months is around 2.21%, less than COMT's 5.71% yield.

PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF		5.71%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
VIU.TO
Vanguard FTSE Developed All Cap ex North America Index ETF		2.21%2.48%2.56%2.66%2.76%2.38%1.98%2.68%2.76%2.13%1.72%0.28%

Frequently Asked Questions

VIU.TO and COMT have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIU.TO is cheaper at 0.23% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIU.TO is cheaper with a 0.23% expense ratio, compared with 0.48% for COMT.

VIU.TO is categorized as International Equity, while COMT is Commodities. They also come from different issuers: Vanguard and iShares. Their fees differ too: 0.23% for VIU.TO and 0.48% for COMT.

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