Direxion Auspice Broad Commodity Strategy ETF (COM) Performance
COM total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +19.6% since Dec 31, 2025
- 1 year
- +21.5% total return
- 5 years
- +7.5% a year
- Since first price
- +7.2% a year since 2017
COM trailing returns vs SPY, QQQ, AGG
| Period | COM total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −2.0% | −2.0% | −1.0% | −5.0% | +0.9% |
| 3 months | +1.8% | +1.1% | +3.2% | +1.9% | −0.4% |
| 6 months | +4.0% | +2.5% | +7.8% | +8.4% | −1.5% |
| YTD | +19.6% | +17.1% | +12.3% | +15.1% | −1.0% |
| 1 year | +21.5% | +18.6% | +14.4% | +15.9% | −1.1% |
| 3 years | +29.8%+9.1%/yr | +17.8% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +43.8%+7.5%/yr | +5.9% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionMar 30, 2017 | +94.4%+7.2%/yr | +38.1% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: COM vs SPY
From Mar 30, 2017: COM grew to $19,436, SPY to $37,279.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
COM returns by calendar year
5 of 8 full years positive. Best 2021 (+28.0%), worst 2023 (−2.1%). 2026 is year to date.
COM annual returns table
| Year | COM | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +19.6% | −7.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +7.7% | −6.1% | +17.7% | +20.8% | +7.2% |
| 2024 | +5.8% | −5.8% | +24.9% | +25.6% | +1.3% |
| 2023 | −2.1% | −9.8% | +26.2% | +54.9% | +5.7% |
| 2022 | +9.2% | −12.9% | −18.2% | −32.6% | −13.0% |
| 2021 | +28.0% | −6.0% | +28.7% | +27.4% | −1.8% |
| 2020 | +6.6% | −11.3% | +18.3% | +48.6% | +7.5% |
| 2019 | −0.2% | −7.2% | +31.2% | +39.0% | +8.5% |
| 2018 | −0.0% | −6.6% | −4.6% | −0.1% | +0.1% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
COM largest drawdowns
Now 2.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| May 23, 2018 | −15.9% | Mar 20, 2020 | Dec 31, 2020 | 1.8 years | 2.6 years |
| Mar 8, 2022 | −14.0% | Dec 12, 2023 | Dec 5, 2025 | 1.8 years | 3.7 years |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
COM risk statistics
| Statistic | 3 years | 5 years | Since 2017 |
|---|---|---|---|
| Annualized return | +8.9% | +8.3% | +7.3% |
| Volatility (annualized) | 8.2% | 9.0% | 8.8% |
| Sharpe ratio | 0.55 | 0.53 | 0.57 |
| Sortino ratio | 0.99 | 0.89 | 0.99 |
| Best month | +5.7% | +5.7% | +8.5% |
| Worst month | −3.4% | −4.8% | −4.8% |
| Best 12 months | +31.3% | +31.3% | +41.8% |
| Worst 12 months | −0.9% | −5.0% | −10.2% |
| Positive months | 53% | 57% | 59% |
| Beta vs S&P 500 | -0.14 | 0.00 | — |
| Correlation with S&P 500 | -0.21 | 0.01 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
COM rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 104 | −10.2% | +3.7% | +41.8% | 68% |
| 3-year (a year) | 80 | −4.0% | +7.3% | +20.7% | 90% |
| 5-year (a year) | 56 | +7.5% | +9.1% | +12.3% | 100% |
Every holding period starting at a month-end since 2017. Returns for 3 years and longer are annualized.
COM performance overview
Direxion Auspice Broad Commodity Strategy ETF (COM) returned +21.5% over the past year and +7.5% a year over five years, with distributions reinvested. Since its first recorded price in 2017 it has returned +7.2% a year, turning $10,000 into about $19,436. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −15.9%, from May 23, 2018 to Mar 20, 2020, and it took 9 months to get back to the old high. COM finished 5 of its 8 full calendar years with a gain; the best year was 2021 (+28.0%) and the worst 2023 (−2.1%). Volatility has been 8.8% a year.
Related: COM chart, COM dividends. See the COM overview for the latest quote and fund facts.
COM performance FAQ
What is the COM return over the past year?
COM returned +21.5% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 18.6%.
What is the average annual return of COM?
COM has returned +7.5% a year over 5 years, +7.2% a year since March 30, 2017 (total return, distributions reinvested).
How much would $10,000 invested in COM be worth?
$10,000 invested in COM at its first recorded close on March 30, 2017 would be worth about $19,436 on October 23, 2026 with distributions reinvested.
What was the worst year for COM?
The worst calendar year was 2023, with a total return of −2.1%. The best was 2021 at +28.0%.
What is the biggest drawdown of COM?
The largest peak-to-trough decline was −15.9% between May 23, 2018 and March 20, 2020. It recovered to the old high on December 31, 2020, 9 months after the bottom.
How volatile is COM?
Over the past 3 years COM had an annualized volatility of 8.2% and a Sharpe ratio of 0.55 (excess return over 1–3 month T-bills per unit of risk).