COMT vs. GSG - ETF Comparison
COMT - iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF
The iShares GSCI Commodity Dynamic Roll Strategy ETF is a multi-asset fund that tracks the S&P GSCI Dynamic Roll (USD) Total Return Index, providing broad exposure to commodities markets. The fund uses an optimized strategy to dynamically roll its commodity positions, aiming to maximize returns while minimizing risk.
GSG - iShares S&P GSCI Commodity-Indexed Trust
The iShares S&P GSCI Commodity-Indexed Trust ETF provides broad commodity exposure, with a heavy tilt towards energy resources, including crude oil, natural gas, and other energy commodities. It offers a unique blend of energy and commodity exposure, making it a distinct option for investors seeking to diversify their portfolios.
| COMT | GSG | |
|---|---|---|
| Fund Name | iShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETF | iShares S&P GSCI Commodity-Indexed Trust |
| Fund Provider | BlackRock | BlackRock |
| Index | S&P GSCI Dynamic Roll (USD) Total Return Index | S&P GSCI Total Return Index |
| Asset Class | Multi-Asset | Commodity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.48% | 0.75% |
| Inception Date | 2014-10-15 | 2006-07-10 |
| Number Of Holdings | 44 | 1 |
| Currency | USD | USD |
| Region | Developed Markets | Global |
| Sector | Commodities | Energy |
| Sector Detail | Broad Market | Energy Commodities |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.