IShares GSCI Competition

COMT Etf

USD 32.22 -0.40 -1.23%

The peer set for iShares GSCI Commodity commonly includes Innovator SAMPP, First Trust, IShares India, FT Cboe, and Gotham Enhanced. Free cash flow margins across IShares GSCI's peer group separate capital-light operators from heavy spenders.

IShares GSCI vs IShares Currency Correlation View

Strong inverse diversification

The correlation between IShares GSCI and IShares Currency is -0.28, which Macroaxis classifies as Strong inverse diversification for the selected horizon. In portfolio terms, the overlap shows how much shared movement remains after combining both positions.

Moving together with IShares Etf

1.0	PDBC	Invesco Optimum Yield	Pair Corr
0.99	FTGC	First Trust Global	Pair Corr
1.0	DBC	Invesco DB Commodity	Pair Corr
1.0	GSG	iShares SAMPP GSCI	Pair Corr

Moving against IShares Etf

0.67	FNGU	MicroSectors FANG Index Symbol Change	Pair Corr
0.62	BULZ	MicroSectors Solactive Downward Rally	Pair Corr
0.55	NVDL	GraniteShares 15x Long	Pair Corr
0.53	GGLL	Direxion Daily GOOGL	Pair Corr
0.41	WGMI	Valkyrie Bitcoin Miners	Pair Corr

Specify up to 10 symbols:

Mean reversion in IShares GSCI's price occurs when temporary dislocations correct back toward historical fair value. This tendency of IShares GSCI's price to converge to an average value over time is called mean reversion.

Hype

Prediction

Low	Estimated	High
31.07	32.75	34.43

Details

Intrinsic

Valuation

Low	Real	High
29.89	31.57	33.25

Details

Context is everything in equity analysis when evaluating IShares GSCI's growth rates and margins. Placing IShares GSCI's results in peer context reveals whether performance is company-specific or industry-wide.

IShares GSCI Competition Correlation Matrix

Correlation analysis between iShares GSCI Commodity and its competitors provides context for understanding whether diversification is real or only superficial inside the same peer group. Used correctly, correlation analysis helps separate broad industry exposure from company-specific behavior before additional capital is allocated across the peer group.

	PMAR	QJUN	INDY	BUFZ	GSPY	VUSE	QLC	JHEM	AOK	HEZU
PMAR		0.6	0.17	0.83	0.66	0.3	0.69	0.82	0.94	0.84	PMAR
QJUN	0.6		0.33	0.82	0.8	0.74	0.76	0.28	0.5	0.51	QJUN
INDY	0.17	0.33		0.56	0.73	0.72	0.73	-0.16	0.33	0.41	INDY
BUFZ	0.83	0.82	0.56		0.94	0.66	0.95	0.55	0.84	0.84	BUFZ
GSPY	0.66	0.8	0.73	0.94		0.81	0.98	0.31	0.7	0.73	GSPY
VUSE	0.3	0.74	0.72	0.66	0.81		0.76	-0.16	0.3	0.32	VUSE
QLC	0.69	0.76	0.73	0.95	0.98	0.76		0.37	0.74	0.77	QLC
JHEM	0.82	0.28	-0.16	0.55	0.31	-0.16	0.37		0.84	0.8	JHEM
AOK	0.94	0.5	0.33	0.84	0.7	0.3	0.74	0.84		0.94	AOK
HEZU	0.84	0.51	0.41	0.84	0.73	0.32	0.77	0.8	0.94		HEZU
	PMAR	QJUN	INDY	BUFZ	GSPY	VUSE	QLC	JHEM	AOK	HEZU

