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

Performance

CMOD.L vs. EIMI.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 Core MSCI EM IMI UCITS ETF (EIMI.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 19.22% return, which is significantly lower than EIMI.L's 22.83% return.


CMOD.L

1D
-1.06%
1M
-8.02%
YTD
19.22%
6M
20.80%
1Y
27.62%
3Y*
13.33%
5Y*
9.74%
10Y*

EIMI.L

1D
3.53%
1M
0.58%
YTD
22.83%
6M
26.10%
1Y
45.08%
3Y*
21.64%
5Y*
7.50%
10Y*
10.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
19.22%16.16%4.12%-7.56%14.50%27.35%-3.87%6.64%-10.22%2.08%
EIMI.L
iShares Core MSCI EM IMI UCITS ETF
22.83%32.16%7.36%11.03%-19.67%-0.65%18.80%16.37%-14.18%34.56%

Correlation

The correlation between CMOD.L and EIMI.L is 0.00, 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

0.00

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

0.22

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

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2017

0.32

Over the past year, the correlation between CMOD.L and EIMI.L has dropped to 0.00 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.

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Return for Risk

CMOD.L vs. EIMI.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: 5959
Overall Rank
CMOD.L Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CMOD.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMOD.L Omega Ratio Rank: 6060
Omega Ratio Rank
CMOD.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
CMOD.L Martin Ratio Rank: 5656
Martin Ratio Rank

EIMI.L
EIMI.L Risk / Return Rank: 7676
Overall Rank
EIMI.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EIMI.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
EIMI.L Omega Ratio Rank: 7979
Omega Ratio Rank
EIMI.L Calmar Ratio Rank: 7676
Calmar Ratio Rank
EIMI.L Martin Ratio Rank: 7373
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. EIMI.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 Core MSCI EM IMI UCITS ETF (EIMI.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.

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.


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

-0.42

Sortino ratioReturn per unit of downside risk

-0.69

Omega ratioGain probability vs. loss probability

1.32

1.40

-0.08

Calmar ratioReturn relative to maximum drawdown

3.07

3.40

-0.32

Martin ratioReturn relative to average drawdown

8.68

11.76

-3.08

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

The current CMOD.L Sharpe Ratio is 1.73, which is comparable to the EIMI.L Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of CMOD.L and EIMI.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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Drawdowns

CMOD.L vs. EIMI.L - Drawdown Comparison

The maximum CMOD.L drawdown since its inception was -33.16%, smaller than the maximum EIMI.L drawdown of -38.73%. Use the drawdown chart below to compare losses from any high point for CMOD.L and EIMI.L.


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Drawdown Indicators


CMOD.LEIMI.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-38.73%

+5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-12.66%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-17.44%

+5.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-35.41%

+8.55%

Max Drawdown (10Y)

Largest decline over 10 years

-38.73%

Current Drawdown

Current decline from peak

-9.59%

-3.75%

-5.84%

Average Drawdown

Average peak-to-trough decline

-12.24%

-13.99%

+1.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

3.66%

-0.26%

Volatility

CMOD.L vs. EIMI.L - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) is 4.36%, while iShares Core MSCI EM IMI UCITS ETF (EIMI.L) has a volatility of 8.37%. This indicates that CMOD.L experiences smaller price fluctuations and is considered to be less risky than EIMI.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.LEIMI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

8.37%

-4.01%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

17.62%

-2.58%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

19.94%

-2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

18.46%

-1.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

19.20%

-4.52%

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

CMOD.L has a 0.19% expense ratio, which is higher than EIMI.L's 0.18% 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. EIMI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CMOD.L and EIMI.L have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EIMI.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIMI.L is cheaper with a 0.18% expense ratio, compared with 0.19% for CMOD.L.

CMOD.L is categorized as Commodities, while EIMI.L is Emerging Markets Equities. CMOD.L tracks Bloomberg Commodity TR Index, while EIMI.L tracks MSCI Emerging Markets Investable Market Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for CMOD.L and 0.18% for EIMI.L.

Portfolio Optimizer

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