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CMFP.L vs. XSVT.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMFP.L vs. XSVT.DE - 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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE). The values are adjusted to include any dividend payments, if applicable.

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CMFP.L vs. XSVT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
15.66%8.49%6.86%-11.43%20.18%
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
14.97%20.31%10.09%-14.41%21.09%
Different Trading Currencies

CMFP.L is traded in GBp, while XSVT.DE is traded in EUR. To make them comparable, the XSVT.DE values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with CMFP.L having a 15.66% return and XSVT.DE slightly lower at 14.97%.


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%

XSVT.DE

1D
-1.88%
1M
2.87%
YTD
14.97%
6M
30.77%
1Y
27.41%
3Y*
12.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMFP.L vs. XSVT.DE - Expense Ratio Comparison

CMFP.L has a 0.30% expense ratio, which is higher than XSVT.DE's 0.29% expense ratio.


Return for Risk

CMFP.L vs. XSVT.DE — 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: 6666
Overall Rank
CMFP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 5959
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5757
Martin Ratio Rank

XSVT.DE
XSVT.DE Risk / Return Rank: 5858
Overall Rank
XSVT.DE Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 5252
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 7878
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 4747
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. XSVT.DE - 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 Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE). 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.LXSVT.DEDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.40

-0.16

Sortino ratio

Return per unit of downside risk

1.68

1.83

-0.15

Omega ratio

Gain probability vs. loss probability

1.23

1.27

-0.04

Calmar ratio

Return relative to maximum drawdown

2.79

3.37

-0.58

Martin ratio

Return relative to average drawdown

6.15

7.33

-1.18

CMFP.L vs. XSVT.DE - Sharpe Ratio Comparison

The current CMFP.L Sharpe Ratio is 1.24, which is comparable to the XSVT.DE Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of CMFP.L and XSVT.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CMFP.LXSVT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.40

-0.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.62

-0.36

Correlation

The correlation between CMFP.L and XSVT.DE is 0.86, 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. XSVT.DE - Dividend Comparison

Neither CMFP.L nor XSVT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMFP.L vs. XSVT.DE - Drawdown Comparison

The maximum CMFP.L drawdown since its inception was -50.47%, which is greater than XSVT.DE's maximum drawdown of -27.20%. Use the drawdown chart below to compare losses from any high point for CMFP.L and XSVT.DE.


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Drawdown Indicators


CMFP.LXSVT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-50.47%

-27.57%

-22.90%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-13.97%

+4.95%

Max Drawdown (5Y)

Largest decline over 5 years

-23.51%

Max Drawdown (10Y)

Largest decline over 10 years

-23.95%

Current Drawdown

Current decline from peak

-2.92%

-4.99%

+2.07%

Average Drawdown

Average peak-to-trough decline

-24.76%

-14.90%

-9.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

4.47%

-1.46%

Volatility

CMFP.L vs. XSVT.DE - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (CMFP.L) is 6.28%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) has a volatility of 6.87%. This indicates that CMFP.L experiences smaller price fluctuations and is considered to be less risky than XSVT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMFP.LXSVT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

6.87%

-0.59%

Volatility (6M)

Calculated over the trailing 6-month period

11.28%

15.32%

-4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.52%

19.47%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.74%

18.67%

-3.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.89%

18.67%

-4.78%