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

Performance

CMOP.L vs. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CMOP.L is traded in GBp, while SDIA.L is traded in USD. To make them comparable, the SDIA.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, CMOP.L achieves a 24.84% return, which is significantly higher than SDIA.L's 1.20% return.


CMOP.L

1D
-1.31%
1M
-2.74%
YTD
24.84%
6M
23.47%
1Y
38.91%
3Y*
12.42%
5Y*
12.08%
10Y*

SDIA.L

1D
0.11%
1M
1.31%
YTD
1.20%
6M
0.54%
1Y
5.28%
3Y*
2.63%
5Y*
3.51%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
24.84%8.23%6.01%-12.72%28.44%28.71%-7.11%3.31%-5.01%2.77%
SDIA.L
iShares USD Short Duration Corporate Bond UCITS ETF (Acc)
1.20%-1.40%6.83%0.36%6.87%0.24%1.43%2.08%6.80%-3.36%

Correlation

The correlation between CMOP.L and SDIA.L is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (All Time)
Calculated using the full available price history since May 9, 2017

0.24

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Return for Risk

CMOP.L vs. SDIA.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: 6767
Overall Rank
CMOP.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 6565
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 6565
Martin Ratio Rank

SDIA.L
SDIA.L Risk / Return Rank: 7979
Overall Rank
SDIA.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
SDIA.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
SDIA.L Omega Ratio Rank: 7777
Omega Ratio Rank
SDIA.L Calmar Ratio Rank: 8181
Calmar Ratio Rank
SDIA.L Martin Ratio Rank: 8282
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. SDIA.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 iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.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.LSDIA.LDifference
Sharpe ratioReturn per unit of total volatility

+1.29

Sortino ratioReturn per unit of downside risk

+1.37

Omega ratioGain probability vs. loss probability

1.39

1.15

+0.24

Calmar ratioReturn relative to maximum drawdown

5.07

1.07

+4.01

Martin ratioReturn relative to average drawdown

11.63

3.05

+8.58

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

The current CMOP.L Sharpe Ratio is 2.10, which is higher than the SDIA.L Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CMOP.L and SDIA.L, 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


CMOP.LSDIA.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

0.82

+1.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.43

+0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.27

+0.16

Drawdowns

CMOP.L vs. SDIA.L - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -28.78%, which is greater than SDIA.L's maximum drawdown of -15.38%. Use the drawdown chart below to compare losses from any high point for CMOP.L and SDIA.L.


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Drawdown Indicators


CMOP.LSDIA.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-15.38%

-13.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-4.94%

-2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-8.72%

-6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

-15.38%

-13.40%

Current Drawdown

Current decline from peak

-4.98%

-3.93%

-1.05%

Average Drawdown

Average peak-to-trough decline

-12.18%

-6.25%

-5.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

1.73%

+1.61%

Volatility

CMOP.L vs. SDIA.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) has a higher volatility of 6.19% compared to iShares USD Short Duration Corporate Bond UCITS ETF (Acc) (SDIA.L) at 1.79%. This indicates that CMOP.L's price experiences larger fluctuations and is considered to be riskier than SDIA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOP.LSDIA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

1.79%

+4.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

5.02%

+11.15%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

6.45%

+11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

8.14%

+8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

8.42%

+6.73%

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

CMOP.L has a 0.19% expense ratio, which is lower than SDIA.L's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CMOP.L vs. SDIA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CMOP.L and SDIA.L have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMOP.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMOP.L is cheaper with a 0.19% expense ratio, compared with 0.20% for SDIA.L.

CMOP.L is categorized as Commodities, while SDIA.L is Corporate Bonds. CMOP.L tracks Bloomberg Commodity, while SDIA.L tracks Bloomberg US Corp 1-3 Yr TR USD. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for CMOP.L and 0.20% for SDIA.L.

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