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

Performance

CMFP.L vs. SWLD.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 SPDR MSCI World UCITS ETF (SWLD.L). 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 SWLD.L is traded in GBP. To make them comparable, the SWLD.L 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 15.07% return, which is significantly higher than SWLD.L's 8.85% return.


CMFP.L

1D
-1.41%
1M
-5.88%
YTD
15.07%
6M
15.94%
1Y
24.58%
3Y*
10.01%
5Y*
12.15%
10Y*
8.48%

SWLD.L

1D
1.57%
1M
0.34%
YTD
8.85%
6M
9.40%
1Y
25.61%
3Y*
17.17%
5Y*
12.74%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022202120202019
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
15.07%8.49%6.86%-11.43%32.79%34.61%-0.92%0.37%
SWLD.L
SPDR MSCI World UCITS ETF
8.85%12.84%21.21%17.69%-8.06%23.66%12.00%-13.14%

Correlation

The correlation between CMFP.L and SWLD.L 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

0.14

Correlation (All Time)
Calculated using the full available price history since Feb 26, 2019

0.22

The correlation between CMFP.L and SWLD.L shifts across timeframes, from -0.06 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMFP.L vs. SWLD.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: 6161
Overall Rank
CMFP.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 5757
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5858
Martin Ratio Rank

SWLD.L
SWLD.L Risk / Return Rank: 8585
Overall Rank
SWLD.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SWLD.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
SWLD.L Omega Ratio Rank: 8686
Omega Ratio Rank
SWLD.L Calmar Ratio Rank: 8282
Calmar Ratio Rank
SWLD.L Martin Ratio Rank: 8484
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. SWLD.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 SPDR MSCI World UCITS ETF (SWLD.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.


CMFP.LSWLD.LDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-1.06

Omega ratioGain probability vs. loss probability

1.31

1.46

-0.15

Calmar ratioReturn relative to maximum drawdown

3.73

3.80

-0.07

Martin ratioReturn relative to average drawdown

9.12

14.98

-5.86

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

The current CMFP.L Sharpe Ratio is 1.74, which is comparable to the SWLD.L Sharpe Ratio of 2.42. The chart below compares the historical Sharpe Ratios of CMFP.L and SWLD.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

CMFP.L vs. SWLD.L - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -66.80%, which is greater than SWLD.L's maximum drawdown of -32.06%. Use the drawdown chart below to compare losses from any high point for CMFP.L and SWLD.L.


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Drawdown Indicators


CMFP.LSWLD.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.80%

-32.06%

-34.74%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-6.56%

-0.38%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-19.94%

-5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-19.94%

-5.21%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-8.48%

-1.30%

-7.18%

Average Drawdown

Average peak-to-trough decline

-43.96%

-7.02%

-36.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

1.67%

+1.17%

Volatility

CMFP.L vs. SWLD.L - Volatility Comparison

L&G Longer Dated All Commodities UCITS ETF (CMFP.L) has a higher volatility of 3.85% compared to SPDR MSCI World UCITS ETF (SWLD.L) at 3.35%. This indicates that CMFP.L's price experiences larger fluctuations and is considered to be riskier than SWLD.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.LSWLD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.35%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

7.59%

+4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

10.33%

+4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

19.10%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

21.05%

-4.22%

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

CMFP.L has a 0.30% expense ratio, which is higher than SWLD.L's 0.12% expense ratio.


Dividends

CMFP.L vs. SWLD.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


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

SWLD.L is cheaper with a 0.12% expense ratio, compared with 0.30% for CMFP.L.

CMFP.L is categorized as Commodities, while SWLD.L is Global Equities. CMFP.L tracks Bloomberg Commodity 3 Month Forward, while SWLD.L tracks MSCI ACWI NR USD. They also come from different issuers: Legal & General and State Street. Their fees differ too: 0.30% for CMFP.L and 0.12% for SWLD.L.

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