XBIL vs. COMT
XBIL (US Treasury 6 Month Bill ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - XBIL is a Ultrashort Bond fund tracking the ICE BofA US 6-Month Treasury Bill Index - Benchmark TR Gross, while COMT is a Commodities fund actively managed by iShares. XBIL is passively managed, while COMT is actively managed. Over the past 3 years, XBIL returned 4.67%/yr vs 16.86%/yr for COMT. At a correlation of -0.09, they often move in opposite directions. XBIL charges 0.15%/yr vs 0.48%/yr for COMT.
Performance
XBIL vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, XBIL achieves a 1.43% return, which is significantly lower than COMT's 39.67% return.
XBIL
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.43%
- 6M
- 1.75%
- 1Y
- 3.92%
- 3Y*
- 4.67%
- 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%
XBIL vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XBIL US Treasury 6 Month Bill ETF | 1.43% | 4.17% | 5.16% | 4.30% |
COMT iShares Commodities Select Strategy ETF | 39.67% | 6.07% | 5.96% | -3.55% |
Correlation
The correlation between XBIL and COMT is -0.16, 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 | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2023 | -0.09 |
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Return for Risk
XBIL vs. COMT — Risk / Return Rank
XBIL
COMT
XBIL vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for US Treasury 6 Month Bill ETF (XBIL) 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.
| XBIL | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +11.26 | ||
| Sortino ratioReturn per unit of downside risk | +49.38 | ||
| Omega ratioGain probability vs. loss probability | 12.94 | 1.40 | +11.54 |
| Calmar ratioReturn relative to maximum drawdown | 98.81 | 5.95 | +92.86 |
| Martin ratioReturn relative to average drawdown | 777.65 | 14.11 | +763.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XBIL | COMT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 13.50 | 2.24 | +11.26 |
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 | 12.48 | 0.20 | +12.28 |
Drawdowns
XBIL vs. COMT - Drawdown Comparison
The maximum XBIL drawdown since its inception was -0.08%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XBIL and COMT.
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Drawdown Indicators
| XBIL | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.08% | -51.89% | +51.81% |
Max Drawdown (1Y)Largest decline over 1 year | -0.04% | -8.02% | +7.98% |
Max Drawdown (3Y)Largest decline over 3 years | -0.07% | -13.31% | +13.24% |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.00% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.22% | — |
Current DrawdownCurrent decline from peak | 0.00% | -4.82% | +4.82% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -24.07% | +24.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 3.38% | -3.37% |
Volatility
XBIL vs. COMT - Volatility Comparison
The current volatility for US Treasury 6 Month Bill ETF (XBIL) is 0.08%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that XBIL 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
| XBIL | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.08% | 7.37% | -7.29% |
Volatility (6M)Calculated over the trailing 6-month period | 0.18% | 18.80% | -18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.29% | 21.29% | -21.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.37% | 21.06% | -20.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.37% | 18.89% | -18.52% |
XBIL vs. COMT - Expense Ratio Comparison
XBIL has a 0.15% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
XBIL vs. COMT - Dividend Comparison
XBIL's dividend yield for the trailing twelve months is around 3.77%, 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% |
XBIL US Treasury 6 Month Bill ETF | 3.77% | 4.01% | 4.90% | 4.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XBIL and COMT have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (7.37%) compared to XBIL (0.08%). In terms of maximum drawdown, XBIL dropped -0.08% vs COMT's -51.89%.
On 3-year performance, COMT leads with 16.86% vs 4.67% for XBIL. On fees, XBIL is cheaper at 0.15% per year. On volatility, XBIL has been the lower-risk option at 0.08%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, COMT has performed better with a 16.86% return vs 4.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XBIL is cheaper with a 0.15% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 5.54%, compared with 3.77% for XBIL.
XBIL is categorized as Ultrashort Bond, while COMT is Commodities. They also come from different issuers: US Benchmark Series and iShares. Their fees differ too: 0.15% for XBIL and 0.48% for COMT.
XBIL currently has the higher Sharpe Ratio (13.50 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.
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