XTRE vs. COMT
XTRE (BondBloxx Bloomberg Three Year Target Duration US Treasury ETF) and COMT (iShares GSCI Commodity Dynamic Roll Strategy ETF) are both exchange-traded funds - XTRE is a Government Bonds fund tracking the Bloomberg US Treasury 3 Year Target Duration Index, while COMT is a Commodities fund tracking the S&P GSCI Dynamic Roll (USD) Total Return Index. Both are passively managed. Over the past 3 years, XTRE returned 4.09%/yr vs 11.11%/yr for COMT. At a correlation of -0.15, they often move in opposite directions. XTRE charges 0.05%/yr vs 0.48%/yr for COMT.
Performance
XTRE vs. COMT - Performance Comparison
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Returns By Period
In the year-to-date period, XTRE achieves a 0.15% return, which is significantly lower than COMT's 20.95% return.
XTRE
- 1D
- 0.24%
- 1M
- 0.42%
- YTD
- 0.15%
- 6M
- 0.25%
- 1Y
- 2.70%
- 3Y*
- 4.09%
- 5Y*
- —
- 10Y*
- —
COMT
- 1D
- -2.37%
- 1M
- -14.00%
- YTD
- 20.95%
- 6M
- 19.91%
- 1Y
- 25.37%
- 3Y*
- 11.11%
- 5Y*
- 10.23%
- 10Y*
- 7.70%
XTRE vs. COMT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XTRE BondBloxx Bloomberg Three Year Target Duration US Treasury ETF | 0.15% | 6.05% | 3.05% | 4.44% | -0.00% |
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 20.95% | 6.07% | 5.96% | -6.56% | -4.12% |
Correlation
The correlation between XTRE and COMT is -0.30, 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 | -0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 15, 2022 | -0.15 |
The correlation between XTRE and COMT shifts across timeframes, from -0.30 (1 year) to -0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
XTRE vs. COMT — Risk / Return Rank
XTRE
COMT
XTRE vs. COMT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) 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.
| XTRE | COMT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.78 | 1.45 | +0.33 |
| Martin ratioReturn relative to average drawdown | 4.64 | 6.71 | -2.07 |
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Drawdowns
XTRE vs. COMT - Drawdown Comparison
The maximum XTRE drawdown since its inception was -2.89%, smaller than the maximum COMT drawdown of -51.89%. Use the drawdown chart below to compare losses from any high point for XTRE and COMT.
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Drawdown Indicators
| XTRE | COMT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.89% | -51.89% | +49.00% |
Max Drawdown (1Y)Largest decline over 1 year | -1.53% | -17.57% | +16.04% |
Max Drawdown (3Y)Largest decline over 3 years | -2.00% | -17.57% | +15.57% |
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 | -0.93% | -17.57% | +16.64% |
Average DrawdownAverage peak-to-trough decline | -0.83% | -24.00% | +23.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.58% | 3.79% | -3.21% |
Volatility
XTRE vs. COMT - Volatility Comparison
The current volatility for BondBloxx Bloomberg Three Year Target Duration US Treasury ETF (XTRE) is 0.76%, while iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) has a volatility of 5.32%. This indicates that XTRE 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
| XTRE | COMT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.76% | 5.32% | -4.56% |
Volatility (6M)Calculated over the trailing 6-month period | 1.60% | 19.40% | -17.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.16% | 21.28% | -19.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.31% | 21.15% | -17.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.31% | 18.87% | -15.56% |
XTRE vs. COMT - Expense Ratio Comparison
XTRE has a 0.05% expense ratio, which is lower than COMT's 0.48% expense ratio.
Dividends
XTRE vs. COMT - Dividend Comparison
XTRE's dividend yield for the trailing twelve months is around 4.00%, less than COMT's 6.40% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMT iShares GSCI Commodity Dynamic Roll Strategy ETF | 6.40% | 7.74% | 4.90% | 5.19% | 29.79% | 17.79% | 0.36% | 2.61% | 11.65% | 5.16% | 0.52% | 1.44% |
XTRE BondBloxx Bloomberg Three Year Target Duration US Treasury ETF | 4.00% | 3.85% | 4.19% | 3.97% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XTRE and COMT have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMT has higher volatility (5.32%) compared to XTRE (0.76%). In terms of maximum drawdown, XTRE dropped -2.89% vs COMT's -51.89%.
On 3-year performance, COMT leads with 11.11% vs 4.09% for XTRE. On fees, XTRE is cheaper at 0.05% per year. On volatility, XTRE has been the lower-risk option at 0.76%. 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 11.11% return vs 4.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
XTRE is cheaper with a 0.05% expense ratio, compared with 0.48% for COMT.
COMT has the higher dividend yield at 6.40%, compared with 4.00% for XTRE.
XTRE is categorized as Government Bonds, while COMT is Commodities. XTRE tracks Bloomberg US Treasury 3 Year Target Duration Index, while COMT tracks S&P GSCI Dynamic Roll (USD) Total Return Index. They also come from different issuers: BondBloxx and iShares. Their fees differ too: 0.05% for XTRE and 0.48% for COMT.
XTRE currently has the higher Sharpe Ratio (1.26 vs 1.21), 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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