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^BCOM vs. GERD.DE
Performance
Return for Risk
Drawdowns
Volatility

Performance

^BCOM vs. GERD.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bloomberg Commodity Index (^BCOM) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

^BCOM is traded in USD, while GERD.DE is traded in EUR. To make them comparable, the GERD.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ^BCOM achieves a 23.60% return, which is significantly higher than GERD.DE's 13.09% return.


^BCOM

1D
-1.15%
1M
-3.91%
YTD
23.60%
6M
22.00%
1Y
32.42%
3Y*
10.66%
5Y*
7.44%
10Y*
4.40%

GERD.DE

1D
-0.05%
1M
4.90%
YTD
13.09%
6M
15.27%
1Y
28.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

^BCOM vs. GERD.DE - Yearly Performance Comparison


2026 (YTD)202520242023
^BCOM
Bloomberg Commodity Index
23.60%11.07%0.12%-5.84%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
13.09%24.47%11.76%8.36%

Correlation

The correlation between ^BCOM and GERD.DE is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.10

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2023

0.15

The correlation between ^BCOM and GERD.DE shifts across timeframes, from -0.10 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

^BCOM vs. GERD.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^BCOM
^BCOM Risk / Return Rank: 6969
Overall Rank
^BCOM Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
^BCOM Sortino Ratio Rank: 5858
Sortino Ratio Rank
^BCOM Omega Ratio Rank: 6868
Omega Ratio Rank
^BCOM Calmar Ratio Rank: 9191
Calmar Ratio Rank
^BCOM Martin Ratio Rank: 6666
Martin Ratio Rank

GERD.DE
GERD.DE Risk / Return Rank: 7171
Overall Rank
GERD.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
GERD.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
GERD.DE Omega Ratio Rank: 6767
Omega Ratio Rank
GERD.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
GERD.DE Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^BCOM vs. GERD.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bloomberg Commodity Index (^BCOM) and L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


^BCOMGERD.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.33

1.39

-0.05

Calmar ratioReturn relative to maximum drawdown

4.16

3.14

+1.02

Martin ratioReturn relative to average drawdown

9.80

12.55

-2.75

^BCOM vs. GERD.DE - Sharpe Ratio Comparison

The current ^BCOM Sharpe Ratio is 1.85, which is comparable to the GERD.DE Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of ^BCOM and GERD.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


^BCOMGERD.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.85

2.20

-0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.06

1.43

-1.37

Drawdowns

^BCOM vs. GERD.DE - Drawdown Comparison

The maximum ^BCOM drawdown since its inception was -75.00%, which is greater than GERD.DE's maximum drawdown of -15.30%. Use the drawdown chart below to compare losses from any high point for ^BCOM and GERD.DE.


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Drawdown Indicators


^BCOMGERD.DEDifference

Max Drawdown

Largest peak-to-trough decline

-75.00%

-15.30%

-59.70%

Max Drawdown (1Y)

Largest decline over 1 year

-7.62%

-8.95%

+1.33%

Max Drawdown (3Y)

Largest decline over 3 years

-13.78%

Max Drawdown (5Y)

Largest decline over 5 years

-31.68%

Max Drawdown (10Y)

Largest decline over 10 years

-35.05%

Current Drawdown

Current decline from peak

-43.02%

-0.34%

-42.68%

Average Drawdown

Average peak-to-trough decline

-33.21%

-1.94%

-31.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.27%

2.24%

+1.03%

Volatility

^BCOM vs. GERD.DE - Volatility Comparison

Bloomberg Commodity Index (^BCOM) has a higher volatility of 5.01% compared to L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc (GERD.DE) at 3.64%. This indicates that ^BCOM's price experiences larger fluctuations and is considered to be riskier than GERD.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^BCOMGERD.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.01%

3.64%

+1.37%

Volatility (6M)

Calculated over the trailing 6-month period

15.28%

9.91%

+5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

17.15%

12.81%

+4.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.44%

13.79%

+2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.70%

13.79%

+0.91%

Frequently Asked Questions


^BCOM and GERD.DE have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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