PortfoliosLab logoPortfoliosLab logo
BCOG.L vs. COMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCOG.L vs. COMF.L - Performance Comparison

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

Loading charts...

Different Trading Currencies

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

Returns By Period

In the year-to-date period, BCOG.L achieves a 19.93% return, which is significantly higher than COMF.L's 14.74% return.


BCOG.L

1D
-0.83%
1M
1.09%
6M
14.90%
YTD
19.93%
1Y
28.94%
3Y*
11.35%
5Y*
10.86%
10Y*

COMF.L

1D
0.00%
1M
0.01%
6M
9.74%
YTD
14.74%
1Y
22.89%
3Y*
10.18%
5Y*
11.54%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCOG.L vs. COMF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCOG.L
L&G All Commodities UCITS ETF
19.93%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-1.43%-23.52%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
14.74%8.14%6.96%-11.05%32.85%34.22%-0.49%3.28%-3.00%3.21%

Correlation

The correlation between BCOG.L and COMF.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.85

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

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2017

0.80

The correlation between BCOG.L and COMF.L shifts across timeframes, from 0.80 (all time) to 0.91 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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


Return for Risk

BCOG.L vs. COMF.L — Risk / Return Rank

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

BCOG.L
BCOG.L Risk / Return Rank: 5454
Overall Rank
BCOG.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5151
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 5757
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 4949
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 5858
Overall Rank
COMF.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 6666
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 4848
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.

BCOG.L vs. COMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (BCOG.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.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.


BCOG.LCOMF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.17

2.19

-0.02

Martin ratioReturn relative to average drawdown

6.72

6.78

-0.06

BCOG.L vs. COMF.L - Sharpe Ratio Comparison

The current BCOG.L Sharpe Ratio is 1.59, which is comparable to the COMF.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of BCOG.L and COMF.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.


Loading charts...

Drawdowns

BCOG.L vs. COMF.L - Drawdown Comparison

The maximum BCOG.L drawdown since its inception was -40.03%, smaller than the maximum COMF.L drawdown of -50.51%. Use the drawdown chart below to compare losses from any high point for BCOG.L and COMF.L.


Loading charts...

Drawdown Indicators


BCOG.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-50.51%

+10.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-10.49%

-2.80%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-13.06%

-13.48%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-23.88%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

Current Drawdown

Current decline from peak

-8.99%

-7.50%

-1.49%

Average Drawdown

Average peak-to-trough decline

-18.97%

-23.27%

+4.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.29%

3.39%

+0.90%

Volatility

BCOG.L vs. COMF.L - Volatility Comparison

L&G All Commodities UCITS ETF (BCOG.L) has a higher volatility of 4.56% compared to L&G Longer Dated All Commodities UCITS ETF (COMF.L) at 3.57%. This indicates that BCOG.L's price experiences larger fluctuations and is considered to be riskier than COMF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BCOG.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.56%

3.57%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

12.14%

+3.92%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

14.53%

+3.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.54%

15.17%

+6.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.84%

14.17%

+5.67%

BCOG.L vs. COMF.L - Expense Ratio Comparison

BCOG.L has a 0.15% expense ratio, which is lower than COMF.L's 0.30% expense ratio.


Dividends

BCOG.L vs. COMF.L - Dividend Comparison

Neither BCOG.L nor COMF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.91, BCOG.L and COMF.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BCOG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCOG.L is cheaper with a 0.15% expense ratio, compared with 0.30% for COMF.L.

BCOG.L tracks Bloomberg Commodity, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: Legal & General and L&G. Their fees differ too: 0.15% for BCOG.L and 0.30% for COMF.L.

Portfolio Optimizer

Find the right allocation for BCOG.L and COMF.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer