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

Performance

CMOD.L vs. IBTM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). 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 higher than IBTM's -0.36% 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*

IBTM

1D
-0.22%
1M
0.15%
YTD
-0.36%
6M
-0.07%
1Y
3.66%
3Y*
3.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOD.L vs. IBTM - Yearly Performance Comparison


2026 (YTD)2025202420232022
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
19.22%16.16%4.12%-7.56%-0.96%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
-0.36%8.06%-0.14%3.48%-5.01%

Correlation

The correlation between CMOD.L and IBTM is -0.15, 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

-0.15

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

-0.03

Correlation (All Time)
Calculated using the full available price history since Jul 8, 2022

-0.03

The correlation between CMOD.L and IBTM shifts across timeframes, from -0.15 (1 year) to -0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMOD.L vs. IBTM — 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

IBTM
IBTM Risk / Return Rank: 2525
Overall Rank
IBTM Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
IBTM Sortino Ratio Rank: 2626
Sortino Ratio Rank
IBTM Omega Ratio Rank: 2323
Omega Ratio Rank
IBTM Calmar Ratio Rank: 2424
Calmar Ratio Rank
IBTM Martin Ratio Rank: 2424
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. IBTM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and iShares iBonds Dec 2032 Term Treasury ETF (IBTM). 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.LIBTMDifference
Sharpe ratioReturn per unit of total volatility

+0.90

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.32

1.14

+0.18

Calmar ratioReturn relative to maximum drawdown

3.07

1.03

+2.05

Martin ratioReturn relative to average drawdown

8.68

2.81

+5.86

CMOD.L vs. IBTM - Sharpe Ratio Comparison

The current CMOD.L Sharpe Ratio is 1.73, which is higher than the IBTM Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CMOD.L and IBTM, 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. IBTM - Drawdown Comparison

The maximum CMOD.L drawdown since its inception was -33.16%, which is greater than IBTM's maximum drawdown of -13.60%. Use the drawdown chart below to compare losses from any high point for CMOD.L and IBTM.


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Drawdown Indicators


CMOD.LIBTMDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-13.60%

-19.56%

Max Drawdown (1Y)

Largest decline over 1 year

-9.59%

-3.26%

-6.33%

Max Drawdown (3Y)

Largest decline over 3 years

-11.65%

-7.86%

-3.79%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

Current Drawdown

Current decline from peak

-9.59%

-2.24%

-7.35%

Average Drawdown

Average peak-to-trough decline

-12.24%

-4.80%

-7.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.40%

1.19%

+2.21%

Volatility

CMOD.L vs. IBTM - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (CMOD.L) has a higher volatility of 4.36% compared to iShares iBonds Dec 2032 Term Treasury ETF (IBTM) at 1.30%. This indicates that CMOD.L's price experiences larger fluctuations and is considered to be riskier than IBTM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOD.LIBTMDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.36%

1.30%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

15.04%

2.80%

+12.24%

Volatility (1Y)

Calculated over the trailing 1-year period

16.99%

4.02%

+12.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.61%

7.54%

+9.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.68%

7.54%

+7.14%

CMOD.L vs. IBTM - Expense Ratio Comparison

CMOD.L has a 0.19% expense ratio, which is higher than IBTM's 0.07% 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. IBTM - Dividend Comparison

CMOD.L has not paid dividends to shareholders, while IBTM's dividend yield for the trailing twelve months is around 3.95%.


PositionTTM2025202420232022
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
0.00%0.00%0.00%0.00%0.00%
IBTM
iShares iBonds Dec 2032 Term Treasury ETF
3.95%3.87%3.96%3.39%1.38%

Frequently Asked Questions


CMOD.L and IBTM have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IBTM is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBTM is cheaper with a 0.07% expense ratio, compared with 0.19% for CMOD.L.

CMOD.L is categorized as Commodities, while IBTM is Intermediate Core Bond. CMOD.L tracks Bloomberg Commodity TR Index, while IBTM tracks ICE 2032 Maturity US Treasury Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for CMOD.L and 0.07% for IBTM.

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