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High positive correlations

QLC	+ 0.98	GSPY
QLC	+ 0.95	BUFZ
AOK	+ 0.94	PMAR
GSPY	+ 0.94	BUFZ
HEZU	+ 0.94	AOK
HEZU	+ 0.84	PMAR

High negative correlations

JHEM	- 0.16	VUSE
JHEM	- 0.16	INDY

IShares GSCI Constituents Risk-Adjusted Indicators

Return momentum in IShares Etf is more useful when tested against peer-relative fundamentals and risk. Without risk-adjusted context, investors may overweight short-term returns and underweight the volatility required to achieve them. These indicators are quantitative in nature and help investors evaluate volatility and risk-adjusted expected returns across different positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PMAR	0.22	0.01	0.13	-0.02	0.40	-0.20	0.53	-0.79	1.64
QJUN	0.38	0.02	0.11	-0.01	0.51	-0.37	0.80	-0.91	2.11
INDY	0.76	-0.17	0.00	-0.30	0.00	0.00	1.69	-1.92	4.94
BUFZ	0.26	0.01	0.00	-0.03	0.00	0.00	0.57	-0.75	1.74
GSPY	0.61	0.02	0.00	-0.04	0.00	0.00	1.03	-1.42	3.66
VUSE	0.64	0.00	0.00	-0.06	0.00	0.00	1.02	-1.59	3.91
QLC	0.65	0.03	0.00	-0.03	0.00	0.00	1.06	-1.32	4.68
JHEM	0.99	0.18	0.11	0.11	1.54	-0.92	2.13	-2.32	7.06
AOK	0.27	0.01	0.00	-0.04	0.00	0.00	0.52	-0.70	1.88
HEZU	0.72	0.05	0.05	-0.01	1.12	-0.70	1.55	-1.85	4.89

IShares GSCI Competitive Analysis

Better Than Average

Worse Than Peers

View Performance Chart

	COMT	PMAR	QJUN	INDY	BUFZ	GSPY	VUSE	QLC	JHEM	AOK
	1.23 32.22 IShares	0.56 44.86 Innovator	0.64 31.65 First	2.36 42.89 IShares	0.42 26.34 BUFZ	0.62 35.78 Gotham	0.11 63.26 Vident	0.29 78.36 FlexShares	1.94 34.67 John	0.03 39.69 IShares
Market Volatility (90 Days Market Risk)	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low	Very Low
Market Performance (90 Days Performance)	Constructive	Weak	Weak	Weak	Weak	Weak	Weak	Weak	Mild	Weak
Odds of Financial Distress (Probability Of Bankruptcy)	Small	Low	Low	Low	Low	Low	Low	Low	Low	Low
Current Valuation (Equity Enterprise Value)	Over Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Fairly Valued	Under Valued	Fairly Valued
Buy or Sell Analysis (Average Analysts Consensus)	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available	Not Available
Trade Advice (90 Days Macroaxis Advice)	Cautious Hold	Hold	Strong Hold	Strong Hold	Hold	Strong Hold	Strong Hold	Strong Hold	Strong Buy	Hold
Price To Sales	1.29	N/A	N/A	2.12	N/A	N/A	0.67	1.3	N/A	1.31
Equity Positions Weight	N/A	206.11	98.8	99.55	N/A	99.77	99.75	98.4	99.5	27.22
Three Year Return	16.0	12.4	16.7	4.3	N/A	19.6	14.3	22.4	16.3	8.1
Net Asset	2.27 B	217.07 M	97.22 M	561.35 M	N/A	262.26 M	422.33 M	135.77 M	635.88 M	906.16 M
Price To Book	1.72	N/A	N/A	2.79	N/A	N/A	1.68	2.35	N/A	1.9
Five Year Return	15.3	8.8	N/A	2.3	N/A	12.3	9.4	14.0	5.5	3.2
One Year Return	39.5	11.3	16.5	-8.6	11.3	16.6	10.3	21.9	31.0	8.1
Last Dividend Paid	0.86	N/A	N/A	0.033	N/A	N/A	0.11	0.15	0.46	0.0444
Bond Positions Weight	0.91	N/A	N/A	N/A	N/A	N/A	N/A	N/A	N/A	19.24
Ten Year Return	9.7	N/A	N/A	7.0	N/A	N/A	10.8	13.3	N/A	4.8
Price To Earning	22.91	N/A	N/A	19.12	N/A	N/A	16.45	16.31	N/A	17.25
Beta	0.9	0.44	0.68	0.35	N/A	0.96	0.93	0.99	0.94	0.73
Day Typical Price	32.22	44.78	31.58	42.56	26.3	35.71	63.24	78.36	34.45	39.69
Accumulation Distribution	N/A	0.0056	0.0063	0.0231	0.0042	0.0061	0.0011	N/A	0.019	3.0E-4
Market Facilitation Index	N/A	0.25	0.2	0.99	0.11	0.22	0.07	N/A	0.66	0.01
Daily Balance Of Power	N/A	1.0	1.0	1.0	1.0	1.0	1.0	N/A	1.0	1.0
Period Momentum Indicator	-0.40	0.25	0.2	0.99	0.11	0.22	0.07	-0.23	0.66	0.01
Rate Of Daily Change	0.99	1.01	1.01	1.02	1.0	1.01	1.0	1.0	1.02	1.0
Day Median Price	32.22	44.74	31.55	42.4	26.29	35.67	63.22	78.36	34.34	39.69
Price Action Indicator	-0.20	0.25	0.2	0.99	0.11	0.22	0.07	-0.12	0.66	0.01
Coefficient Of Variation	362.44	10125.98	7568.22	-506.84	-15,649	-3,557	-1,836	-5,258	1092.58	-7,922
Mean Deviation	1.21	0.2223	0.3809	0.7603	0.2611	0.6102	0.6352	0.6505	0.992	0.2725
Jensen Alpha	0.3992	0.0135	0.0228	-0.17	0.0105	0.022	-0.0013	0.0298	0.1819	0.0064
Total Risk Alpha	0.5602	0.0188	0.0347	-0.13	0.0152	0.0286	0.009	0.0387	0.2199	0.014
Sortino Ratio	0.2913	0.1309	0.1111	N/A	N/A	N/A	N/A	N/A	0.1055	N/A
Downside Variance	2.93	0.188	0.2914	N/A	N/A	N/A	N/A	N/A	2.84	N/A
Standard Deviation	1.61	0.3297	0.492	1.04	0.3546	0.7799	0.8225	0.831	1.36	0.3694
Kurtosis	2.1	1.88	-0.18	0.9938	0.8187	0.1907	0.0728	0.8241	1.63	1.25
Potential Upside	2.72	0.5345	0.7977	1.69	0.5695	1.03	1.02	1.06	2.13	0.5225
Treynor Ratio	-0.77	-0.02	-0.01	-0.30	-0.03	-0.04	-0.06	-0.03	0.1076	-0.04
Maximum Drawdown	9.53	1.64	2.11	4.94	1.74	3.66	3.91	4.68	7.06	1.88
Variance	2.6	0.1087	0.2421	1.08	0.1257	0.6082	0.6766	0.6906	1.85	0.1365
Market Risk Adjusted Performance	-0.76	-0.01	0.0016	-0.29	-0.02	-0.03	-0.05	-0.02	0.1176	-0.03
Risk Adjusted Performance	0.2307	-0.01	0.0042	-0.16	-0.02	-0.02	-0.04	-0.02	0.0789	-0.02
Skewness	-0.66	-0.83	-0.01	0.3643	-0.39	-0.41	-0.19	-0.33	-0.84	-0.82
Semi Deviation	1.31	0.3959	0.5055	N/A	N/A	N/A	N/A	N/A	1.54	N/A
Information Ratio	0.3091	0.1721	0.1219	-0.15	0.1445	0.0405	0.0106	0.0453	0.1309	0.1322
Value At Risk	-2.13	-0.79	-0.91	-1.92	-0.75	-1.42	-1.59	-1.32	-2.32	-0.70
Expected Short fall	-1.43	-0.20	-0.37	N/A	N/A	N/A	N/A	N/A	-0.92	N/A
Downside Deviation	1.71	0.4335	0.5398	N/A	N/A	N/A	N/A	N/A	1.69	N/A
Semi Variance	1.72	0.1567	0.2556	N/A	N/A	N/A	N/A	N/A	2.39	N/A

