(COMT) GSCI Commodity Dynamic Roll - Overview
Etf: Futures, Options, Swaps, Commodities
Dividends
| Dividend Yield | 7.95% |
| Yield on Cost 5y | 12.19% |
| Yield CAGR 5y | -23.04% |
| Payout Consistency | 67.8% |
| Payout Ratio | - |
| Risk 5d forecast | |
|---|---|
| Volatility | 23.5% |
| Relative Tail Risk | 1.32% |
| Reward TTM | |
|---|---|
| Sharpe Ratio | 0.48 |
| Alpha | 3.23 |
| Character TTM | |
|---|---|
| Beta | 0.313 |
| Beta Downside | 0.560 |
| Drawdowns 3y | |
|---|---|
| Max DD | 13.31% |
| CAGR/Max DD | 0.36 |
Description: COMT GSCI Commodity Dynamic Roll December 26, 2025
The iShares GSCI Commodity Dynamic Roll Strategy ETF (NASDAQ: COMT) seeks to track the performance of a basket of commodity futures by holding exchange-traded futures, options on those futures, and cleared commodity-linked swaps. Its mandate is to provide broad exposure to the commodities market while dynamically managing roll positions to mitigate contango-related drag.
Key quantitative drivers to watch include the fund’s expense ratio (currently 0.45 % annualized), its average weighted-average maturity of futures contracts (≈ 6 months), and the historical roll yield, which has averaged –0.8 % per year over the past five years. Macro-level sensitivities are dominated by global industrial production growth, energy demand (particularly oil and natural gas), and agricultural supply shocks, all of which influence the underlying GSCI index composition.
Given COMT’s exposure to both energy and industrial metals, its performance tends to correlate (≈ 0.65) with the Bloomberg Commodity Index during periods of rising inflation, but diverges when the term structure of futures shifts from backwardation to contango. For a deeper dive into how these dynamics play out in real-time, you might explore ValueRay’s analytics platform for up-to-date roll-yield and correlation metrics.
What is the price of COMT shares?
Over the past week, the price has changed by -2.02%, over one month by +6.61%, over three months by +8.55% and over the past year by +11.15%.
Is COMT a buy, sell or hold?
What are the forecasts/targets for the COMT price?
| Issuer | Target | Up/Down from current |
|---|---|---|
| Wallstreet Target Price | - | - |
| Analysts Target Price | - | - |
| ValueRay Target Price | 29.3 | 9.1% |
COMT Fundamental Data Overview February 02, 2026
EBIT TTM = 0.0 USD
EBITDA TTM = 0.0 USD
Long Term Debt = unknown (none)
Short Term Debt = unknown (none)
Debt = unknown
Net Debt = unknown
Enterprise Value = 671.9m USD (671.9m + (null Debt) - (null CCE))
Interest Coverage Ratio = unknown (Ebit TTM 0.0 / Interest Expense TTM 0.0)
EV/FCF = unknown (FCF TTM 0.0)
FCF Yield = 0.0% (FCF TTM 0.0 / Enterprise Value 671.9m)
FCF Margin = unknown (Revenue TTM is 0 or missing)
Net Margin = unknown
Gross Margin = unknown ((Revenue TTM 0.0 - Cost of Revenue TTM 0.0) / Revenue TTM)
Tobins Q-Ratio = unknown (Enterprise Value 671.9m / Total Assets none)
Interest Expense / Debt = unknown (Interest Expense 0.0 / Debt none)
Taxrate = 21.0% (US default 21%)
NOPAT = 0.0 (EBIT 0.0 * (1 - 21.00%))
Current Ratio = unknown (Total Current Assets none / Total Current Liabilities none)
Debt / Equity = unknown (Debt none)
Debt / EBITDA = unknown (Net Debt none / EBITDA 0.0)
Debt / FCF = unknown (Net Debt none / FCF TTM 0.0)
Total Stockholder Equity = 0.0 (from calculated bookValueOfEquity)
RoA = unknown (Net Income 0.0 / Total Assets none)
RoE = unknown (Net Income TTM 0.0 / Total Stockholder Equity 0.0)
RoCE = unknown (EBIT 0.0 / Capital Employed )
RoIC = unknown (NOPAT 0.0, Invested Capital 0.0, EBIT 0.0)
WACC = 7.07% (E(671.9m)/V(671.9m) * Re(7.07%) + (debt-free company))
Discount Rate = 7.07% (= CAPM, Blume Beta Adj.) -> floored to rf + 0.7*ERP = 7.95%
Fair Price DCF = unknown (Cash Flow 0.0)