CMFP.L vs. UC15.L
Compare and contrast key facts about L&G Longer Dated All Commodities UCITS ETF (CMFP.L) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L).
CMFP.L and UC15.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CMFP.L is a passively managed fund by Legal & General that tracks the performance of the Bloomberg Commodity 3 Month Forward. It was launched on Mar 15, 2010. UC15.L is a passively managed fund by UBS that tracks the performance of the UBS CMCI. It was launched on Dec 20, 2010. Both CMFP.L and UC15.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
CMFP.L vs. UC15.L - Performance Comparison
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CMFP.L vs. UC15.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMFP.L L&G Longer Dated All Commodities UCITS ETF | 15.66% | 8.49% | 6.86% | -11.43% | 32.79% | 34.61% | -0.92% | 3.99% | -3.16% | -6.17% |
UC15.L UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 16.32% | 2.57% | 6.44% | -6.52% | 29.97% | 36.11% | -2.49% | 5.31% | -5.25% | -2.80% |
Returns By Period
The year-to-date returns for both investments are quite close, with CMFP.L having a 15.66% return and UC15.L slightly higher at 16.32%. Both investments have delivered pretty close results over the past 10 years, with CMFP.L having a 9.92% annualized return and UC15.L not far ahead at 10.31%.
CMFP.L
- 1D
- -2.25%
- 1M
- 3.62%
- YTD
- 15.66%
- 6M
- 22.72%
- 1Y
- 18.13%
- 3Y*
- 8.19%
- 5Y*
- 14.94%
- 10Y*
- 9.92%
UC15.L
- 1D
- -2.23%
- 1M
- 6.87%
- YTD
- 16.32%
- 6M
- 21.05%
- 1Y
- 16.42%
- 3Y*
- 7.30%
- 5Y*
- 14.01%
- 10Y*
- 10.31%
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CMFP.L vs. UC15.L - Expense Ratio Comparison
CMFP.L has a 0.30% expense ratio, which is lower than UC15.L's 0.34% expense ratio.
Return for Risk
CMFP.L vs. UC15.L — Risk / Return Rank
CMFP.L
UC15.L
CMFP.L vs. UC15.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 UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.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.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.13 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.55 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 2.70 | +0.09 |
Martin ratioReturn relative to average drawdown | 6.15 | 6.32 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMFP.L | UC15.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.13 | +0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.01 | 0.97 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.71 | 0.70 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | 0.32 | -0.06 |
Correlation
The correlation between CMFP.L and UC15.L is 0.91, 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. UC15.L - Dividend Comparison
Neither CMFP.L nor UC15.L has paid dividends to shareholders.
Drawdowns
CMFP.L vs. UC15.L - Drawdown Comparison
The maximum CMFP.L drawdown since its inception was -50.47%, which is greater than UC15.L's maximum drawdown of -42.93%. Use the drawdown chart below to compare losses from any high point for CMFP.L and UC15.L.
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Drawdown Indicators
| CMFP.L | UC15.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.47% | -42.93% | -7.54% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -8.81% | -0.21% |
Max Drawdown (5Y)Largest decline over 5 years | -23.51% | -17.43% | -6.08% |
Max Drawdown (10Y)Largest decline over 10 years | -23.95% | -30.26% | +6.31% |
Current DrawdownCurrent decline from peak | -2.92% | -2.90% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -24.76% | -15.34% | -9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.64% | +0.37% |
Volatility
CMFP.L vs. UC15.L - Volatility Comparison
The current volatility for L&G Longer Dated All Commodities UCITS ETF (CMFP.L) is 6.28%, while UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UC15.L) has a volatility of 6.90%. This indicates that CMFP.L experiences smaller price fluctuations and is considered to be less risky than UC15.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.L | UC15.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.28% | 6.90% | -0.62% |
Volatility (6M)Calculated over the trailing 6-month period | 11.28% | 10.45% | +0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.52% | 14.43% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.74% | 14.44% | +0.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.89% | 14.72% | -0.83% |