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CMOE.DE vs. XSVT.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMOE.DE vs. XSVT.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with CMOE.DE having a 21.57% return and XSVT.DE slightly higher at 21.63%.


CMOE.DE

1D
-1.32%
1M
-1.55%
YTD
21.57%
6M
21.82%
1Y
33.83%
3Y*
13.22%
5Y*
10Y*

XSVT.DE

1D
-0.53%
1M
3.03%
YTD
21.63%
6M
24.91%
1Y
42.37%
3Y*
16.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOE.DE vs. XSVT.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
CMOE.DE
Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc
21.57%14.96%2.92%-9.62%-0.48%
XSVT.DE
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
21.63%14.36%15.10%-12.67%14.15%

Correlation

The correlation between CMOE.DE and XSVT.DE is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

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

0.80

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.82

The correlation between CMOE.DE and XSVT.DE has been stable across timeframes, ranging from 0.80 to 0.83 - a consistent structural relationship.

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Return for Risk

CMOE.DE vs. XSVT.DE — Risk / Return Rank

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

CMOE.DE
CMOE.DE Risk / Return Rank: 6363
Overall Rank
CMOE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMOE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMOE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CMOE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMOE.DE Martin Ratio Rank: 5959
Martin Ratio Rank

XSVT.DE
XSVT.DE Risk / Return Rank: 7070
Overall Rank
XSVT.DE Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
XSVT.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
XSVT.DE Omega Ratio Rank: 7070
Omega Ratio Rank
XSVT.DE Calmar Ratio Rank: 8585
Calmar Ratio Rank
XSVT.DE Martin Ratio Rank: 6161
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.

CMOE.DE vs. XSVT.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE). 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.


CMOE.DEXSVT.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.31

Sortino ratioReturn per unit of downside risk

-0.36

Omega ratioGain probability vs. loss probability

1.37

1.41

-0.04

Calmar ratioReturn relative to maximum drawdown

4.49

4.58

-0.09

Martin ratioReturn relative to average drawdown

10.26

10.89

-0.63

CMOE.DE vs. XSVT.DE - Sharpe Ratio Comparison

The current CMOE.DE Sharpe Ratio is 2.00, which is comparable to the XSVT.DE Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CMOE.DE and XSVT.DE, 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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Sharpe Ratios by Period


CMOE.DEXSVT.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.00

2.31

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.61

-0.24

Drawdowns

CMOE.DE vs. XSVT.DE - Drawdown Comparison

The maximum CMOE.DE drawdown since its inception was -29.97%, which is greater than XSVT.DE's maximum drawdown of -27.57%. Use the drawdown chart below to compare losses from any high point for CMOE.DE and XSVT.DE.


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Drawdown Indicators


CMOE.DEXSVT.DEDifference

Max Drawdown

Largest peak-to-trough decline

-29.97%

-27.57%

-2.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.70%

-9.35%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-11.83%

-15.97%

+4.14%

Current Drawdown

Current decline from peak

-5.48%

-1.81%

-3.67%

Average Drawdown

Average peak-to-trough decline

-19.33%

-14.41%

-4.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

3.95%

-0.57%

Volatility

CMOE.DE vs. XSVT.DE - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) has a higher volatility of 5.18% compared to Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XSVT.DE) at 4.33%. This indicates that CMOE.DE's price experiences larger fluctuations and is considered to be riskier than XSVT.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOE.DEXSVT.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.18%

4.33%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.26%

15.57%

-0.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

18.53%

-1.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.62%

18.83%

-2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.62%

18.83%

-2.21%

CMOE.DE vs. XSVT.DE - Expense Ratio Comparison

CMOE.DE has a 0.24% expense ratio, which is lower than XSVT.DE's 0.29% expense ratio.


Dividends

CMOE.DE vs. XSVT.DE - Dividend Comparison

Neither CMOE.DE nor XSVT.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CMOE.DE and XSVT.DE have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMOE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMOE.DE is cheaper with a 0.24% expense ratio, compared with 0.29% for XSVT.DE.

CMOE.DE tracks Bloomberg Commodity (EUR Hedged), while XSVT.DE tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward. They also come from different issuers: Invesco and Xtrackers. Their fees differ too: 0.24% for CMOE.DE and 0.29% for XSVT.DE.

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