COMT
iShares GSCI Cmd Dyn Roll Stgy ETF
S&P GSCI Dynamic Roll TR USD
NAV as of
4 Week: 25.61 - 27.92
52 Week: 25.61 - 46.11
Latest Closing Price
25.92
Premium / Discount
-0.22
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 | -8.05 | 1.13 | -7.11 |
| 1 Day | 0.70 | 0.00 | 0.00 |
| 1 Week | -1.82 | 3.15 | -0.58 |
| 1 Month | -5.37 | 5.12 | -1.05 |
| 3 Months | -6.80 | 9.02 | -0.75 |
| 6 Months | -30.29 | 28.93 | -1.05 |
| 1 Year | -37.83 | 35.37 | -1.07 |
| 2 Years | -14.57 | 46.66 | -0.31 |
| 3 Years | 18.74 | 50.35 | 0.37 |
| 5 Years | -30.36 | 56.80 | -0.53 |
| 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: 105
Number of Bond Holdings: 2
Number of Equity Holdings: 1
Total Market Value: 1,861,739,138
Portfolio Composition
Top 10 Holdings
| % Portfolio Weight | Shares Owned | Shares Changed | Market Value | ||
|---|---|---|---|---|---|
| 1 | Crude Oil Dec23 | 19.6080 | 2,592 | 2,592 | 174,208,320 |
| 2 | Brent Crude Future Dec 23 | 18.6499 | 2,294 | 2,294 | 165,695,620 |
| 3 | Corn Future Sept 23 | 6.0202 | 1,885 | 1,885 | 53,486,875 |
| 4 | Low Sulphur Gasoil Future May 23 | 5.6543 | 691 | 691 | 50,235,700 |
| 5 | Gold 100 Oz Jun 23 | 4.9123 | 225 | 225 | 43,643,250 |
| 6 | Lme Copper Dec 23 | 4.8916 | 204 | 204 | 43,459,803 |
| 7 | S-Oil Future Apr 23 | 4.6631 | 389 | 0 | 41,429,900 |
| 8 | RBOB Gasoline Future Sept 23 | 4.2419 | 421 | 421 | 37,687,415 |
| 9 | Live Cattle Future June 23 | 4.1812 | 592 | 592 | 37,148,000 |
| 10 | LME PRI ALUM DEC 24 | 4.0729 | 582 | 582 | 36,185,850 |
Country Exposure
Regional Exposure
America
Greater Europe
Greater Asia
Market Classification
Market Capitalization
| Size | % of portfolio |
|---|---|
| Giant | 0.00 |
| Large | 4.66 |
| 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*
5.6718
Price/Book*
0.9937
Price/Sales*
0.1655
Price/Cash Flow*
1.2598
Dividend Yield*
26.8410
Growth Measures
Long-Term Earnings
106.6000
Historical Earnings
145.5903
Sales Growth
36.7548
Cash-Flow Growth
9.8183
Book-Value Growth
14.7878
*Forward-looking based on historical data.
Equity Sector
Number of Bond Holdings
2
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 | 2.37 |
| 183 to 364 Days | 0.00 |
Data Source: Morningstar
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(3) do not constitute investment advice;
(4) are provided solely for informational purposes;
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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.
