PortfolioMetrics

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.

COMTGSG
Fund NameiShares U.S. ETF Trust iShares GSCI Commodity Dynamic Roll Strategy ETFiShares S&P GSCI Commodity-Indexed Trust
Fund ProviderBlackRockBlackRock
IndexS&P GSCI Dynamic Roll (USD) Total Return IndexS&P GSCI Total Return Index
Asset ClassMulti-AssetCommodity
ListingUS-listedUS-listed
Expense Ratio0.48%0.75%
Inception Date2014-10-152006-07-10
Number Of Holdings441
CurrencyUSDUSD
RegionDeveloped MarketsGlobal
SectorCommoditiesEnergy
Sector DetailBroad MarketEnergy Commodities
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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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

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End of Year Returns Table

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End of Year Returns

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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

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Drawdowns Table

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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.

Monte Carlo Metrics

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Simulated Portfolio Prices

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