Summary
COMT
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return 33.20% Volatility 20.30% Sharpe 1.81
Official loaded data — not a live quote.

ISHARES GSCI COMMODITY DYNAMIC ROLL STRATEGY ETF

Symbol: COMT

Exchange: NASDAQ

Sector: Financial_Services

Category: Commodities Broad Basket

Inception date: 15/10/2014

Latest date: 16/07/2026

Current price: $32.41

Expense ratio: 0.48%

Assets under management
$1.1B
-0.34% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
--
--

Performance metrics

Period total return

2.53%

Ann. 593.03% (Sharpe / Sortino numerator)

Volatility

35.95%

Sharpe ratio

16.397

VaR 95%

-2.20%

CVaR 95%: -3.79%
Max drawdown: -5.42%
Sortino ratio: 23.651
Calmar ratio: 109.42

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-2.41%

Ann. 286.07% (Sharpe / Sortino numerator)

Volatility

28.14%

Sharpe ratio

10.039

VaR 95%

-2.14%

CVaR 95%: -3.46%
Max drawdown: -5.89%
Sortino ratio: 13.424
Calmar ratio: 48.55

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.18%

Ann. 99.91% (Sharpe / Sortino numerator)

Volatility

22.26%

Sharpe ratio

4.325

VaR 95%

-1.69%

CVaR 95%: -2.80%
Max drawdown: -5.89%
Sortino ratio: 6.261
Calmar ratio: 16.96

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.20%

Ann. 40.34% (Sharpe / Sortino numerator)

Volatility

20.30%

Sharpe ratio

1.809

VaR 95%

-1.81%

CVaR 95%: -2.96%
Max drawdown: -8.01%
Sortino ratio: 2.470
Calmar ratio: 5.04

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

35.66%

Ann. 19.74% (Sharpe / Sortino numerator)

Volatility

17.55%

Sharpe ratio

0.918

VaR 95%

-1.55%

CVaR 95%: -2.46%
Max drawdown: -12.69%
Sortino ratio: 1.312
Calmar ratio: 1.56

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

43.17%

Ann. 15.21% (Sharpe / Sortino numerator)

Volatility

16.97%

Sharpe ratio

0.682

VaR 95%

-1.62%

CVaR 95%: -2.41%
Max drawdown: -13.31%
Sortino ratio: 0.981
Calmar ratio: 1.14

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.124%

Best day

4.359%

06/03/2026
Worst day

-5.168%

23/03/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
16/07/2026 $32.52 $32.60 $32.13 $32.41 449,400
15/07/2026 $32.42 $32.74 $31.99 $32.57 356,900
14/07/2026 $32.39 $32.52 $31.98 $32.35 464,300
13/07/2026 $31.74 $32.24 $31.62 $32.16 504,400
10/07/2026 $31.29 $31.82 $31.06 $31.37 865,400
09/07/2026 $31.62 $31.75 $31.35 $31.42 326,200
08/07/2026 $31.54 $32.01 $31.39 $31.77 535,200
07/07/2026 $30.70 $31.16 $30.51 $31.07 342,700
06/07/2026 $30.52 $30.66 $30.25 $30.63 358,200
02/07/2026 $30.12 $30.21 $30.05 $30.19 215,200