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

Performance

CMFP.L vs. AIA - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, CMFP.L achieves a 14.35% return, which is significantly lower than AIA's 50.79% return. Over the past 10 years, CMFP.L has underperformed AIA with an annualized return of 8.57%, while AIA has yielded a comparatively higher 16.26% annualized return.


CMFP.L

1D
-0.63%
1M
-6.61%
YTD
14.35%
6M
15.89%
1Y
23.80%
3Y*
9.26%
5Y*
12.26%
10Y*
8.57%

AIA

1D
3.78%
1M
10.05%
YTD
50.79%
6M
56.57%
1Y
93.11%
3Y*
33.88%
5Y*
13.65%
10Y*
16.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMFP.L vs. AIA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
14.35%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-3.16%-6.17%
AIA
iShares Asia 50 ETF
50.79%37.26%22.36%-0.89%-15.06%-10.07%29.80%17.56%-9.14%32.46%

Correlation

The correlation between CMFP.L and AIA is 0.06, 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

0.06

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

0.11

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

0.10

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

0.22

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

0.26

The correlation between CMFP.L and AIA shifts across timeframes, from 0.06 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMFP.L vs. AIA — Risk / Return Rank

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

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

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
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.

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

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


CMFP.LAIADifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-1.98

Omega ratioGain probability vs. loss probability

1.29

1.62

-0.33

Calmar ratioReturn relative to maximum drawdown

3.15

8.00

-4.85

Martin ratioReturn relative to average drawdown

8.23

25.33

-17.10

CMFP.L vs. AIA - Sharpe Ratio Comparison

The current CMFP.L Sharpe Ratio is 1.59, which is lower than the AIA Sharpe Ratio of 3.60. The chart below compares the historical Sharpe Ratios of CMFP.L and AIA, 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

CMFP.L vs. AIA - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -66.80%, which is greater than AIA's maximum drawdown of -46.86%. Use the drawdown chart below to compare losses from any high point for CMFP.L and AIA.


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Drawdown Indicators


CMFP.LAIADifference

Max Drawdown

Largest peak-to-trough decline

-66.80%

-46.86%

-19.94%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-11.70%

+4.17%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-21.92%

-3.23%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-39.70%

+14.55%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-45.18%

+20.03%

Current Drawdown

Current decline from peak

-9.06%

-2.46%

-6.60%

Average Drawdown

Average peak-to-trough decline

-43.95%

-12.36%

-31.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

3.69%

-0.81%

Volatility

CMFP.L vs. AIA - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (CMFP.L) is 3.78%, while iShares Asia 50 ETF (AIA) has a volatility of 14.00%. This indicates that CMFP.L experiences smaller price fluctuations and is considered to be less risky than AIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFP.LAIADifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

14.00%

-10.22%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

22.69%

-10.36%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

26.07%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

23.81%

-3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

22.71%

-5.87%

CMFP.L vs. AIA - Expense Ratio Comparison

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


Dividends

CMFP.L vs. AIA - Dividend Comparison

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


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


CMFP.L and AIA have a correlation of 0.06, 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.

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

Portfolio Optimizer

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