CMOD.L vs. RICI.L
Compare and contrast key facts about Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and Market Access Rogers International Commodity UCITS ETF (RICI.L).
CMOD.L and RICI.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CMOD.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg Commodity TR Index. It was launched on Aug 17, 2018. RICI.L is a passively managed fund by China Post Global that tracks the performance of the Rogers International Commodity (RICI). It was launched on May 8, 2006. Both CMOD.L and RICI.L 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
CMOD.L vs. RICI.L - Performance Comparison
Loading graphics...
CMOD.L vs. RICI.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CMOD.L Invesco Bloomberg Commodity UCITS ETF | 22.87% | 16.16% | 4.13% | -7.56% | 14.50% | 27.35% | 25.16% |
RICI.L Market Access Rogers International Commodity UCITS ETF | 27.63% | 6.64% | 4.55% | -5.98% | 16.69% | 41.11% | 30.94% |
Different Trading Currencies
CMOD.L is traded in USD, while RICI.L is traded in GBP. To make them comparable, the RICI.L values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, CMOD.L achieves a 22.87% return, which is significantly lower than RICI.L's 27.63% return.
CMOD.L
- 1D
- -1.22%
- 1M
- 8.91%
- YTD
- 22.87%
- 6M
- 30.50%
- 1Y
- 30.49%
- 3Y*
- 13.29%
- 5Y*
- 13.32%
- 10Y*
- —
RICI.L
- 1D
- -2.05%
- 1M
- 12.78%
- YTD
- 27.63%
- 6M
- 31.51%
- 1Y
- 28.88%
- 3Y*
- 12.47%
- 5Y*
- 14.67%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
CMOD.L vs. RICI.L - Expense Ratio Comparison
CMOD.L has a 0.19% expense ratio, which is lower than RICI.L's 0.60% expense ratio.
Return for Risk
CMOD.L vs. RICI.L — Risk / Return Rank
CMOD.L
RICI.L
CMOD.L vs. RICI.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and Market Access Rogers International Commodity UCITS ETF (RICI.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.L | RICI.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.87 | 1.55 | +0.32 |
Sortino ratioReturn per unit of downside risk | 2.46 | 2.07 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 4.18 | 3.81 | +0.36 |
Martin ratioReturn relative to average drawdown | 9.82 | 7.28 | +2.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| CMOD.L | RICI.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.87 | 1.55 | +0.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.79 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.02 | -0.55 |
Correlation
The correlation between CMOD.L and RICI.L is 0.81, 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. RICI.L - Dividend Comparison
Neither CMOD.L nor RICI.L has paid dividends to shareholders.
Drawdowns
CMOD.L vs. RICI.L - Drawdown Comparison
The maximum CMOD.L drawdown since its inception was -33.16%, which is greater than RICI.L's maximum drawdown of -25.20%. Use the drawdown chart below to compare losses from any high point for CMOD.L and RICI.L.
Loading graphics...
Drawdown Indicators
| CMOD.L | RICI.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.16% | -26.97% | -6.19% |
Max Drawdown (1Y)Largest decline over 1 year | -8.95% | -10.95% | +2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -26.86% | -26.97% | +0.11% |
Current DrawdownCurrent decline from peak | -1.22% | -2.69% | +1.47% |
Average DrawdownAverage peak-to-trough decline | -12.47% | -12.45% | -0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 4.03% | -0.93% |
Volatility
CMOD.L vs. RICI.L - Volatility Comparison
The current volatility for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) is 7.20%, while Market Access Rogers International Commodity UCITS ETF (RICI.L) has a volatility of 10.33%. This indicates that CMOD.L experiences smaller price fluctuations and is considered to be less risky than RICI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| CMOD.L | RICI.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.20% | 10.33% | -3.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.04% | 14.85% | -1.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.22% | 18.50% | -2.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.31% | 18.64% | -2.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.53% | 19.18% | -4.65% |