XRPR vs. COMT
XRPR (REX-Osprey XRP ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - XRPR is a fund fund actively managed by REX, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. XRPR is actively managed, while COMT is passively managed. At a correlation of -0.02, they often move in opposite directions. XRPR charges 0.75%/yr vs 0.48%/yr for COMT.
Performance
XRPR vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, XRPR achieves a -39.45% return, which is significantly lower than COMT's 26.00% return.
XRPR
- 1D
- 1.45%
- 1M
- -2.30%
- 6M
- -47.21%
- YTD
- -39.45%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -0.17%
- 1M
- -3.54%
- 6M
- 23.49%
- YTD
- 26.00%
- 1Y
- 27.75%
- 3Y*
- 11.57%
- 5Y*
- 11.09%
- 10Y*
- 7.87%
XRPR vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XRPR REX-Osprey XRP ETF | -39.45% | -41.98% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 26.00% | 0.02% |
Correlation
The correlation between XRPR and COMT is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 18, 2025 | -0.02 |
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Return for Risk
XRPR vs. COMT — Risk / Return Rank
XRPR
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
COMT
XRPR vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for REX-Osprey XRP ETF (XRPR) 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.
| XRPR | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.24 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 1.66 | — |
| Martin ratioReturn relative to average drawdown | — | 5.78 | — |
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Drawdowns
XRPR vs. COMT - Drawdown Comparison
The maximum XRPR drawdown since its inception was -67.27%, which is greater than COMT's maximum drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XRPR and COMT.
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Drawdown Indicators
| XRPR | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.27% | -51.89% | -15.38% |
Max Drawdown (1Y)Largest decline over 1 year | — | -17.57% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.57% | — |
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 | -64.87% | -14.13% | -50.74% |
Average DrawdownAverage peak-to-trough decline | -43.66% | -23.97% | -19.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 5.05% | — |
Volatility
XRPR vs. COMT - Volatility Comparison
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Volatility by Period
| XRPR | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.68% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.60% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 76.43% | 21.45% | +54.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.43% | 21.17% | +55.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 76.43% | 18.84% | +57.59% |
XRPR vs. COMT - Expense Ratio Comparison
XRPR has a 0.75% expense ratio, which is higher than COMT's 0.48% expense ratio.
Dividends
XRPR vs. COMT - Dividend Comparison
XRPR 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% |
XRPR REX-Osprey XRP ETF | 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
XRPR and COMT have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, COMT is cheaper at 0.48% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMT is cheaper with a 0.48% expense ratio, compared with 0.75% for XRPR.
COMT has the higher dividend yield at 6.14%, compared with 0.00% for XRPR.
They also come from different issuers: REX and iShares. Their fees differ too: 0.75% for XRPR and 0.48% for COMT.
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