CMFP.L vs. XSVT.DE
Compare and contrast key facts about L&G Longer Dated All Commodities UCITS ETF (CMFP.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE).
CMFP.L and XSVT.DE 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. XSVT.DE is a passively managed fund by Xtrackers that tracks the performance of the Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. It was launched on Apr 9, 2010. Both CMFP.L and XSVT.DE 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. XSVT.DE - Performance Comparison
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CMFP.L vs. XSVT.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
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*
- —
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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
CMFP.L
XSVT.DE
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.L | XSVT.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.40 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.68 | 1.83 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.27 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.79 | 3.37 | -0.58 |
Martin ratioReturn relative to average drawdown | 6.15 | 7.33 | -1.18 |
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 | XSVT.DE | Difference | |
|---|---|---|---|
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.
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.L | XSVT.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -2.92% | -4.99% | +2.07% |
Average DrawdownAverage peak-to-trough decline | -24.76% | -14.90% | -9.86% |
Ulcer IndexDepth 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.L | XSVT.DE | Difference | |
|---|---|---|---|
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% |