See what your fund actually adds
iShares GSCI Commodity Dynamic Roll Strategy ETF COMT
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | COMT | Replication |
|---|---|---|
| Annualized growth | 12.7% | 12.5% |
| Annualized volatility | 21.4% | 16.8% |
| Sharpe ratio | 0.66 | 0.79 |
| Maximum drawdown | 27.2% | 20.8% |
| Replication fit (R²) | 0.81 · Tracking error 9.3% | |
Replication portfolio
The published portfolio below is the investable basket used to model COMT’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| BCI | Alternatives · Commodities | 82.8% |
| XLE | Sector · Energy | 17.2% |