VUSE vs. COMT
VUSE (Vident U.S. Equity Strategy ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - VUSE is a Mid Cap Value Equities fund tracking the Vident U.S. Quality 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 10 years, VUSE returned 11.89%/yr vs 8.33%/yr for COMT. At a 0.33 correlation, their price movements are largely independent. VUSE charges 0.50%/yr vs 0.48%/yr for COMT.
Performance
VUSE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, VUSE achieves a 8.53% return, which is significantly lower than COMT's 30.19% return. Over the past 10 years, VUSE has outperformed COMT with an annualized return of 11.89%, while COMT has yielded a comparatively lower 8.33% annualized return.
VUSE
- 1D
- -0.49%
- 1M
- -0.92%
- 6M
- 7.44%
- YTD
- 8.53%
- 1Y
- 14.61%
- 3Y*
- 14.46%
- 5Y*
- 12.21%
- 10Y*
- 11.89%
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%
VUSE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VUSE Vident U.S. Equity Strategy ETF | 8.53% | 13.18% | 15.77% | 24.36% | -9.42% | 35.46% | 6.76% | 20.74% | -15.25% | 16.62% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 30.19% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between VUSE and COMT is -0.17, 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 | -0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.33 |
The correlation between VUSE and COMT shifts across timeframes, from -0.17 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VUSE vs. COMT — Risk / Return Rank
VUSE
COMT
VUSE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vident U.S. Equity Strategy ETF (VUSE) 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.
| VUSE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.43 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.27 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.90 | -0.32 |
| Martin ratioReturn relative to average drawdown | 5.73 | 6.35 | -0.62 |
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Drawdowns
VUSE vs. COMT - Drawdown Comparison
The maximum VUSE drawdown since its inception was -43.92%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for VUSE and COMT.
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Drawdown Indicators
| VUSE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.92% | -51.89% | +7.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.28% | -17.57% | +8.29% |
Max Drawdown (3Y)Largest decline over 3 years | -18.93% | -17.57% | -1.36% |
Max Drawdown (5Y)Largest decline over 5 years | -21.34% | -29.00% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | -39.22% | -4.70% |
Current DrawdownCurrent decline from peak | -1.70% | -11.28% | +9.58% |
Average DrawdownAverage peak-to-trough decline | -5.59% | -23.95% | +18.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 5.24% | -2.68% |
Volatility
VUSE vs. COMT - Volatility Comparison
The current volatility for Vident U.S. Equity Strategy ETF (VUSE) is 3.54%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.91%. This indicates that VUSE 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
| VUSE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.54% | 5.91% | -2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.50% | 19.67% | -9.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.16% | 21.54% | -8.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.39% | 21.20% | -3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.18% | 18.85% | +1.33% |
VUSE vs. COMT - Expense Ratio Comparison
VUSE has a 0.50% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
VUSE vs. COMT - Dividend Comparison
VUSE's dividend yield for the trailing twelve months is around 0.46%, 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% |
VUSE Vident U.S. Equity Strategy ETF | 0.46% | 0.47% | 0.84% | 1.15% | 1.57% | 1.16% | 1.33% | 1.61% | 1.55% | 1.16% | 1.25% | 1.73% |
Frequently Asked Questions
VUSE and COMT have a correlation of -0.17, 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 VUSE (3.54%). In terms of maximum drawdown, VUSE dropped -43.92% vs COMT's -51.89%.
On 10-year performance, VUSE leads with 11.89% vs 8.33% for COMT. On fees, COMT is cheaper at 0.48% per year. On volatility, VUSE has been the lower-risk option at 3.54%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, VUSE has performed better with a 11.89% return vs 8.33%. 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 0.50% for VUSE.
COMT has the higher dividend yield at 5.95%, compared with 0.46% for VUSE.
VUSE is categorized as Mid Cap Value Equities, while COMT is Commodities. VUSE tracks Vident U.S. Quality Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Vident and iShares. Their fees differ too: 0.50% for VUSE and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.55 vs 1.12), 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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