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

Performance

CMFP.L vs. UKRE.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 iShares MSCI Target UK Real Estate UCITS ETF (UKRE.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, CMFP.L achieves a 15.07% return, which is significantly higher than UKRE.L's 1.43% return. Over the past 10 years, CMFP.L has outperformed UKRE.L with an annualized return of 8.48%, while UKRE.L has yielded a comparatively lower 0.74% annualized 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%

UKRE.L

1D
1.37%
1M
2.91%
YTD
1.43%
6M
3.88%
1Y
1.31%
3Y*
3.06%
5Y*
-2.05%
10Y*
0.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
15.07%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-3.16%-6.17%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
1.43%6.21%-7.39%7.02%-24.23%21.16%-10.46%21.84%-8.26%8.82%

Correlation

The correlation between CMFP.L and UKRE.L is -0.24, 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

-0.24

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

-0.12

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

-0.09

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Mar 16, 2015

-0.01

Over the past year, the inverse relationship between CMFP.L and UKRE.L has strengthened: their correlation has moved from -0.01 to -0.24, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CMFP.L vs. UKRE.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

UKRE.L
UKRE.L Risk / Return Rank: 99
Overall Rank
UKRE.L Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
UKRE.L Sortino Ratio Rank: 99
Sortino Ratio Rank
UKRE.L Omega Ratio Rank: 99
Omega Ratio Rank
UKRE.L Calmar Ratio Rank: 1010
Calmar Ratio Rank
UKRE.L Martin Ratio Rank: 1010
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. UKRE.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 iShares MSCI Target UK Real Estate UCITS ETF (UKRE.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.LUKRE.LDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.31

1.01

+0.30

Calmar ratioReturn relative to maximum drawdown

3.73

0.01

+3.72

Martin ratioReturn relative to average drawdown

9.12

0.02

+9.10

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

The current CMFP.L Sharpe Ratio is 1.74, which is higher than the UKRE.L Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of CMFP.L and UKRE.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. UKRE.L - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -66.80%, which is greater than UKRE.L's maximum drawdown of -31.82%. Use the drawdown chart below to compare losses from any high point for CMFP.L and UKRE.L.


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Drawdown Indicators


CMFP.LUKRE.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.80%

-31.82%

-34.98%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-11.51%

+4.57%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-15.60%

-9.55%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-31.82%

+6.67%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-31.82%

+6.67%

Current Drawdown

Current decline from peak

-8.48%

-19.10%

+10.62%

Average Drawdown

Average peak-to-trough decline

-43.96%

-11.98%

-31.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

4.79%

-1.95%

Volatility

CMFP.L vs. UKRE.L - Volatility Comparison

L&G Longer Dated All Commodities UCITS ETF (CMFP.L) and iShares MSCI Target UK Real Estate UCITS ETF (UKRE.L) have volatilities of 3.85% and 3.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFP.LUKRE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

3.82%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

10.13%

+2.18%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

12.71%

+2.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

14.48%

+5.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

13.76%

+3.07%

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

CMFP.L has a 0.30% expense ratio, which is lower than UKRE.L's 0.40% expense ratio.


Dividends

CMFP.L vs. UKRE.L - Dividend Comparison

CMFP.L has not paid dividends to shareholders, while UKRE.L's dividend yield for the trailing twelve months is around 6.71%.


PositionTTM20252024202320222021202020192018201720162015
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%
UKRE.L
iShares MSCI Target UK Real Estate UCITS ETF
6.71%7.07%7.68%5.20%1.90%0.86%1.45%2.09%2.60%2.31%1.76%0.86%

Frequently Asked Questions


CMFP.L and UKRE.L have a correlation of -0.24, 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 0.40% for UKRE.L.

CMFP.L is categorized as Commodities, while UKRE.L is REIT. CMFP.L tracks Bloomberg Commodity 3 Month Forward, while UKRE.L tracks MSCI UK IMI Liquid Real Estate Index. They also come from different issuers: Legal & General and iShares. Their fees differ too: 0.30% for CMFP.L and 0.40% for UKRE.L.

Portfolio Optimizer

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