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XTRE vs. COMT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XTRE vs. COMT - Performance Comparison

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

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

XTRE vs. COMT - Yearly Performance Comparison


2026 (YTD)2025202420232022
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

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

XTRE
XTRE Risk / Return Rank: 3939
Overall Rank
XTRE Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
XTRE Sortino Ratio Rank: 4242
Sortino Ratio Rank
XTRE Omega Ratio Rank: 3838
Omega Ratio Rank
XTRE Calmar Ratio Rank: 4040
Calmar Ratio Rank
XTRE Martin Ratio Rank: 3434
Martin Ratio Rank

COMT
COMT Risk / Return Rank: 3737
Overall Rank
COMT Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 3535
Sortino Ratio Rank
COMT Omega Ratio Rank: 3636
Omega Ratio Rank
COMT Calmar Ratio Rank: 3131
Calmar Ratio Rank
COMT Martin Ratio Rank: 4545
Martin Ratio Rank
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.

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.


XTRECOMTDifference
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

XTRE vs. COMT - Sharpe Ratio Comparison

The current XTRE Sharpe Ratio is 1.26, which is comparable to the COMT Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of XTRE 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.


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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


XTRECOMTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.93%

-17.57%

+16.64%

Average Drawdown

Average peak-to-trough decline

-0.83%

-24.00%

+23.17%

Ulcer Index

Depth 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


XTRECOMTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for XTRE and COMT

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