COMT vs SPY

Comparison between ISHARES GSCI COMMODITY DYNAMIC ROLL STRATEGY ETF (COMT, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceCOMT has outperformed SPY, delivering a return of +13.7% compared to +13.3%

COMT vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	COMT(ETF)	SPY(ETF)
Net Assets	$1.10B	$652B
Expense Ratio	0.48%	0.09%
Max Drawdown	57.95%	56.47%
Sharpe Ratio	1.99	2.07
5Y Beta	0.12	1.00
P/E Ratio	N/A	28.24
Forward P/E	N/A	21.85
5Y Dividends CAGR	27.13%	5.43%
5Y EPS CAGR	N/A	25.79%
Debt to Equity	N/A	22.35%
P/S Ratio	N/A	3.55
P/B Ratio	N/A	5.29

Net Assets

COMT

$1.10B

Winner

SPY

$652B

Expense Ratio

COMT

0.48%

Winner

SPY

0.09%

Max Drawdown

COMT

57.95%

Winner

SPY

56.47%

Sharpe Ratio

COMT

1.99

Winner

SPY

2.07

5Y Beta

Winner

COMT

0.12

SPY

1.00

P/E Ratio

COMT

N/A

SPY

28.24

Forward P/E

COMT

N/A

SPY

21.85

5Y Dividends CAGR

Winner

COMT

27.13%

SPY

5.43%

5Y EPS CAGR

COMT

N/A

SPY

25.79%

Debt to Equity

COMT

N/A

SPY

22.35%

P/S Ratio

COMT

N/A

SPY

3.55

P/B Ratio

COMT

N/A

SPY

5.29

COMT vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	COMT	SPY
1 month	+5.45%	+9.11%
3 months	+27.57%	+6.59%
6 months	+39.34%	+10.56%
1 year	+51.12%	+32.04%
5 years(CAGR)	+13.67%	+13.35%
10 years(CAGR)	+9.85%	+15.49%
Max(CAGR)	+3.90%	+8.50%

COMT

+5.45%

Winner

SPY

+9.11%

Winner

COMT

+27.57%

SPY

+6.59%

Winner

COMT

+39.34%

SPY

+10.56%

Winner

COMT

+51.12%

SPY

+32.04%

5Y(CAGR)

Winner

COMT

+13.67%

SPY

+13.35%

10Y(CAGR)

COMT

+9.85%

Winner

SPY

+15.49%

Max(CAGR)

COMT

+3.90%

Winner

SPY

+8.50%

COMT vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	COMT	SPY
2026	+38.94%	+8.27%
2025	+5.18%	+18.00%
2024	+6.92%	+25.59%
2023	-4.06%	+26.72%
2022	+18.24%	-18.64%
2021	+37.10%	+30.52%
2020	-19.08%	+17.28%
2019	+10.18%	+31.09%
2018	-7.23%	-5.24%
2017	+12.20%	+20.78%
2016	+21.81%	+13.59%
2015	-30.17%	+1.31%
2014	-17.62%	+14.56%
2013	N/A	+29.00%
2012	N/A	+14.17%
2011	N/A	+0.85%
2010	N/A	+13.14%
2009	N/A	+22.67%
2008	N/A	-36.25%
2007	N/A	+5.32%
2006	N/A	+13.85%
2005	N/A	+5.32%
2004	N/A	+10.75%
2003	N/A	+24.18%
2002	N/A	-22.42%
2001	N/A	-10.13%
2000	N/A	-8.84%
1999	N/A	+8.61%

COMT vs SPY Drawdown Comparison

The maximum drawdown for COMT was -51.88%, occurring on Jan 20, 2016. Recovery took 1836 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current COMT drawdown is -4.88%.

Rank	COMT	SPY
#1	-51.88% Oct 29, 2014 - Feb 14, 2022	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-29.32% Jun 8, 2022 - Mar 5, 2026	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-16.34% Mar 8, 2022 - Jun 3, 2022	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-8.02% Apr 6, 2026 - Apr 28, 2026	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-5.42% Mar 18, 2026 - Mar 27, 2026	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-4.88% May 4, 2026 - May 8, 2026	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-2.83% Mar 30, 2026 - Apr 2, 2026	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-2.32% Feb 14, 2022 - Feb 22, 2022	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-2.24% Mar 6, 2026 - Mar 11, 2026	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-2.12% Oct 21, 2014 - Oct 29, 2014	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-1.86% Apr 29, 2026 - May 4, 2026	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-1.72% Feb 24, 2022 - Feb 28, 2022	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-1.70% Mar 12, 2026 - Mar 17, 2026	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-0.43% Oct 17, 2014 - Oct 21, 2014	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-0.32% Mar 2, 2022 - Mar 4, 2022	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between COMT and SPY is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (1999 - 2026)

COMT vs SPY dividend yield comparison.

Year	COMT	SPY
2026	0.00%	0.24%
2025	7.74%	1.07%
2024	4.90%	1.21%
2023	5.19%	1.40%
2022	29.79%	1.65%
2021	17.79%	1.20%
2020	0.36%	1.52%
2019	2.61%	1.75%
2018	11.65%	2.04%
2017	5.16%	1.80%
2016	0.52%	2.03%
2015	1.44%	2.06%
2014	0.56%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%