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

Performance

CMOD.L vs. RICI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and Market Access Rogers International Commodity UCITS ETF (RICI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

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

CMOD.L
CMOD.L Risk / Return Rank: 8787
Overall Rank
CMOD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CMOD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CMOD.L Omega Ratio Rank: 8585
Omega Ratio Rank
CMOD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CMOD.L Martin Ratio Rank: 8282
Martin Ratio Rank

RICI.L
RICI.L Risk / Return Rank: 7070
Overall Rank
RICI.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RICI.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
RICI.L Omega Ratio Rank: 6767
Omega Ratio Rank
RICI.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RICI.L Martin Ratio Rank: 5757
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. 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.LRICI.LDifference

Sharpe ratio

Return per unit of total volatility

1.87

1.55

+0.32

Sortino ratio

Return per unit of downside risk

2.46

2.07

+0.39

Omega ratio

Gain probability vs. loss probability

1.35

1.30

+0.05

Calmar ratio

Return relative to maximum drawdown

4.18

3.81

+0.36

Martin ratio

Return relative to average drawdown

9.82

7.28

+2.54

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

The current CMOD.L Sharpe Ratio is 1.87, which is comparable to the RICI.L Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of CMOD.L and RICI.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.LRICI.LDifference

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.


Tickers have no history of dividend payments

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.


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Drawdown Indicators


CMOD.LRICI.LDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.22%

-2.69%

+1.47%

Average Drawdown

Average peak-to-trough decline

-12.47%

-12.45%

-0.02%

Ulcer Index

Depth 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.


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Volatility by Period


CMOD.LRICI.LDifference

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%