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WFIG vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WFIG vs. COMT

Last updated Jun 6, 2026

WFIG (WisdomTree U.S. Corporate Bond Fund) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - WFIG is a Corporate Bonds fund tracking the WisdomTree Fundamental Corporate Bond Index, while COMT is a Commodities fund actively managed by iShares. WFIG is passively managed, while COMT is actively managed. Over the past 10 years, WFIG returned 2.47%/yr vs 8.45%/yr for COMT. At a correlation of -0.06, they often move in opposite directions. WFIG charges 0.18%/yr vs 0.48%/yr for COMT.

Performance

WFIG vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Corporate Bond Fund (WFIG) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, WFIG achieves a 0.19% return, which is significantly lower than COMT's 34.61% return. Over the past 10 years, WFIG has underperformed COMT with an annualized return of 2.47%, while COMT has yielded a comparatively higher 8.45% annualized return.

WFIG

1D
-0.45%
1M
-0.38%
YTD
0.19%
6M
0.35%
1Y
5.27%
3Y*
5.20%
5Y*
0.50%
10Y*
2.47%

COMT

1D
-2.10%
1M
-3.15%
YTD
34.61%
6M
32.76%
1Y
41.55%
3Y*
15.38%
5Y*
12.66%
10Y*
8.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WFIG vs. COMT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WFIG
WisdomTree U.S. Corporate Bond Fund		0.19%7.85%2.28%8.48%-16.25%-1.52%9.75%13.97%-2.01%7.00%
COMT
iShares Commodities Select Strategy ETF		34.61%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%

Correlation

The correlation between WFIG and COMT is -0.34, 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

-0.34

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

-0.16

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

-0.09

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

-0.06

Over the past year, the inverse relationship between WFIG and COMT has strengthened: their correlation has moved from -0.06 to -0.34, meaning they now move in opposite directions more often than their long-term average.

Compare stocks, funds, or ETFs

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

WisdomTree U.S. Corporate Bond Fund

iShares Commodities Select Strategy ETF

Often compared with WFIG:
WFIG vs. MILKWFIG vs. DXJWFIG vs. IBDRWFIG vs. NTSXWFIG vs. DBCWFIG vs. GDMNWFIG vs. QCON
Often compared with COMT:
COMT vs. PDBCCOMT vs. GSGCOMT vs. VCMDXCOMT vs. COMCOMT vs. CMDYCOMT vs. BCICOMT vs. FTGC

Return for Risk

WFIG vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WFIG
WFIG Risk / Return Rank: 4040
Overall Rank
WFIG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
WFIG Sortino Ratio Rank: 3939
Sortino Ratio Rank
WFIG Omega Ratio Rank: 3737
Omega Ratio Rank
WFIG Calmar Ratio Rank: 4242
Calmar Ratio Rank
WFIG Martin Ratio Rank: 4141
Martin Ratio Rank
COMT
COMT Risk / Return Rank: 6666
Overall Rank
COMT Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 5555
Sortino Ratio Rank
COMT Omega Ratio Rank: 5858
Omega Ratio Rank
COMT Calmar Ratio Rank: 8888
Calmar Ratio Rank
COMT Martin Ratio Rank: 6767
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.

WFIG vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Corporate Bond Fund (WFIG) 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.

WFIGCOMTDifference
Sharpe ratioReturn per unit of total volatility
1.28
1.94

-0.67

Sortino ratioReturn per unit of downside risk
1.87
2.56

-0.69

Omega ratioGain probability vs. loss probability

1.22

1.35

-0.12

Calmar ratioReturn relative to maximum drawdown

1.97

5.05

-3.08

Martin ratioReturn relative to average drawdown

6.12

12.11

-5.99

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

WFIG vs. COMT - Sharpe Ratio Comparison

The current WFIG Sharpe Ratio is 1.28, which is lower than the COMT Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of WFIG 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

WFIGCOMTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

1.94

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

0.60

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.45

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.19

+0.14

Drawdowns

WFIG vs. COMT - Drawdown Comparison

The maximum WFIG drawdown since its inception was -22.92%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for WFIG and COMT.

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Drawdown Indicators

WFIGCOMTDifference

Max Drawdown

Largest peak-to-trough decline

-22.92%

-51.89%

+28.97%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-8.27%

+5.58%

Max Drawdown (3Y)

Largest decline over 3 years

-6.22%

-13.31%

+7.09%

Max Drawdown (5Y)

Largest decline over 5 years

-22.92%

-29.00%

+6.08%

Max Drawdown (10Y)

Largest decline over 10 years

-22.92%

-39.22%

+16.30%

Current Drawdown

Current decline from peak

-1.60%

-8.27%

+6.67%

Average Drawdown

Average peak-to-trough decline

-5.51%

-24.06%

+18.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.86%

3.44%

-2.58%

Volatility

WFIG vs. COMT - Volatility Comparison

The current volatility for WisdomTree U.S. Corporate Bond Fund (WFIG) is 1.34%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 6.63%. This indicates that WFIG 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

WFIGCOMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.34%

6.63%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

3.08%

19.03%

-15.95%

Volatility (1Y)

Calculated over the trailing 1-year period

4.15%

21.47%

-17.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.13%

21.08%

-13.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.54%

18.90%

-11.36%

WFIG vs. COMT - Expense Ratio Comparison

WFIG has a 0.18% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

WFIG vs. COMT - Dividend Comparison

WFIG's dividend yield for the trailing twelve months is around 4.89%, less than COMT's 5.75% yield.

PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF		5.75%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
WFIG
WisdomTree U.S. Corporate Bond Fund		4.89%4.82%4.67%4.19%4.25%2.50%2.61%3.00%3.27%2.88%2.35%0.00%

Frequently Asked Questions

WFIG and COMT have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COMT has higher volatility (6.63%) compared to WFIG (1.34%). In terms of maximum drawdown, WFIG dropped -22.92% vs COMT's -51.89%.

On 10-year performance, COMT leads with 8.45% vs 2.47% for WFIG. On fees, WFIG is cheaper at 0.18% per year. On volatility, WFIG has been the lower-risk option at 1.34%. 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 8.45% return vs 2.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WFIG is cheaper with a 0.18% expense ratio, compared with 0.48% for COMT.

COMT has the higher dividend yield at 5.75%, compared with 4.89% for WFIG.

WFIG is categorized as Corporate Bonds, while COMT is Commodities. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.18% for WFIG and 0.48% for COMT.

COMT currently has the higher Sharpe Ratio (1.94 vs 1.28), 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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