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

Performance

CMFP.L vs. VXUS - 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 Total International Stock ETF (VXUS). 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 VXUS is traded in USD. To make them comparable, the VXUS 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 14.35% return, which is significantly lower than VXUS's 15.93% return. Over the past 10 years, CMFP.L has underperformed VXUS with an annualized return of 8.57%, while VXUS has yielded a comparatively higher 10.99% annualized return.


CMFP.L

1D
-0.63%
1M
-6.61%
YTD
14.35%
6M
15.89%
1Y
23.80%
3Y*
9.26%
5Y*
12.26%
10Y*
8.57%

VXUS

1D
1.45%
1M
3.95%
YTD
15.93%
6M
16.54%
1Y
33.65%
3Y*
16.78%
5Y*
9.74%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMFP.L vs. VXUS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
14.35%8.49%6.86%-11.43%32.79%34.61%-0.92%3.99%-3.16%-6.17%
VXUS
Vanguard Total International Stock ETF
15.93%22.92%6.91%10.07%-6.10%10.02%7.41%17.11%-9.35%16.43%

Correlation

The correlation between CMFP.L and VXUS is -0.03, 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

-0.03

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

0.06

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

0.08

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2011

0.28

The correlation between CMFP.L and VXUS shifts across timeframes, from -0.03 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMFP.L vs. VXUS — 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: 5252
Overall Rank
CMFP.L Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 4848
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 6767
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5151
Martin Ratio Rank

VXUS
VXUS Risk / Return Rank: 6767
Overall Rank
VXUS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VXUS Sortino Ratio Rank: 6767
Sortino Ratio Rank
VXUS Omega Ratio Rank: 7070
Omega Ratio Rank
VXUS Calmar Ratio Rank: 6363
Calmar Ratio Rank
VXUS Martin Ratio Rank: 6767
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. VXUS - 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 Total International Stock ETF (VXUS). 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.LVXUSDifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.19

Omega ratioGain probability vs. loss probability

1.29

1.49

-0.20

Calmar ratioReturn relative to maximum drawdown

3.15

3.38

-0.24

Martin ratioReturn relative to average drawdown

8.23

13.58

-5.35

CMFP.L vs. VXUS - Sharpe Ratio Comparison

The current CMFP.L Sharpe Ratio is 1.59, which is lower than the VXUS Sharpe Ratio of 2.50. The chart below compares the historical Sharpe Ratios of CMFP.L and VXUS, 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. VXUS - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -66.80%, which is greater than VXUS's maximum drawdown of -28.73%. Use the drawdown chart below to compare losses from any high point for CMFP.L and VXUS.


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Drawdown Indicators


CMFP.LVXUSDifference

Max Drawdown

Largest peak-to-trough decline

-66.80%

-28.73%

-38.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.53%

-9.99%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-25.15%

-13.06%

-12.09%

Max Drawdown (5Y)

Largest decline over 5 years

-25.15%

-14.57%

-10.58%

Max Drawdown (10Y)

Largest decline over 10 years

-25.15%

-28.73%

+3.58%

Current Drawdown

Current decline from peak

-9.06%

0.00%

-9.06%

Average Drawdown

Average peak-to-trough decline

-43.95%

-5.11%

-38.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.88%

2.49%

+0.39%

Volatility

CMFP.L vs. VXUS - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (CMFP.L) is 3.78%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 5.95%. This indicates that CMFP.L experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFP.LVXUSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.78%

5.95%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.33%

11.88%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.90%

13.54%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

13.11%

+6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.84%

15.51%

+1.33%

CMFP.L vs. VXUS - Expense Ratio Comparison

CMFP.L has a 0.30% expense ratio, which is higher than VXUS's 0.05% expense ratio.


Dividends

CMFP.L vs. VXUS - Dividend Comparison

CMFP.L has not paid dividends to shareholders, while VXUS's dividend yield for the trailing twelve months is around 2.63%.


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%
VXUS
Vanguard Total International Stock ETF
2.63%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

Frequently Asked Questions


CMFP.L and VXUS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VXUS is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VXUS is cheaper with a 0.05% expense ratio, compared with 0.30% for CMFP.L.

CMFP.L is categorized as Commodities, while VXUS is Global Equities. CMFP.L tracks Bloomberg Commodity 3 Month Forward, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: Legal & General and Vanguard. Their fees differ too: 0.30% for CMFP.L and 0.05% for VXUS.

Portfolio Optimizer

Find the right allocation for CMFP.L and VXUS

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