COMT

iShares GSCI Commodity Dynamic Roll Strategy ETF
*Unless otherwise stated, data provided by FactSet.

COMT Fund Description

COMT tracks a broad-market commodity index that utilizes a flexible dynamic roll strategy.

COMT Factset Analytics Insight

COMT provides exposure to six broad commodity groups selected from the S&P GSCI. In January of each year, the index selects 14 commodities from the broad groups based on global production levels and the price of the commodity. The fund gains its exposure through commodity-linked investments such as futures contracts, options on futures and swaps. An algorithm identifies the optimum implied yields for a monthly roll strategy. In terms of commodity exposure, the fund offers some tax simplicity in the form of a 1099. COMT avoids issuing a K-1 by relying on a wholly owned Cayman subsidiary to access commodity derivatives. The fund’s investment grade fixed income investments are cash management tools focused on the cash or collateral portion of the portfolio with the objective to generate interest income and capital appreciation. Prior to March 1, 2021, the fund name was the iShares Commodities Select Strategy ETF. The fund was previously actively managed while aiming to mimic the Underlying Index.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
COMT 7.95% 8.93% 39.97% 49.81% 3.27% 6.64% --
COMT (NAV) 9.03% 9.88% 41.42% 50.31% 3.61% 6.89% --
S&P GSCI Dynamic Roll Index 9.07% 10.01% -- -- -- -- --
S&P GSCI 10.08% 11.16% 45.71% 62.78% 0.56% 4.26% -5.07%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

COMT Summary Data

Blackrock
iShares
10/16/14
Open-Ended Fund
0.48%
$3.00B
0.10%

COMT Portfolio Data

0.26%
12/13/21

COMT Index Data

S&P GSCI Dynamic Roll Index
Production
Liquidity
S&P GSCI

COMT Fund Structure

No
Yes
-- / --
N/A
N/A
Low
N/A
N/A

COMT Tax Exposures

20.00% / 39.60%
--
No

COMT Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of COMT. COMT is rated a 5 out of 5.

COMT Tradability

430,586
$14.92M
290,482
$10.29M
0.10%
$0.03
0.01%
1.83% / -0.70%
None
100.00%
100,000
2.90
0.02%
--
222
$37.74
5