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

Performance

CMFP.L vs. BCOG.L - 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 L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
18.32%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-3.16%1.77%
BCOG.L
L&G All Commodities UCITS ETF
27.04%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-4.64%1.28%

Returns By Period

In the year-to-date period, CMFP.L achieves a 18.32% return, which is significantly lower than BCOG.L's 27.04% return.


CMFP.L

1D
-0.31%
1M
7.90%
YTD
18.32%
6M
25.33%
1Y
21.17%
3Y*
9.02%
5Y*
15.47%
10Y*
10.17%

BCOG.L

1D
0.56%
1M
14.55%
YTD
27.04%
6M
34.77%
1Y
29.94%
3Y*
11.55%
5Y*
15.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

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


Return for Risk

CMFP.L vs. BCOG.L — 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: 7171
Overall Rank
CMFP.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 7373
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 4747
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 8282
Overall Rank
BCOG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 8686
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6060
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. BCOG.L - 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 L&G All Commodities UCITS ETF (BCOG.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.


CMFP.LBCOG.LDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.80

-0.33

Sortino ratio

Return per unit of downside risk

1.96

2.41

-0.45

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratio

Return relative to maximum drawdown

2.31

3.11

-0.80

Martin ratio

Return relative to average drawdown

4.56

5.97

-1.40

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

The current CMFP.L Sharpe Ratio is 1.47, which is comparable to the BCOG.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CMFP.L and BCOG.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


CMFP.LBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.80

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.92

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

0.53

-0.26

Correlation

The correlation between CMFP.L and BCOG.L is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CMFP.L vs. BCOG.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CMFP.L vs. BCOG.L - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -50.47%, which is greater than BCOG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for CMFP.L and BCOG.L.


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Drawdown Indicators


CMFP.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-50.47%

-28.15%

-22.32%

Max Drawdown (1Y)

Largest decline over 1 year

-9.30%

-9.54%

+0.24%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

-27.76%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-23.95%

Current Drawdown

Current decline from peak

-0.68%

0.00%

-0.68%

Average Drawdown

Average peak-to-trough decline

-24.76%

-11.84%

-12.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.57%

4.98%

-0.41%

Volatility

CMFP.L vs. BCOG.L - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (CMFP.L) is 5.82%, while L&G All Commodities UCITS ETF (BCOG.L) has a volatility of 7.66%. This indicates that CMFP.L experiences smaller price fluctuations and is considered to be less risky than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFP.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.82%

7.66%

-1.84%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

12.98%

-1.96%

Volatility (1Y)

Calculated over the trailing 1-year period

14.36%

16.56%

-2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.71%

16.42%

-1.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

15.45%

-1.58%