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Invesco Bloomberg Commodity UCITS ETF (EUR Hedged)...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF4J0300
WKNA2JN3K
IssuerInvesco
Inception DateAug 16, 2018
CategoryCommodities
Index TrackedBloomberg Commodity (EUR Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc has a high expense ratio of 0.24%, indicating higher-than-average management fees.


Expense ratio chart for CMOE.DE: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Share Price Chart


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Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc

Popular comparisons: CMOE.DE vs. VHVG.L, CMOE.DE vs. SPY

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
-1.18%
20.75%
CMOE.DE (Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc had a return of 4.25% year-to-date (YTD) and 1.06% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date4.25%5.84%
1 month3.70%-2.98%
6 months-0.27%22.02%
1 year1.06%24.47%
5 years (annualized)N/A11.44%
10 years (annualized)N/A10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.54%-1.58%3.05%
2023-0.45%-0.04%-3.11%-1.90%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CMOE.DE is 23, indicating that it is in the bottom 23% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of CMOE.DE is 2323
Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc(CMOE.DE)
The Sharpe Ratio Rank of CMOE.DE is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of CMOE.DE is 2323Sortino Ratio Rank
The Omega Ratio Rank of CMOE.DE is 2323Omega Ratio Rank
The Calmar Ratio Rank of CMOE.DE is 2323Calmar Ratio Rank
The Martin Ratio Rank of CMOE.DE is 2323Martin 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 Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CMOE.DE
Sharpe ratio
The chart of Sharpe ratio for CMOE.DE, currently valued at 0.24, compared to the broader market-1.000.001.002.003.004.000.24
Sortino ratio
The chart of Sortino ratio for CMOE.DE, currently valued at 0.41, compared to the broader market-2.000.002.004.006.008.000.41
Omega ratio
The chart of Omega ratio for CMOE.DE, currently valued at 1.05, compared to the broader market1.001.502.001.05
Calmar ratio
The chart of Calmar ratio for CMOE.DE, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.000.10
Martin ratio
The chart of Martin ratio for CMOE.DE, currently valued at 0.55, compared to the broader market0.0010.0020.0030.0040.0050.0060.000.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.008.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market1.001.502.001.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.008.0010.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.0040.0050.0060.008.05

Sharpe Ratio

The current Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc Sharpe ratio is 0.24. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.24
2.35
CMOE.DE (Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-23.99%
-3.59%
CMOE.DE (Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc. 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 (EUR Hedged) Acc was 29.62%, occurring on Feb 26, 2024. The portfolio has not yet recovered.

The current Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc drawdown is 23.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.62%Jun 9, 2022441Feb 26, 2024
-10.61%Mar 9, 20225Mar 15, 202250May 26, 202255
-3.89%Feb 25, 20221Feb 25, 20222Mar 1, 20223
-1.45%May 31, 20222Jun 1, 20223Jun 6, 20225
-0.53%May 27, 20221May 27, 20221May 30, 20222

Volatility

Volatility Chart

The current Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc volatility is 3.17%, 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%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.17%
3.44%
CMOE.DE (Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)