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

Performance

BCOG.L vs. SMEA.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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCOG.L achieves a 16.06% return, which is significantly higher than SMEA.L's 9.17% return.


BCOG.L

1D
0.51%
1M
-8.33%
YTD
16.06%
6M
14.81%
1Y
28.57%
3Y*
9.80%
5Y*
10.83%
10Y*

SMEA.L

1D
0.68%
1M
2.03%
YTD
9.17%
6M
9.58%
1Y
23.59%
3Y*
15.45%
5Y*
10.33%
10Y*
10.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
BCOG.L
L&G All Commodities UCITS ETF
16.06%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-1.43%-23.52%
SMEA.L
iShares Core MSCI Europe UCITS ETF EUR (Acc)
9.17%25.88%3.68%13.36%-3.48%16.94%2.44%19.59%-9.45%3.59%

Correlation

The correlation between BCOG.L and SMEA.L is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.21

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

-0.04

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

0.03

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

0.14

The correlation between BCOG.L and SMEA.L shifts across timeframes, from -0.21 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BCOG.L vs. SMEA.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: 5252
Overall Rank
BCOG.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 5353
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 5353
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5555
Martin Ratio Rank

SMEA.L
SMEA.L Risk / Return Rank: 6363
Overall Rank
SMEA.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SMEA.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
SMEA.L Omega Ratio Rank: 7272
Omega Ratio Rank
SMEA.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
SMEA.L Martin Ratio Rank: 5353
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. SMEA.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 iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.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.LSMEA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.35

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.29

1.37

-0.08

Calmar ratioReturn relative to maximum drawdown

2.30

2.22

+0.08

Martin ratioReturn relative to average drawdown

8.45

7.97

+0.48

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

The current BCOG.L Sharpe Ratio is 1.59, which is comparable to the SMEA.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BCOG.L and SMEA.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

BCOG.L vs. SMEA.L - Drawdown Comparison

The maximum BCOG.L drawdown since its inception was -40.03%, which is greater than SMEA.L's maximum drawdown of -30.06%. Use the drawdown chart below to compare losses from any high point for BCOG.L and SMEA.L.


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Drawdown Indicators


BCOG.LSMEA.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-30.06%

-9.97%

Max Drawdown (1Y)

Largest decline over 1 year

-12.37%

-10.56%

-1.81%

Max Drawdown (3Y)

Largest decline over 3 years

-26.54%

-14.06%

-12.48%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

-15.76%

-12.00%

Max Drawdown (10Y)

Largest decline over 10 years

-28.56%

Current Drawdown

Current decline from peak

-11.93%

-0.22%

-11.71%

Average Drawdown

Average peak-to-trough decline

-19.02%

-6.64%

-12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.37%

2.95%

+0.42%

Volatility

BCOG.L vs. SMEA.L - Volatility Comparison

L&G All Commodities UCITS ETF (BCOG.L) has a higher volatility of 4.08% compared to iShares Core MSCI Europe UCITS ETF EUR (Acc) (SMEA.L) at 2.93%. This indicates that BCOG.L's price experiences larger fluctuations and is considered to be riskier than SMEA.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.LSMEA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.08%

2.93%

+1.15%

Volatility (6M)

Calculated over the trailing 6-month period

16.06%

10.23%

+5.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.85%

12.09%

+5.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.53%

18.16%

+3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

17.01%

+2.85%

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

BCOG.L has a 0.15% expense ratio, which is higher than SMEA.L's 0.12% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

BCOG.L vs. SMEA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


BCOG.L and SMEA.L have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SMEA.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SMEA.L is cheaper with a 0.12% expense ratio, compared with 0.15% for BCOG.L.

BCOG.L is categorized as Commodities, while SMEA.L is Europe Equities. BCOG.L tracks Bloomberg Commodity, while SMEA.L tracks MSCI Europe NR EUR. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.15% for BCOG.L and 0.12% for SMEA.L.

Portfolio Optimizer

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