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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Invesco Bloomberg Commodity 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.
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Returns By Period
Invesco Bloomberg Commodity UCITS ETF (CMOD.L) has returned 24.38% so far this year and 32.73% over the past 12 months.
Invesco Bloomberg Commodity UCITS ETF
- 1D
- 0.57%
- 1M
- 12.21%
- YTD
- 24.38%
- 6M
- 32.05%
- 1Y
- 32.73%
- 3Y*
- 13.75%
- 5Y*
- 13.60%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Jan 12, 2017, CMOD.L's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.
Historically, 54% of months were positive and 46% were negative. The best month was Mar 2026 with a return of +12.2%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, CMOD.L closed higher 53% of trading days. The best single day was Mar 1, 2022 with a return of +4.4%, while the worst single day was Feb 2, 2026 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.61% | -0.69% | 12.21% | 24.38% | |||||||||
| 2025 | 4.32% | 0.65% | 3.67% | -4.16% | -1.28% | 2.59% | -0.79% | 1.64% | 2.70% | 2.50% | 3.37% | 0.20% | 16.16% |
| 2024 | -0.27% | -1.50% | 3.00% | 3.18% | 1.31% | -1.19% | -4.63% | 0.56% | 4.52% | -1.82% | 0.60% | 0.62% | 4.13% |
| 2023 | -0.58% | -4.63% | -0.35% | -0.90% | -5.28% | 3.68% | 6.13% | -0.43% | -0.29% | 0.03% | -2.87% | -1.80% | -7.56% |
| 2022 | 8.10% | 6.56% | 10.04% | 3.17% | 2.60% | -10.76% | 2.90% | -0.35% | -7.13% | -0.07% | 3.26% | -2.68% | 14.50% |
| 2021 | 3.49% | 6.16% | -2.80% | 8.11% | 3.72% | -0.48% | 3.86% | -0.37% | 4.81% | 2.64% | -7.22% | 3.47% | 27.35% |
Benchmark Metrics
Invesco Bloomberg Commodity UCITS ETF has an annualized alpha of 5.40%, beta of 0.17, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since January 13, 2017.
- This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.12%) than losses (29.77%) — typical of diversified or defensive assets.
- Beta of 0.17 may look defensive, but with R² of 0.04 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R² of 0.04 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 5.40%
- Beta
- 0.17
- R²
- 0.04
- Upside Capture
- 33.12%
- Downside Capture
- 29.77%
Expense Ratio
CMOD.L has an expense ratio of 0.19%, which is considered low.
Return for Risk
Risk / Return Rank
CMOD.L ranks 88 for risk / return — in the top 88% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and compare them to a chosen benchmark (S&P 500 Index).
| CMOD.L | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 0.90 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.62 | 1.39 | +1.24 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.21 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.59 | 1.40 | +2.19 |
Martin ratioReturn relative to average drawdown | 9.13 | 6.61 | +2.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore CMOD.L risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Invesco Bloomberg Commodity 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 Invesco Bloomberg Commodity UCITS ETF was 33.16%, occurring on Apr 27, 2020. Recovery took 252 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.16% | May 25, 2018 | 487 | Apr 27, 2020 | 252 | Apr 26, 2021 | 739 |
| -26.86% | Jun 9, 2022 | 245 | May 31, 2023 | 672 | Jan 23, 2026 | 917 |
| -10.83% | Feb 13, 2017 | 92 | Jun 26, 2017 | 138 | Jan 15, 2018 | 230 |
| -10.49% | Mar 9, 2022 | 6 | Mar 16, 2022 | 48 | May 26, 2022 | 54 |
| -10.41% | Oct 26, 2021 | 40 | Dec 20, 2021 | 24 | Jan 26, 2022 | 64 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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