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Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BD6FTQ80
WKNA2AUD2
IssuerInvesco
Inception DateJan 9, 2017
CategoryCommodities
Index TrackedBloomberg Commodity
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The Invesco Bloomberg Commodity UCITS ETF Acc features an expense ratio of 0.19%, falling within the medium range.


Expense ratio chart for CMOP.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Invesco Bloomberg Commodity UCITS ETF Acc

Popular comparisons: CMOP.L vs. GUNR

Performance

Performance Chart

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


20.00%40.00%60.00%80.00%100.00%120.00%NovemberDecember2024FebruaryMarchApril
33.81%
114.91%
CMOP.L (Invesco Bloomberg Commodity UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

Invesco Bloomberg Commodity UCITS ETF Acc had a return of 7.87% year-to-date (YTD) and 4.89% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.87%6.92%
1 month6.67%-2.83%
6 months-2.13%23.86%
1 year4.89%23.33%
5 years (annualized)7.58%11.66%
10 years (annualized)N/A10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.04%-0.84%2.92%
20233.53%0.65%-6.96%-2.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CMOP.L is 28, 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 CMOP.L is 2828
Invesco Bloomberg Commodity UCITS ETF Acc(CMOP.L)
The Sharpe Ratio Rank of CMOP.L is 3030Sharpe Ratio Rank
The Sortino Ratio Rank of CMOP.L is 3030Sortino Ratio Rank
The Omega Ratio Rank of CMOP.L is 2929Omega Ratio Rank
The Calmar Ratio Rank of CMOP.L is 2828Calmar Ratio Rank
The Martin Ratio Rank of CMOP.L is 2424Martin 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 Acc (CMOP.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


CMOP.L
Sharpe ratio
The chart of Sharpe ratio for CMOP.L, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.000.42
Sortino ratio
The chart of Sortino ratio for CMOP.L, currently valued at 0.71, compared to the broader market-2.000.002.004.006.008.000.71
Omega ratio
The chart of Omega ratio for CMOP.L, currently valued at 1.08, compared to the broader market0.501.001.502.002.501.08
Calmar ratio
The chart of Calmar ratio for CMOP.L, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.0012.000.18
Martin ratio
The chart of Martin ratio for CMOP.L, currently valued at 0.74, compared to the broader market0.0020.0040.0060.000.74
^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 Invesco Bloomberg Commodity UCITS ETF Acc Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
0.42
1.88
CMOP.L (Invesco Bloomberg Commodity UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


Invesco Bloomberg Commodity UCITS ETF Acc 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
-19.10%
-2.11%
CMOP.L (Invesco Bloomberg Commodity UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Invesco Bloomberg Commodity UCITS ETF 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 Acc was 28.10%, occurring on Apr 27, 2020. Recovery took 259 trading sessions.

The current Invesco Bloomberg Commodity UCITS ETF Acc drawdown is 19.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.1%May 25, 2018487Apr 27, 2020259May 6, 2021746
-26.93%Jun 9, 2022434Feb 26, 2024
-10.59%Apr 11, 2017240Mar 26, 201840May 24, 2018280
-10.25%Mar 9, 20226Mar 16, 202227Apr 26, 202233
-7.81%Nov 25, 202118Dec 20, 202122Jan 25, 202240

Volatility

Volatility Chart

The current Invesco Bloomberg Commodity UCITS ETF Acc volatility is 4.07%, 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
4.07%
4.38%
CMOP.L (Invesco Bloomberg Commodity UCITS ETF Acc)
Benchmark (^GSPC)