IShares GSCI Competition Peer Performance Charts

How to Analyze IShares GSCI Against Peers

IShares GSCI's peer analysis compares IShares GSCI with related companies to put valuation, quality, and risk metrics in context. This helps determine whether recent performance is company-specific or broadly sector-driven. A practical workflow includes:

Set a relevant peer group: Include direct competitors and close alternatives with comparable business exposure.
Benchmark core financials: Compare profitability, growth, capital structure, and cash flow quality.
Check valuation dispersion: Review whether IShares GSCI trades at a premium or discount versus peers and why.
Evaluate risk profile: Compare volatility, drawdowns, and correlation to avoid false diversification assumptions.
Document the thesis: Record where IShares GSCI leads or lags and what catalysts could close or widen the gap.

Use this as an educational baseline, then validate conclusions with current filings, market conditions, and portfolio objectives.

Peer Comparison Metrics & Methodology

IShares GSCI carries less net debt relative to EBITDA than most competitors, giving it more room to invest or weather downturns. Relative ranking may help frame which fundamentals deserve deeper follow-up.

Unless otherwise specified, data for iShares GSCI Commodity is compiled from fund disclosures and market reference feeds and standardized for comparability. Updates may occur throughout the day.

This content is curated and reviewed by:

Rifka Kats - Member of Macroaxis Editorial Board

Last reviewed on March 15th, 2026

Macroaxis provides analytical tools and reference data for investors of all levels to evaluate holdings and assess risk across market volatility, economic shifts, and company-specific events. View terms and conditions

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