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

Performance

CMOD.L vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020201920182017
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
24.38%16.16%4.13%-7.56%14.50%27.35%-3.87%6.64%-10.22%6.13%
BCOG.L
L&G All Commodities UCITS ETF
24.80%16.33%4.36%-7.69%15.53%27.87%-3.37%5.91%-10.04%6.14%
Different Trading Currencies

CMOD.L is traded in USD, while BCOG.L is traded in GBp. To make them comparable, the BCOG.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with CMOD.L having a 24.38% return and BCOG.L slightly higher at 24.94%.


CMOD.L

1D
0.57%
1M
10.25%
YTD
24.38%
6M
32.11%
1Y
32.10%
3Y*
13.75%
5Y*
13.60%
10Y*

BCOG.L

1D
0.91%
1M
12.45%
YTD
24.94%
6M
32.65%
1Y
33.12%
3Y*
14.22%
5Y*
14.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

CMOD.L has a 0.19% expense ratio, which is higher than BCOG.L's 0.15% 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%.


Return for Risk

CMOD.L vs. BCOG.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: 9090
Overall Rank
CMOD.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CMOD.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
CMOD.L Omega Ratio Rank: 9090
Omega Ratio Rank
CMOD.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
CMOD.L Martin Ratio Rank: 8383
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 8282
Overall Rank
BCOG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 8686
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6060
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. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and L&G All Commodities UCITS ETF (BCOG.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.LBCOG.LDifference

Sharpe ratio

Return per unit of total volatility

2.02

1.98

+0.04

Sortino ratio

Return per unit of downside risk

2.62

2.59

+0.03

Omega ratio

Gain probability vs. loss probability

1.38

1.36

+0.02

Calmar ratio

Return relative to maximum drawdown

3.59

3.58

0.00

Martin ratio

Return relative to average drawdown

9.13

8.21

+0.93

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

The current CMOD.L Sharpe Ratio is 2.02, which is comparable to the BCOG.L Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of CMOD.L and BCOG.L, 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


CMOD.LBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.02

1.98

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.83

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.53

-0.05

Correlation

The correlation between CMOD.L and BCOG.L 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

CMOD.L vs. BCOG.L - Dividend Comparison

Neither CMOD.L nor BCOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMOD.L vs. BCOG.L - Drawdown Comparison

The maximum CMOD.L drawdown since its inception was -33.16%, roughly equal to the maximum BCOG.L drawdown of -33.29%. Use the drawdown chart below to compare losses from any high point for CMOD.L and BCOG.L.


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Drawdown Indicators


CMOD.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-28.15%

-5.01%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-9.54%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-27.76%

+0.90%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.47%

-11.84%

-0.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.51%

4.98%

-1.47%

Volatility

CMOD.L vs. BCOG.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and L&G All Commodities UCITS ETF (BCOG.L) have volatilities of 7.09% and 7.01%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOD.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

7.01%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

12.96%

12.87%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

16.71%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.30%

16.95%

-0.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

15.81%

-1.28%