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BCOG.L vs. REGB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCOG.L vs. REGB.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 VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)20252024202320222021
BCOG.L
L&G All Commodities UCITS ETF
24.31%8.16%6.13%-12.32%29.36%-1.23%
REGB.L
VanEck Rare Earth and Strategic Metals UCITS ETF A
22.23%75.67%-34.55%-22.78%-22.89%14.56%
Different Trading Currencies

BCOG.L is traded in GBp, while REGB.L is traded in GBP. To make them comparable, the REGB.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 24.31% return, which is significantly higher than REGB.L's 22.23% return.


BCOG.L

1D
-2.15%
1M
9.29%
YTD
24.31%
6M
32.11%
1Y
26.91%
3Y*
10.75%
5Y*
14.57%
10Y*

REGB.L

1D
2.29%
1M
-11.72%
YTD
22.23%
6M
36.79%
1Y
121.75%
3Y*
1.25%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

BCOG.L has a 0.15% expense ratio, which is lower than REGB.L's 0.59% expense ratio.


Return for Risk

BCOG.L vs. REGB.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: 7878
Overall Rank
BCOG.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 7777
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6565
Martin Ratio Rank

REGB.L
REGB.L Risk / Return Rank: 9595
Overall Rank
REGB.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
REGB.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
REGB.L Omega Ratio Rank: 9090
Omega Ratio Rank
REGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
REGB.L Martin Ratio Rank: 9595
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. REGB.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 VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.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.


BCOG.LREGB.LDifference

Sharpe ratio

Return per unit of total volatility

1.61

2.74

-1.14

Sortino ratio

Return per unit of downside risk

2.17

3.24

-1.07

Omega ratio

Gain probability vs. loss probability

1.30

1.39

-0.09

Calmar ratio

Return relative to maximum drawdown

3.12

5.97

-2.85

Martin ratio

Return relative to average drawdown

7.02

16.59

-9.56

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

The current BCOG.L Sharpe Ratio is 1.61, which is lower than the REGB.L Sharpe Ratio of 2.74. The chart below compares the historical Sharpe Ratios of BCOG.L and REGB.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCOG.LREGB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.74

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

-0.02

+0.53

Correlation

The correlation between BCOG.L and REGB.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BCOG.L vs. REGB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

BCOG.L vs. REGB.L - Drawdown Comparison

The maximum BCOG.L drawdown since its inception was -28.15%, smaller than the maximum REGB.L drawdown of -72.41%. Use the drawdown chart below to compare losses from any high point for BCOG.L and REGB.L.


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Drawdown Indicators


BCOG.LREGB.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.15%

-72.41%

+44.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.54%

-20.93%

+11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

Current Drawdown

Current decline from peak

-2.15%

-28.59%

+26.44%

Average Drawdown

Average peak-to-trough decline

-11.83%

-40.81%

+28.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

7.53%

-3.73%

Volatility

BCOG.L vs. REGB.L - Volatility Comparison

The current volatility for L&G All Commodities UCITS ETF (BCOG.L) is 7.99%, while VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.L) has a volatility of 14.95%. This indicates that BCOG.L experiences smaller price fluctuations and is considered to be less risky than REGB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCOG.LREGB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

14.95%

-6.96%

Volatility (6M)

Calculated over the trailing 6-month period

13.19%

35.70%

-22.51%

Volatility (1Y)

Calculated over the trailing 1-year period

16.68%

44.13%

-27.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.45%

44.80%

-28.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

44.80%

-29.33%