XFIV vs. COMT

Last updated Jun 4, 2026

XFIV (BondBloxx Bloomberg Five Year Target Duration US Treasury ETF) and COMT (iShares Commodities Select Strategy ETF) are both exchange-traded funds - XFIV is a Government Bonds fund tracking the Bloomberg US Treasury 5 Year Target Duration Index, while COMT is a Commodities fund actively managed by iShares. XFIV is passively managed, while COMT is actively managed. Over the past 3 years, XFIV returned 3.51%/yr vs 16.86%/yr for COMT. At a correlation of -0.15, they often move in opposite directions. XFIV charges 0.05%/yr vs 0.48%/yr for COMT.

Performance

XFIV vs. COMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) and iShares Commodities Select Strategy ETF (COMT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, XFIV achieves a -0.47% return, which is significantly lower than COMT's 39.67% return.

XFIV

• 1D: -0.18%
• 1M: -0.16%
• YTD: -0.47%
• 6M: -0.68%
• 1Y: 3.51%
• 3Y*: 3.51%
• 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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XFIV vs. COMT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF	-0.47%	7.43%	1.52%	4.40%	-0.56%
COMT iShares Commodities Select Strategy ETF	39.67%	6.07%	5.96%	-6.56%	-1.14%

Correlation

The correlation between XFIV 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	-0.20
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	-0.15

The correlation between XFIV and COMT shifts across timeframes, from -0.34 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.

Return for Risk

XFIV vs. COMT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XFIV

XFIV Risk / Return Rank: 27
XFIV Sharpe Ratio Rank: 28
XFIV Sortino Ratio Rank: 28
XFIV Omega Ratio Rank: 26
XFIV Calmar Ratio Rank: 26
XFIV Martin Ratio Rank: 27

COMT

COMT Risk / Return Rank: 71
COMT Sharpe Ratio Rank: 66
COMT Sortino Ratio Rank: 60
COMT Omega Ratio Rank: 64
COMT Calmar Ratio Rank: 91
COMT Martin Ratio Rank: 73

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.

XFIV vs. COMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) 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.

	XFIV	COMT	Difference
Sharpe ratio Return per unit of total volatility	1.01	2.24	-1.23
Sortino ratio Return per unit of downside risk	1.53	2.88	-1.35
Omega ratio Gain probability vs. loss probability	1.18	1.40	-0.22
Calmar ratio Return relative to maximum drawdown	1.21	5.95	-4.74
Martin ratio Return relative to average drawdown	3.61	14.11	-10.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XFIV vs. COMT - Sharpe Ratio Comparison

The current XFIV Sharpe Ratio is 1.01, which is lower than the COMT Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of XFIV 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.

Sharpe Ratios by Period

	XFIV	COMT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.01	2.24	-1.23
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	0.61	0.20	+0.40

Drawdowns

XFIV vs. COMT - Drawdown Comparison

The maximum XFIV drawdown since its inception was -6.38%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XFIV and COMT.

Drawdown Indicators

	XFIV	COMT	Difference
Max Drawdown Largest peak-to-trough decline	-6.38%	-51.89%	+45.51%
Max Drawdown (1Y) Largest decline over 1 year	-2.91%	-8.02%	+5.11%
Max Drawdown (3Y) Largest decline over 3 years	-4.47%	-13.31%	+8.84%
Max Drawdown (5Y) Largest decline over 5 years	—	-29.00%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-39.22%	—
Current Drawdown Current decline from peak	-2.15%	-4.82%	+2.67%
Average Drawdown Average peak-to-trough decline	-1.66%	-24.07%	+22.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	3.38%	-2.41%

Volatility

XFIV vs. COMT - Volatility Comparison

The current volatility for BondBloxx Bloomberg Five Year Target Duration US Treasury ETF (XFIV) is 1.09%, while iShares Commodities Select Strategy ETF (COMT) has a volatility of 7.37%. This indicates that XFIV 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.

Volatility by Period

	XFIV	COMT	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.09%	7.37%	-6.28%
Volatility (6M) Calculated over the trailing 6-month period	2.41%	18.80%	-16.39%
Volatility (1Y) Calculated over the trailing 1-year period	3.48%	21.29%	-17.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.42%	21.06%	-15.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.42%	18.89%	-13.47%

XFIV vs. COMT - Expense Ratio Comparison

XFIV has a 0.05% expense ratio, which is lower than COMT's 0.48% expense ratio.

Dividends

XFIV vs. COMT - Dividend Comparison

XFIV's dividend yield for the trailing twelve months is around 3.82%, 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%
XFIV BondBloxx Bloomberg Five Year Target Duration US Treasury ETF	3.82%	4.05%	3.92%	3.63%	1.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both XFIV and COMT in my portfolio?

XFIV 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.

Which is riskier, XFIV or COMT?

COMT has higher volatility (7.37%) compared to XFIV (1.09%). In terms of maximum drawdown, XFIV dropped -6.38% vs COMT's -51.89%.

Which ETF is better, XFIV or COMT?

On 3-year performance, COMT leads with 16.86% vs 3.51% for XFIV. On fees, XFIV is cheaper at 0.05% per year. On volatility, XFIV has been the lower-risk option at 1.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, XFIV or COMT?

Over the 3-year period, COMT has performed better with a 16.86% return vs 3.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, XFIV or COMT?

XFIV is cheaper with a 0.05% expense ratio, compared with 0.48% for COMT.

Which ETF pays a higher dividend yield, XFIV or COMT?

COMT has the higher dividend yield at 5.54%, compared with 3.82% for XFIV.

What is the main difference between XFIV and COMT?

XFIV is categorized as Government Bonds, while COMT is Commodities. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XFIV and 0.48% for COMT.

Which has better risk-adjusted returns?

COMT currently has the higher Sharpe Ratio (2.24 vs 1.01), 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.