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CMOP.L vs. GSG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CMOP.L and GSG is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.6

Performance

CMOP.L vs. GSG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
5.86%
4.39%
CMOP.L
GSG

Key characteristics

Sharpe Ratio

CMOP.L:

1.20

GSG:

0.83

Sortino Ratio

CMOP.L:

1.84

GSG:

1.25

Omega Ratio

CMOP.L:

1.21

GSG:

1.15

Calmar Ratio

CMOP.L:

0.51

GSG:

0.17

Martin Ratio

CMOP.L:

2.26

GSG:

2.35

Ulcer Index

CMOP.L:

6.46%

GSG:

5.44%

Daily Std Dev

CMOP.L:

12.17%

GSG:

15.49%

Max Drawdown

CMOP.L:

-28.78%

GSG:

-89.62%

Current Drawdown

CMOP.L:

-14.82%

GSG:

-69.74%

Returns By Period

In the year-to-date period, CMOP.L achieves a 7.14% return, which is significantly higher than GSG's 4.92% return.


CMOP.L

YTD

7.14%

1M

8.22%

6M

12.37%

1Y

15.62%

5Y*

8.89%

10Y*

N/A

GSG

YTD

4.92%

1M

5.89%

6M

4.39%

1Y

12.57%

5Y*

7.87%

10Y*

1.55%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CMOP.L vs. GSG - Expense Ratio Comparison

CMOP.L has a 0.19% expense ratio, which is lower than GSG's 0.75% expense ratio.


GSG
iShares S&P GSCI Commodity-Indexed Trust
Expense ratio chart for GSG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for CMOP.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

CMOP.L vs. GSG — Risk-Adjusted Performance Rank

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

CMOP.L
The Risk-Adjusted Performance Rank of CMOP.L is 5050
Overall Rank
The Sharpe Ratio Rank of CMOP.L is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of CMOP.L is 6363
Sortino Ratio Rank
The Omega Ratio Rank of CMOP.L is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CMOP.L is 3535
Calmar Ratio Rank
The Martin Ratio Rank of CMOP.L is 3434
Martin Ratio Rank

GSG
The Risk-Adjusted Performance Rank of GSG is 3636
Overall Rank
The Sharpe Ratio Rank of GSG is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of GSG is 4343
Sortino Ratio Rank
The Omega Ratio Rank of GSG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of GSG is 1919
Calmar Ratio Rank
The Martin Ratio Rank of GSG is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CMOP.L vs. GSG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and iShares S&P GSCI Commodity-Indexed Trust (GSG). 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.


Sharpe ratio
The chart of Sharpe ratio for CMOP.L, currently valued at 0.97, compared to the broader market-1.000.001.002.003.004.005.000.970.74
The chart of Sortino ratio for CMOP.L, currently valued at 1.46, compared to the broader market-2.000.002.004.006.008.0010.0012.001.461.14
The chart of Omega ratio for CMOP.L, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.001.171.13
The chart of Calmar ratio for CMOP.L, currently valued at 0.44, compared to the broader market0.005.0010.0015.000.440.46
The chart of Martin ratio for CMOP.L, currently valued at 2.09, compared to the broader market0.0020.0040.0060.0080.00100.002.092.08
CMOP.L
GSG

The current CMOP.L Sharpe Ratio is 1.20, which is higher than the GSG Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of CMOP.L and GSG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
0.97
0.74
CMOP.L
GSG

Dividends

CMOP.L vs. GSG - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

CMOP.L vs. GSG - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -28.78%, smaller than the maximum GSG drawdown of -89.62%. Use the drawdown chart below to compare losses from any high point for CMOP.L and GSG. For additional features, visit the drawdowns tool.


-26.00%-24.00%-22.00%-20.00%-18.00%-16.00%-14.00%AugustSeptemberOctoberNovemberDecember2025
-17.02%
-13.29%
CMOP.L
GSG

Volatility

CMOP.L vs. GSG - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) is 3.85%, while iShares S&P GSCI Commodity-Indexed Trust (GSG) has a volatility of 4.37%. This indicates that CMOP.L experiences smaller price fluctuations and is considered to be less risky than GSG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AugustSeptemberOctoberNovemberDecember2025
3.85%
4.37%
CMOP.L
GSG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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