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CMOP.L vs. BCOG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMOP.L vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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CMOP.L vs. BCOG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
26.85%8.23%6.01%-12.72%28.44%28.71%-7.11%3.31%-5.01%1.19%
BCOG.L
L&G All Commodities UCITS ETF
27.04%8.16%6.13%-12.32%29.36%29.04%-6.24%1.82%-4.64%1.28%

Returns By Period

The year-to-date returns for both investments are quite close, with CMOP.L having a 26.85% return and BCOG.L slightly higher at 27.04%.


CMOP.L

1D
0.60%
1M
14.55%
YTD
26.85%
6M
34.81%
1Y
29.97%
3Y*
11.36%
5Y*
14.69%
10Y*

BCOG.L

1D
0.56%
1M
14.55%
YTD
27.04%
6M
34.77%
1Y
29.94%
3Y*
11.55%
5Y*
15.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMOP.L vs. BCOG.L - Expense Ratio Comparison

CMOP.L has a 0.19% expense ratio, which is higher than BCOG.L's 0.15% 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%.


Return for Risk

CMOP.L vs. BCOG.L — Risk / Return Rank

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

CMOP.L
CMOP.L Risk / Return Rank: 8383
Overall Rank
CMOP.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 8686
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 6363
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 8282
Overall Rank
BCOG.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8888
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 8686
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6060
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.

CMOP.L vs. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and L&G All Commodities UCITS ETF (BCOG.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.


CMOP.LBCOG.LDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.80

+0.02

Sortino ratio

Return per unit of downside risk

2.41

2.41

0.00

Omega ratio

Gain probability vs. loss probability

1.34

1.34

0.00

Calmar ratio

Return relative to maximum drawdown

3.15

3.11

+0.04

Martin ratio

Return relative to average drawdown

6.12

5.97

+0.15

CMOP.L vs. BCOG.L - Sharpe Ratio Comparison

The current CMOP.L Sharpe Ratio is 1.82, which is comparable to the BCOG.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of CMOP.L and BCOG.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


CMOP.LBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.80

+0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.92

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.53

-0.07

Correlation

The correlation between CMOP.L and BCOG.L is 0.92, 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

CMOP.L vs. BCOG.L - Dividend Comparison

Neither CMOP.L nor BCOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMOP.L vs. BCOG.L - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -28.78%, roughly equal to the maximum BCOG.L drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for CMOP.L and BCOG.L.


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Drawdown Indicators


CMOP.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-28.15%

-0.63%

Max Drawdown (1Y)

Largest decline over 1 year

-9.61%

-9.54%

-0.07%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

-27.76%

-1.02%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-12.35%

-11.84%

-0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.84%

4.98%

-0.14%

Volatility

CMOP.L vs. BCOG.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and L&G All Commodities UCITS ETF (BCOG.L) have volatilities of 7.99% and 7.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOP.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

7.66%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

12.98%

+0.16%

Volatility (1Y)

Calculated over the trailing 1-year period

16.39%

16.56%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.08%

16.42%

-0.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.87%

15.45%

-0.58%