COMT
iShares GSCI Cmd Dyn Roll Stgy ETF
S&P GSCI Dynamic Roll TR USD
NAV as of
4 Week: 40.13 - 43.11
52 Week: 29.38 - 45.10
Latest Closing Price
42.61
Premium / Discount
-0.44
Expense Ratio
0.48%
Investment Objective
The investment seeks to track the investment results of the S&P GSCI Dynamic Roll (USD) Total Return Index composed of a broad range of commodity exposures with enhanced roll selection, on a total return basis. The index measures the performance of futures contracts. In seeking to achieve its investment objective, the fund may invest in a combination of exchange-traded commodity futures contracts, exchange-traded options on commodity-related futures contracts and exchange-cleared commodity related swaps (together, “Commodity Linked Investments”), thereby obtaining exposure to the commodities markets.
Main Fund Characteristics
Performance
Period | Performance Returns(%) | Volatility(%) | Risk Adjusted Performance |
---|---|---|---|
YTD | 34.72 | 2.33 | 14.87 |
1 Day | -2.37 | 0.00 | 0.00 |
1 Week | 0.53 | 4.10 | 0.13 |
1 Month | -3.32 | 9.37 | -0.35 |
3 Months | 19.23 | 22.67 | 0.85 |
6 Months | 11.77 | 30.32 | 0.39 |
1 Year | 25.79 | 32.42 | 0.80 |
2 Years | 81.50 | 35.53 | 2.29 |
3 Years | 28.28 | 42.83 | 0.66 |
5 Years | 25.79 | 47.85 | 0.54 |
10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
2012 | 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | |
Price (%) | 0.0000 | 0.0000 | 0.0000 | -30.3745 | 21.2203 | 11.7093 | -6.5959 | 10.6974 | -18.5316 | 36.5398 |
Nav (%) | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 | 0.0000 |
Rank | 0.0000 | 0.0000 | 0.0000 | 91.0000 | 3.0000 | 1.0000 | 9.0000 | 27.0000 | 93.0000 | 17.0000 |
Dividend Frequency
Lastest Dividend
Ex Date | Payment Date | Dividend Payout per unit |
---|---|---|
12/12/2021 | 16/12/2021 | 5.4941 |
15/12/2019 | 19/12/2019 | 0.8576 |
25/09/2018 | 01/10/2018 | 0.2088 |
25/06/2018 | 01/07/2018 | 0.1295 |
21/03/2018 | 27/03/2018 | 0.1109 |
20/12/2017 | 27/12/2017 | 1.5957 |
25/09/2017 | 28/09/2017 | 0.1133 |
26/06/2017 | 29/06/2017 | 0.0764 |
27/12/2016 | 03/01/2017 | 0.0197 |
21/12/2016 | 28/12/2016 | 0.0292 |
Portfolio Data
Total Number of Holdings: 119
Number of Bond Holdings: 4
Number of Equity Holdings: 1
Total Market Value: 4,286,622,147
Portfolio Composition
Top 10 Holdings
% Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
---|---|---|---|---|---|
1 | United States Treasury Bills 0% | 7.6791 | 329,000,000 | 0 | 328,950,559 |
2 | United States Treasury Bills 0% | 1.8663 | 80,000,000 | 0 | 79,945,900 |
3 | Landesbank Baden-Wurttemberg New Y | 1.7489 | 75,000,000 | 0 | 74,920,050 |
4 | United States Treasury Bills 0% | 1.5515 | 66,500,000 | 0 | 66,462,628 |
5 | Verizon Communications Inc Cedear | 1.4918 | 64,013,000 | 0 | 63,904,523 |
6 | Commonwealth Bank of Australia 1.22% | 0.5648 | 24,200,000 | 0 | 24,194,806 |
7 | DBS Bank Limited 0% | 0.4592 | 19,700,000 | 0 | 19,669,000 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
Size | % of portfolio |
---|---|
Giant | 1.49 |
Large | 0.00 |
Medium | 0.00 |
Small | 0.00 |
Micro | 0.00 |
Equity Style Box Breakdown
0 | 0 | 0 | Large |
0 | 0 | 0 | Mid |
0 | 0 | 0 | Small |
Value | Blend | Growth |
Value Measures
Price/Prospective Earnings*
8.5660
Price/Book*
2.0345
Price/Sales*
1.4172
Price/Cash Flow*
4.6412
Dividend Yield*
5.6140
Growth Measures
Long-Term Earnings
4.5800
Historical Earnings
8.7882
Sales Growth
38.9125
Cash-Flow Growth
29.9573
Book-Value Growth
61.1214
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
4
Bond Statitics
Detail | Value |
---|---|
Average Effective Duration | 0 |
Average Effective Maturity (Years)* | 0 |
Average Credit Quality | 0 |
Average Weighted Coupon* | 0.60 |
Average Weighted Price* | 0 |
Bond Style Box Breakdown
0 | 0 | 0 | High | Quality |
0 | 0 | 0 | Med | |
0 | 0 | 0 | Low | |
Ltd | Mod | Ext | ||
Interest-Rate Sensitivity |
Credit Quality
Type | % Bonds |
---|---|
N.A |
Bond Sector
Bond Maturity
% Bonds | |
---|---|
1 to 3 Years | 0.00 |
3 to 5 Years | 0.00 |
5 to 7 Years | 0.00 |
7 to 10 Years | 0.00 |
10 to 15 Years | 0.00 |
15 to 20 Years | 0.00 |
20 to 30 Years | 0.00 |
Over 30 Years | 0.00 |
1 to 7 Days | 0.00 |
8 to 30 Days | 0.00 |
31 to 90 Days | 0.46 |
91 to 182 Days | 0.72 |
183 to 364 Days | 0.56 |
Data Source: Morningstar
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