iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) Performance
COMT total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +57.9% since Dec 31, 2025
- 1 year
- +56.2% total return
- 5 years
- +13.9% a year
- 10 years
- +10.2% a year
- Since first price
- +4.9% a year since 2014
COMT trailing returns vs SPY, QQQ, AGG
| Period | COMT total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +5.2% | +5.2% | −1.0% | −5.0% | +0.9% |
| 3 months | +18.4% | +18.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +14.1% | +14.1% | +7.8% | +8.4% | −1.5% |
| YTD | +57.9% | +57.9% | +12.3% | +15.1% | −1.0% |
| 1 year | +56.2% | +44.9% | +14.4% | +15.9% | −1.1% |
| 3 years | +62.4%+17.6%/yr | +36.6% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +91.3%+13.9%/yr | +36.1% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| 10 years | +163.2%+10.2%/yr | +54.8% | +315.9%+15.3%/yr | +538.9%+20.4%/yr | +14.0%+1.3%/yr |
| Since inceptionOct 16, 2014 | +77.2%+4.9%/yr | +2.0% | — | — | — |
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: COMT vs SPY
From Oct 16, 2014: COMT grew to $17,717, SPY to $49,789.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
COMT returns by calendar year
7 of 11 full years positive. Best 2021 (+36.9%), worst 2015 (−30.4%). 2026 is year to date.
COMT annual returns table
| Year | COMT | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +57.9% | −17.6% | +12.3% | +15.1% | −1.0% |
| 2025 | +6.1% | −12.7% | +17.7% | +20.8% | +7.2% |
| 2024 | +6.0% | −11.9% | +24.9% | +25.6% | +1.3% |
| 2023 | −6.6% | −13.3% | +26.2% | +54.9% | +5.7% |
| 2022 | +19.5% | −24.2% | −18.2% | −32.6% | −13.0% |
| 2021 | +36.9% | −11.9% | +28.7% | +27.4% | −1.8% |
| 2020 | −18.7% | −35.0% | +18.3% | +48.6% | +7.5% |
| 2019 | +10.8% | −10.2% | +31.2% | +39.0% | +8.5% |
| 2018 | −6.7% | −18.0% | −4.6% | −0.1% | +0.1% |
| 2017 | +11.7% | −11.3% | +21.7% | +32.7% | +3.6% |
| 2016 | +21.2% | −14.3% | +12.0% | +7.1% | +2.4% |
| 2015 | −30.4% | −33.1% | +1.2% | +9.4% | +0.5% |
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.
COMT largest drawdowns
At an all-time high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 29, 2014 | −51.9% | Jan 20, 2016 | Feb 14, 2022 | 1.2 years | 7.3 years |
| Jun 8, 2022 | −29.0% | May 31, 2023 | Mar 4, 2026 | 12 months | 3.7 years |
| May 19, 2026 | −17.6% | Jun 24, 2026 | Sep 9, 2026 | 36 days | 4 months |
| Mar 8, 2022 | −16.3% | Mar 16, 2022 | Jun 3, 2022 | 8 days | 3 months |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
COMT risk statistics
| Statistic | 3 years | 5 years | 10 years | Since 2014 |
|---|---|---|---|---|
| Annualized return | +14.6% | +13.6% | +9.7% | +4.3% |
| Volatility (annualized) | 18.7% | 18.8% | 17.4% | 18.5% |
| Sharpe ratio | 0.58 | 0.58 | 0.48 | 0.22 |
| Sortino ratio | 1.09 | 1.03 | 0.75 | 0.32 |
| Best month | +20.4% | +20.4% | +20.4% | +20.4% |
| Worst month | −9.8% | −9.8% | −19.6% | −19.6% |
| Best 12 months | +61.0% | +61.0% | +61.0% | +61.0% |
| Worst 12 months | −7.0% | −24.9% | −31.7% | −33.9% |
| Positive months | 58% | 58% | 58% | 55% |
| Beta vs S&P 500 | -0.23 | 0.10 | 0.39 | — |
| Correlation with S&P 500 | -0.15 | 0.08 | 0.34 | — |
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.
COMT rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 133 | −33.9% | +6.0% | +61.0% | 59% |
| 3-year (a year) | 109 | −9.9% | +5.7% | +23.3% | 75% |
| 5-year (a year) | 85 | −8.2% | +6.5% | +15.8% | 85% |
| 10-year (a year) | 25 | +0.4% | +5.6% | +10.4% | 100% |
Every holding period starting at a month-end since 2014. Returns for 3 years and longer are annualized.
COMT performance overview
iShares GSCI Commodity Dynamic Roll Strategy ETF (COMT) returned +56.2% over the past year and +10.2% a year over ten years, with distributions reinvested. Since its first recorded price in 2014 it has returned +4.9% a year, turning $10,000 into about $17,717. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −51.9%, from Oct 29, 2014 to Jan 20, 2016, and it took 6.1 years to get back to the old high. COMT finished 7 of its 11 full calendar years with a gain; the best year was 2021 (+36.9%) and the worst 2015 (−30.4%). Volatility has been 18.5% a year.
Related: COMT chart, COMT dividends. See the COMT overview for the latest quote and fund facts.
COMT performance FAQ
What is the COMT return over the past year?
COMT returned +56.2% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it rose 44.9%.
What is the average annual return of COMT?
COMT has returned +13.9% a year over 5 years, +10.2% a year over 10 years, +4.9% a year since October 16, 2014 (total return, distributions reinvested).
How much would $10,000 invested in COMT be worth?
$10,000 invested in COMT at its first recorded close on October 16, 2014 would be worth about $17,717 on October 23, 2026 with distributions reinvested.
What was the worst year for COMT?
The worst calendar year was 2015, with a total return of −30.4%. The best was 2021 at +36.9%.
What is the biggest drawdown of COMT?
The largest peak-to-trough decline was −51.9% between October 29, 2014 and January 20, 2016. It recovered to the old high on February 14, 2022, 6.1 years after the bottom.
How volatile is COMT?
Over the past 3 years COMT had an annualized volatility of 18.7% and a Sharpe ratio of 0.58 (excess return over 1–3 month T-bills per unit of risk).