COMT
iShares GSCI Cmd Dyn Roll Stgy ETF
NAV as of
4 Week: 25.93 - 27.71
52 Week: 25.02 - 35.62
Latest Closing Price
26.26
Premium / Discount
0.19
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 | -6.85 | 1.09 | -6.31 |
| 1 Day | 0.92 | 0.00 | 0.00 |
| 1 Week | -2.42 | 2.91 | -0.83 |
| 1 Month | -3.35 | 5.47 | -0.61 |
| 3 Months | -9.57 | 9.22 | -1.04 |
| 6 Months | 1.35 | 11.54 | 0.12 |
| 1 Year | -25.19 | 30.18 | -0.83 |
| 2 Years | -26.83 | 45.95 | -0.58 |
| 3 Years | 2.02 | 49.68 | 0.04 |
| 5 Years | -25.14 | 57.38 | -0.44 |
| 10 Years | 0.00 | 0.00 | 0.00 |
Price History
Annual Performance Return
| 2013 | 2014 | 2015 | 2016 | 2017 | 2018 | 2019 | 2020 | 2021 | 2022 | |
| Price (%) | 0.0000 | 0.0000 | -30.3745 | 21.2203 | 11.7093 | -6.5959 | 10.6974 | -18.5316 | 36.5398 | 18.8858 |
| 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 | 91.0000 | 3.0000 | 1.0000 | 9.0000 | 27.0000 | 93.0000 | 17.0000 | 25.0000 |
Dividend Frequency
Lastest Dividend
| Ex Date | Payment Date | Dividend Payout per unit |
|---|---|---|
| 12/12/2022 | 18/12/2022 | 8.3979 |
| 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 |
Portfolio Data
Total Number of Holdings: 143
Number of Bond Holdings: 12
Number of Equity Holdings: 0
Total Market Value: 1,651,874,279
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Crude Oil Sept24 | 20.8315 | 2,157 | 2,157 | 159,833,700 |
| 2 | Brent Crude Future Dec 23 | 20.0343 | 1,910 | 1,910 | 153,716,800 |
| 3 | Low Sulphur Gas Oil Futures Jan24 | 6.0620 | 570 | 570 | 46,512,000 |
| 4 | Corn Future Sept 24 | 5.1693 | 1,570 | 1,570 | 39,662,125 |
| 5 | Gold 100 Oz Dec 24 | 5.1034 | 185 | 185 | 39,157,100 |
| 6 | Copper Future Dec 25 | 4.8967 | 170 | 170 | 37,571,062 |
| 7 | NY Harbor ULSD Future Dec 24 | 4.8538 | 321 | 321 | 37,241,329 |
| 8 | RBOB Gasoline Future May 24 | 4.5231 | 351 | 351 | 34,704,142 |
| 9 | Live Cattle Future June 24 | 4.3653 | 494 | 494 | 33,493,200 |
| 10 | Future on Soybean | 3.7209 | 446 | 446 | 28,549,575 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 0.96 |
| 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*
6.1595
Price/Book*
0.8517
Price/Sales*
0.1622
Price/Cash Flow*
53.0504
Dividend Yield*
8.9870
Growth Measures
Long-Term Earnings
0.0000
Historical Earnings
113.2858
Sales Growth
36.7548
Cash-Flow Growth
9.8182
Book-Value Growth
14.7878
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
12
Bond Statitics
| Detail | Value |
|---|---|
| Average Effective Duration | 0 |
| Average Effective Maturity (Years)* | 0 |
| Average Credit Quality | 0 |
| Average Weighted Coupon* | 4.73 |
| 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 | 0.00 |
| 91 to 182 Days | 6.01 |
| 183 to 364 Days | 4.72 |
Data Source: Morningstar
© 2019 Morningstar. All Rights Reserved. The information, data, analyses and opinions (“Information”) contained herein:
(2) may not be copied or redistributed except as specifically authorised;
(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
(5) are not warranted to be complete, accurate or timely; and
(6) may be drawn from fund data published on various dates.
Morningstar and Phillip Securities Pte Ltd are not responsible for any trading decisions, damages or other losses related to the Information or its use. Please verify all of the Information before using it and don’t make any investment decision except upon the advice of a professional financial adviser. Past performance is no guarantee of future results. The value and income derived from investments may go down as well as up.
For the most up-to-date fund’s data and information, a copy of the fund factsheet, information or prospectus may be obtained from the respective ETF issuer.
