XIDE vs. COMT
XIDE (FT Cboe Vest U.S. Equity Buffer & Premium Income ETF - December) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - XIDE is a Options Trading fund actively managed by FT Vest, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. XIDE is actively managed, while COMT is passively managed. Over the past year, XIDE returned 7.52% vs 21.95% for COMT. At a correlation of -0.01, they often move in opposite directions. XIDE charges 0.85%/yr vs 0.48%/yr for COMT.
Performance
XIDE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, XIDE achieves a 3.24% return, which is significantly lower than COMT's 25.05% return.
XIDE
- 1D
- 0.00%
- 1M
- 0.37%
- YTD
- 3.24%
- 6M
- 3.33%
- 1Y
- 7.52%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.76%
- 1M
- -11.08%
- YTD
- 25.05%
- 6M
- 25.05%
- 1Y
- 21.95%
- 3Y*
- 12.36%
- 5Y*
- 11.04%
- 10Y*
- 8.06%
XIDE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
XIDE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF - December | 3.24% | 6.89% | 6.63% | 0.17% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 25.05% | 6.07% | 5.96% | -0.79% |
Correlation
The correlation between XIDE and COMT is -0.21, 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 | -0.21 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2023 | -0.01 |
The correlation between XIDE and COMT shifts across timeframes, from -0.21 (1 year) to -0.01 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XIDE vs. COMT — Risk / Return Rank
XIDE
COMT
XIDE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest U.S. Equity Buffer & Premium Income ETF - December (XIDE) 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.
| XIDE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.59 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.66 | 1.19 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 3.17 | 1.49 | +1.68 |
| Martin ratioReturn relative to average drawdown | 19.57 | 6.26 | +13.31 |
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Drawdowns
XIDE vs. COMT - Drawdown Comparison
The maximum XIDE drawdown since its inception was -6.61%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XIDE and COMT.
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Drawdown Indicators
| XIDE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.61% | -51.89% | +45.28% |
Max Drawdown (1Y)Largest decline over 1 year | -2.38% | -14.78% | +12.40% |
Max Drawdown (3Y)Largest decline over 3 years | — | -14.78% | — |
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 | -0.08% | -14.78% | +14.70% |
Average DrawdownAverage peak-to-trough decline | -0.25% | -24.01% | +23.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.39% | 4.16% | -3.77% |
Volatility
XIDE vs. COMT - Volatility Comparison
The current volatility for FT Cboe Vest U.S. Equity Buffer & Premium Income ETF - December (XIDE) is 0.65%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.01%. This indicates that XIDE 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
| XIDE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.65% | 5.01% | -4.36% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 19.22% | -16.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.90% | 21.47% | -18.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.08% | 21.12% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 18.89% | -13.81% |
XIDE vs. COMT - Expense Ratio Comparison
XIDE has a 0.85% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
XIDE vs. COMT - Dividend Comparison
XIDE's dividend yield for the trailing twelve months is around 6.35%, more than COMT's 6.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.19% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
XIDE FT Cboe Vest U.S. Equity Buffer & Premium Income ETF - December | 6.35% | 6.51% | 6.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XIDE and COMT have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.01%) compared to XIDE (0.65%). In terms of maximum drawdown, XIDE dropped -6.61% vs COMT's -51.89%.
On 1-year performance, COMT leads with 21.95% vs 7.52% for XIDE. On fees, COMT is cheaper at 0.48% per year. On volatility, XIDE has been the lower-risk option at 0.65%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, COMT has performed better with a 21.95% return vs 7.52%. 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 0.85% for XIDE.
XIDE has the higher dividend yield at 6.35%, compared with 6.19% for COMT.
XIDE is categorized as Options Trading, while COMT is Commodities. They also come from different issuers: FT Vest and iShares. Their fees differ too: 0.85% for XIDE and 0.48% for COMT.
XIDE currently has the higher Sharpe Ratio (2.62 vs 1.03), 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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