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CMOD.L vs. AGGG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMOD.L vs. AGGG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.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, CMOD.L achieves a 22.33% return, which is significantly higher than AGGG.L's -0.86% return.


CMOD.L

1D
-0.15%
1M
-3.74%
YTD
22.33%
6M
22.42%
1Y
33.62%
3Y*
14.20%
5Y*
10.42%
10Y*

AGGG.L

1D
0.00%
1M
-1.35%
YTD
-0.86%
6M
0.26%
1Y
2.02%
3Y*
3.13%
5Y*
-1.88%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOD.L vs. AGGG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
22.33%16.16%4.12%-7.56%14.50%27.35%-3.87%6.64%-10.22%1.97%
AGGG.L
iShares Global Aggregate Bond UCITS Dist
-0.86%7.96%-1.41%5.38%-15.91%-5.43%9.42%6.84%-1.44%1.00%

Correlation

The correlation between CMOD.L and AGGG.L is -0.25, 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

-0.25

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

0.01

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

0.03

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2017

0.03

The correlation between CMOD.L and AGGG.L shifts across timeframes, from -0.25 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

CMOD.L vs. AGGG.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CMOD.L
CMOD.L Risk / Return Rank: 6969
Overall Rank
CMOD.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CMOD.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
CMOD.L Omega Ratio Rank: 6868
Omega Ratio Rank
CMOD.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
CMOD.L Martin Ratio Rank: 6464
Martin Ratio Rank

AGGG.L
AGGG.L Risk / Return Rank: 1616
Overall Rank
AGGG.L Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
AGGG.L Sortino Ratio Rank: 1515
Sortino Ratio Rank
AGGG.L Omega Ratio Rank: 1515
Omega Ratio Rank
AGGG.L Calmar Ratio Rank: 1717
Calmar Ratio Rank
AGGG.L Martin Ratio Rank: 1717
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.

CMOD.L vs. AGGG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and iShares Global Aggregate Bond UCITS Dist (AGGG.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.


CMOD.LAGGG.LDifference
Sharpe ratioReturn per unit of total volatility

+1.60

Sortino ratioReturn per unit of downside risk

+1.89

Omega ratioGain probability vs. loss probability

1.37

1.07

+0.29

Calmar ratioReturn relative to maximum drawdown

4.60

0.56

+4.04

Martin ratioReturn relative to average drawdown

10.43

1.50

+8.93

CMOD.L vs. AGGG.L - Sharpe Ratio Comparison

The current CMOD.L Sharpe Ratio is 1.98, which is higher than the AGGG.L Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of CMOD.L and AGGG.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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Sharpe Ratios by Period


CMOD.LAGGG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

0.38

+1.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

-0.27

+0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.05

+0.42

Drawdowns

CMOD.L vs. AGGG.L - Drawdown Comparison

The maximum CMOD.L drawdown since its inception was -33.16%, which is greater than AGGG.L's maximum drawdown of -26.00%. Use the drawdown chart below to compare losses from any high point for CMOD.L and AGGG.L.


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Drawdown Indicators


CMOD.LAGGG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-26.00%

-7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-7.28%

-3.56%

-3.72%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-7.32%

-4.33%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-24.36%

-2.50%

Current Drawdown

Current decline from peak

-7.23%

-11.57%

+4.34%

Average Drawdown

Average peak-to-trough decline

-12.25%

-9.47%

-2.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

1.34%

+1.87%

Volatility

CMOD.L vs. AGGG.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (CMOD.L) has a higher volatility of 5.26% compared to iShares Global Aggregate Bond UCITS Dist (AGGG.L) at 1.84%. This indicates that CMOD.L's price experiences larger fluctuations and is considered to be riskier than AGGG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOD.LAGGG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

1.84%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

15.05%

4.15%

+10.90%

Volatility (1Y)

Calculated over the trailing 1-year period

16.91%

5.24%

+11.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.60%

6.96%

+9.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

6.42%

+8.26%

CMOD.L vs. AGGG.L - Expense Ratio Comparison

CMOD.L has a 0.19% expense ratio, which is higher than AGGG.L's 0.10% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMOD.L vs. AGGG.L - Dividend Comparison

CMOD.L has not paid dividends to shareholders, while AGGG.L's dividend yield for the trailing twelve months is around 3.17%.


PositionTTM20252024202320222021202020192018
AGGG.L
iShares Global Aggregate Bond UCITS Dist
3.17%2.97%2.74%2.01%1.55%1.33%1.46%1.62%0.96%
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CMOD.L and AGGG.L have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

AGGG.L is cheaper with a 0.10% expense ratio, compared with 0.19% for CMOD.L.

CMOD.L is categorized as Commodities, while AGGG.L is Global Bonds. CMOD.L tracks Bloomberg Commodity TR Index, while AGGG.L tracks Bloomberg Global Aggregate TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for CMOD.L and 0.10% for AGGG.L.

Portfolio Optimizer

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