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L&G All Commodities UCITS ETF (BCOG.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF0BCP69
WKNA2DQ7M
IssuerLegal & General
Inception DateJul 6, 2017
CategoryCommodities
Index TrackedBloomberg Commodity
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The L&G All Commodities UCITS ETF features an expense ratio of 0.15%, falling within the medium range.


Expense ratio chart for BCOG.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Share Price Chart


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L&G All Commodities UCITS ETF

Performance

Performance Chart

The chart shows the growth of an initial investment of £10,000 in L&G All Commodities UCITS ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
45.74%
115.14%
BCOG.L (L&G All Commodities UCITS ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

L&G All Commodities UCITS ETF had a return of 7.99% year-to-date (YTD) and 5.30% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.99%6.92%
1 month6.64%-2.83%
6 months-2.00%23.86%
1 year5.30%23.33%
5 years (annualized)7.88%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.12%-0.88%2.99%
20233.55%0.61%-6.89%-2.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCOG.L is 29, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of BCOG.L is 2929
L&G All Commodities UCITS ETF(BCOG.L)
The Sharpe Ratio Rank of BCOG.L is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of BCOG.L is 3131Sortino Ratio Rank
The Omega Ratio Rank of BCOG.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of BCOG.L is 2929Calmar Ratio Rank
The Martin Ratio Rank of BCOG.L is 2525Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for L&G All Commodities UCITS ETF (BCOG.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BCOG.L
Sharpe ratio
The chart of Sharpe ratio for BCOG.L, currently valued at 0.45, compared to the broader market-1.000.001.002.003.004.000.45
Sortino ratio
The chart of Sortino ratio for BCOG.L, currently valued at 0.74, compared to the broader market-2.000.002.004.006.008.000.74
Omega ratio
The chart of Omega ratio for BCOG.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for BCOG.L, currently valued at 0.20, compared to the broader market0.002.004.006.008.0010.0012.000.20
Martin ratio
The chart of Martin ratio for BCOG.L, currently valued at 0.80, compared to the broader market0.0020.0040.0060.000.80
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current L&G All Commodities UCITS ETF Sharpe ratio is 0.45. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
0.45
1.88
BCOG.L (L&G All Commodities UCITS ETF)
Benchmark (^GSPC)

Dividends

Dividend History


L&G All Commodities UCITS ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-18.20%
-2.11%
BCOG.L (L&G All Commodities UCITS ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the L&G All Commodities UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the L&G All Commodities UCITS ETF was 28.15%, occurring on Apr 28, 2020. Recovery took 255 trading sessions.

The current L&G All Commodities UCITS ETF drawdown is 18.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.15%May 25, 2018487Apr 28, 2020255May 6, 2021742
-26.12%Jun 9, 2022434Feb 26, 2024
-9.83%Mar 9, 20226Mar 16, 202227Apr 26, 202233
-8.03%Nov 7, 2017101Apr 4, 201825May 10, 2018126
-7.78%Nov 25, 202118Dec 20, 202122Jan 25, 202240

Volatility

Volatility Chart

The current L&G All Commodities UCITS ETF volatility is 4.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2024FebruaryMarchApril
4.05%
4.38%
BCOG.L (L&G All Commodities UCITS ETF)
Benchmark (^GSPC)