COMM.L's Sortino Ratio of 2.64 indicates that for each unit of downside volatility, it generates 2.64 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 4, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
COMM.L Sortino Ratio Rank
COMM.L ranks above 54.6% of all investments in our database based on Sortino Ratio over the past 12 months, indicating moderate downside protection relative to peers. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns are proportional to downside risk—neither strong nor weak
- Evaluate whether downside volatility aligns with your risk tolerance
- Review higher-ranked alternatives in the same category
- Monitor rank direction to identify improving or deteriorating trends
COMM.L Sortino Ratio Market Positioning
The chart shows COMM.L's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): 1.30 or lower
- Yellow zone (middle 50%): 1.30 to 3.34
- Green zone (top 25%): 3.34 or higher
- Top 1%: 12.99+
- Median: 2.40 — half of all investments score higher
How it compares to other similar ETFs
The table compares iShares Diversified Commodity Swap UCITS ETF's Sortino Ratio with other ETFs in the Commodities category across multiple time periods, showing how COMM.L's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| ETRA.L | L&G New Energy Commodities UCITS ETF USD Acc | 4.02 | |||
| UD08.L | UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (hedged to GBP) A-acc | 3.92 | |||
| CXAP.L | UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc | 3.71 | |||
| WCOM.L | WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc | 3.53 | |||
| WXAG.L | WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF USD Acc | 3.45 | |||
| ROLG.L | iShares Bloomberg Roll Select Commodity Swap UCITS ETF USD | 3.39 | |||
| UC90.L | UBS ETF (IE) CMCI Composite SF UCITS ETF (hedged to GBP) A-acc | 3.38 | |||
| WCOB.L | WisdomTree Enhanced Commodity UCITS ETF USD Acc | 3.31 | |||
| WCOG.L | WisdomTree Enhanced Commodity UCITS ETF USD | 3.20 | |||
| UD06.L | UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 3.13 | |||
| COMM.L | iShares Diversified Commodity Swap UCITS ETF | 2.64 |
Historical Sortino Ratio
The chart shows COMM.L's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when COMM.L consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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