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AIA vs. CMFP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AIA vs. CMFP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Asia 50 ETF (AIA) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AIA is traded in USD, while CMFP.L is traded in GBp. To make them comparable, the CMFP.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, AIA achieves a 50.12% return, which is significantly higher than CMFP.L's 13.99% return. Over the past 10 years, AIA has outperformed CMFP.L with an annualized return of 15.46%, while CMFP.L has yielded a comparatively lower 7.84% annualized return.


AIA

1D
3.85%
1M
10.80%
YTD
50.12%
6M
57.01%
1Y
90.86%
3Y*
35.89%
5Y*
12.70%
10Y*
15.46%

CMFP.L

1D
-0.48%
1M
-5.94%
YTD
13.99%
6M
16.26%
1Y
22.47%
3Y*
10.93%
5Y*
11.33%
10Y*
7.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIA vs. CMFP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AIA
iShares Asia 50 ETF
50.12%47.79%20.26%4.32%-24.08%-10.91%33.73%22.21%-14.22%45.00%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
13.99%16.67%5.08%-6.76%18.60%33.39%2.11%8.16%-8.64%2.76%

Correlation

The correlation between AIA and CMFP.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.28

Correlation (All Time)
Calculated using the full available price history since Mar 15, 2010

0.31

The correlation between AIA and CMFP.L shifts across timeframes, from 0.20 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

AIA vs. CMFP.L — Risk / Return Rank

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

AIA
AIA Risk / Return Rank: 9393
Overall Rank
AIA Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
AIA Sortino Ratio Rank: 9090
Sortino Ratio Rank
AIA Omega Ratio Rank: 9292
Omega Ratio Rank
AIA Calmar Ratio Rank: 9494
Calmar Ratio Rank
AIA Martin Ratio Rank: 9393
Martin Ratio Rank

CMFP.L
CMFP.L Risk / Return Rank: 5252
Overall Rank
CMFP.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 4848
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5151
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.

AIA vs. CMFP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Asia 50 ETF (AIA) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AIACMFP.LDifference
Sharpe ratioReturn per unit of total volatility

+1.70

Sortino ratioReturn per unit of downside risk

+1.68

Omega ratioGain probability vs. loss probability

1.55

1.27

+0.27

Calmar ratioReturn relative to maximum drawdown

6.46

2.70

+3.75

Martin ratioReturn relative to average drawdown

22.37

7.67

+14.70

AIA vs. CMFP.L - Sharpe Ratio Comparison

The current AIA Sharpe Ratio is 3.25, which is higher than the CMFP.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of AIA and CMFP.L, 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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Drawdowns

AIA vs. CMFP.L - Drawdown Comparison

The maximum AIA drawdown since its inception was -60.89%, smaller than the maximum CMFP.L drawdown of -72.10%. Use the drawdown chart below to compare losses from any high point for AIA and CMFP.L.


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Drawdown Indicators


AIACMFP.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.89%

-72.10%

+11.21%

Max Drawdown (1Y)

Largest decline over 1 year

-14.15%

-8.27%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-21.64%

-23.04%

+1.40%

Max Drawdown (5Y)

Largest decline over 5 years

-50.11%

-23.04%

-27.07%

Max Drawdown (10Y)

Largest decline over 10 years

-54.64%

-30.49%

-24.15%

Current Drawdown

Current decline from peak

-2.84%

-21.78%

+18.94%

Average Drawdown

Average peak-to-trough decline

-16.66%

-49.88%

+33.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

2.92%

+1.16%

Volatility

AIA vs. CMFP.L - Volatility Comparison

iShares Asia 50 ETF (AIA) has a higher volatility of 14.78% compared to L&G Longer Dated All Commodities UCITS ETF (CMFP.L) at 4.25%. This indicates that AIA's price experiences larger fluctuations and is considered to be riskier than CMFP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AIACMFP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.78%

4.25%

+10.53%

Volatility (6M)

Calculated over the trailing 6-month period

24.69%

12.41%

+12.28%

Volatility (1Y)

Calculated over the trailing 1-year period

28.13%

14.44%

+13.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.02%

20.39%

+5.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.82%

16.60%

+7.22%

AIA vs. CMFP.L - Expense Ratio Comparison

AIA has a 0.50% expense ratio, which is higher than CMFP.L's 0.30% expense ratio.


Dividends

AIA vs. CMFP.L - Dividend Comparison

AIA's dividend yield for the trailing twelve months is around 2.03%, while CMFP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AIA
iShares Asia 50 ETF
2.03%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AIA and CMFP.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMFP.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMFP.L is cheaper with a 0.30% expense ratio, compared with 0.50% for AIA.

AIA is categorized as Asia Pacific Equities, while CMFP.L is Commodities. AIA tracks S&P Asia 50, while CMFP.L tracks Bloomberg Commodity 3 Month Forward. They also come from different issuers: iShares and Legal & General. Their fees differ too: 0.50% for AIA and 0.30% for CMFP.L.

Portfolio Optimizer

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