WEAT vs. COMT
WEAT (Teucrium Wheat Fund) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - WEAT is a Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT), 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, WEAT returned -5.23%/yr vs 7.87%/yr for COMT. At a 0.26 correlation, their price movements are largely independent. WEAT charges 1.91%/yr vs 0.48%/yr for COMT.
Performance
WEAT vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, WEAT achieves a 18.78% return, which is significantly lower than COMT's 26.00% return. Over the past 10 years, WEAT has underperformed COMT with an annualized return of -5.23%, while COMT has yielded a comparatively higher 7.87% annualized return.
WEAT
- 1D
- 2.91%
- 1M
- 5.75%
- 6M
- 16.62%
- YTD
- 18.78%
- 1Y
- 5.42%
- 3Y*
- -10.15%
- 5Y*
- -5.12%
- 10Y*
- -5.23%
COMT
- 1D
- -0.17%
- 1M
- -4.70%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
WEAT vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WEAT Teucrium Wheat Fund | 18.78% | -17.14% | -19.26% | -25.19% | 7.98% | 19.39% | 5.81% | -1.35% | -1.17% | -12.79% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 6.07% | 5.96% | -6.56% | 19.45% | 36.88% | -18.66% | 10.81% | -6.67% | 11.70% |
Correlation
The correlation between WEAT and COMT is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2014 | 0.26 |
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Return for Risk
WEAT vs. COMT — Risk / Return Rank
WEAT
COMT
WEAT vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Teucrium Wheat Fund (WEAT) 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.
| WEAT | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.20 | ||
| Sortino ratioReturn per unit of downside risk | -1.48 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.25 | 1.66 | -1.42 |
| Martin ratioReturn relative to average drawdown | 0.48 | 5.78 | -5.30 |
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Drawdowns
WEAT vs. COMT - Drawdown Comparison
The maximum WEAT drawdown since its inception was -84.32%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for WEAT and COMT.
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Drawdown Indicators
| WEAT | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.32% | -51.89% | -32.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.44% | -17.57% | +3.13% |
Max Drawdown (3Y)Largest decline over 3 years | -46.27% | -17.57% | -28.70% |
Max Drawdown (5Y)Largest decline over 5 years | -67.83% | -29.00% | -38.83% |
Max Drawdown (10Y)Largest decline over 10 years | -67.83% | -39.22% | -28.61% |
Current DrawdownCurrent decline from peak | -81.29% | -14.13% | -67.16% |
Average DrawdownAverage peak-to-trough decline | -63.23% | -23.97% | -39.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.21% | 5.05% | +3.16% |
Volatility
WEAT vs. COMT - Volatility Comparison
Teucrium Wheat Fund (WEAT) has a higher volatility of 6.35% compared to iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) at 5.68%. This indicates that WEAT'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
| WEAT | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 5.68% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 18.74% | 19.60% | -0.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.95% | 21.45% | +0.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.33% | 21.17% | +9.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.77% | 18.84% | +7.93% |
WEAT vs. COMT - Expense Ratio Comparison
WEAT has a 1.91% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
WEAT vs. COMT - Dividend Comparison
WEAT has not paid dividends to shareholders, while COMT's dividend yield for the trailing twelve months is around 6.14%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.14% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
WEAT Teucrium Wheat Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
WEAT and COMT have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WEAT has higher volatility (6.35%) compared to COMT (5.68%). In terms of maximum drawdown, WEAT dropped -84.32% vs COMT's -51.89%.
On 10-year performance, COMT leads with 7.87% vs -5.23% for WEAT. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 5.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, COMT has performed better with a 7.87% return vs -5.23%. 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 1.91% for WEAT.
COMT has the higher dividend yield at 6.14%, compared with 0.00% for WEAT.
WEAT is categorized as Agricultural Commodities, while COMT is Commodities. WEAT tracks Teucrium Wheat Index (TWEAT), while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: Teucrium and iShares. Their fees differ too: 1.91% for WEAT and 0.48% for COMT.
COMT currently has the higher Sharpe Ratio (1.36 vs 0.16), 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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