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

Performance

CMFP.L vs. VAGS.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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 VAGS.L is traded in GBP. To make them comparable, the VAGS.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 VAGS.L's 0.31% 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%

VAGS.L

1D
0.31%
1M
0.47%
YTD
0.31%
6M
1.01%
1Y
3.27%
3Y*
6.03%
5Y*
1.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMFP.L vs. VAGS.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%0.72%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
0.31%6.58%5.57%8.56%-12.52%-1.30%6.71%1.98%

Correlation

The correlation between CMFP.L and VAGS.L is -0.38, 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

-0.38

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

-0.18

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

-0.20

Correlation (All Time)
Calculated using the full available price history since Jun 18, 2019

-0.18

Over the past year, the inverse relationship between CMFP.L and VAGS.L has strengthened: their correlation has moved from -0.18 to -0.38, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CMFP.L vs. VAGS.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

VAGS.L
VAGS.L Risk / Return Rank: 2626
Overall Rank
VAGS.L Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
VAGS.L Sortino Ratio Rank: 2525
Sortino Ratio Rank
VAGS.L Omega Ratio Rank: 2424
Omega Ratio Rank
VAGS.L Calmar Ratio Rank: 2727
Calmar Ratio Rank
VAGS.L Martin Ratio Rank: 2727
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. VAGS.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 Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.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.LVAGS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.87

Sortino ratioReturn per unit of downside risk

+1.02

Omega ratioGain probability vs. loss probability

1.31

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

3.73

1.14

+2.59

Martin ratioReturn relative to average drawdown

9.12

3.23

+5.88

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

The current CMFP.L Sharpe Ratio is 1.74, which is higher than the VAGS.L Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CMFP.L and VAGS.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. VAGS.L - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -66.80%, which is greater than VAGS.L's maximum drawdown of -16.34%. Use the drawdown chart below to compare losses from any high point for CMFP.L and VAGS.L.


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Drawdown Indicators


CMFP.LVAGS.LDifference

Max Drawdown

Largest peak-to-trough decline

-66.80%

-16.34%

-50.46%

Max Drawdown (1Y)

Largest decline over 1 year

-6.94%

-2.67%

-4.27%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-3.39%

-21.76%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-16.34%

-8.81%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

Current Drawdown

Current decline from peak

-8.48%

-1.18%

-7.30%

Average Drawdown

Average peak-to-trough decline

-43.96%

-4.11%

-39.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.84%

0.94%

+1.90%

Volatility

CMFP.L vs. VAGS.L - Volatility Comparison

L&G Longer Dated All Commodities UCITS ETF (CMFP.L) has a higher volatility of 3.85% compared to Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating (VAGS.L) at 1.41%. This indicates that CMFP.L's price experiences larger fluctuations and is considered to be riskier than VAGS.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.LVAGS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.85%

1.41%

+2.44%

Volatility (6M)

Calculated over the trailing 6-month period

12.31%

2.77%

+9.54%

Volatility (1Y)

Calculated over the trailing 1-year period

14.89%

3.54%

+11.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

4.91%

+15.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

4.60%

+12.23%

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

CMFP.L has a 0.30% expense ratio, which is higher than VAGS.L's 0.10% expense ratio.


Dividends

CMFP.L vs. VAGS.L - Dividend Comparison

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


PositionTTM2025202420232022202120202019
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%
VAGS.L
Vanguard Global Aggregate Bond UCITS ETF GBP Hedged Accumulating
0.00%1.43%3.03%2.33%1.45%0.87%1.08%0.10%

Frequently Asked Questions


CMFP.L and VAGS.L have a correlation of -0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VAGS.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VAGS.L is cheaper with a 0.10% expense ratio, compared with 0.30% for CMFP.L.

CMFP.L is categorized as Commodities, while VAGS.L is Global Bonds. CMFP.L tracks Bloomberg Commodity 3 Month Forward, while VAGS.L tracks Bloomberg Global Aggregate TR Hdg GBP. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.30% for CMFP.L and 0.10% for VAGS.L.

Portfolio Optimizer

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