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

Performance

CMOP.L vs. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CMOP.L achieves a 15.91% return, which is significantly higher than SWDA.L's 9.76% return.


CMOP.L

1D
0.63%
1M
-8.33%
YTD
15.91%
6M
14.87%
1Y
28.71%
3Y*
9.69%
5Y*
10.48%
10Y*

SWDA.L

1D
-0.61%
1M
0.45%
YTD
9.76%
6M
9.97%
1Y
25.89%
3Y*
18.16%
5Y*
12.35%
10Y*
13.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
15.91%8.23%6.01%-12.72%28.44%28.71%-7.11%1.37%-3.26%-24.46%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
9.76%12.64%21.11%17.59%-8.33%23.64%12.25%23.03%-3.78%10.28%

Correlation

The correlation between CMOP.L and SWDA.L is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.10

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

0.07

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

0.12

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

0.21

The correlation between CMOP.L and SWDA.L shifts across timeframes, from -0.10 (1 year) to 0.21 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CMOP.L vs. SWDA.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: 5252
Overall Rank
CMOP.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 5353
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 5656
Martin Ratio Rank

SWDA.L
SWDA.L Risk / Return Rank: 8686
Overall Rank
SWDA.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SWDA.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
SWDA.L Omega Ratio Rank: 8787
Omega Ratio Rank
SWDA.L Calmar Ratio Rank: 8484
Calmar Ratio Rank
SWDA.L Martin Ratio Rank: 8585
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. SWDA.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 Core MSCI World UCITS ETF USD (Acc) (SWDA.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CMOP.LSWDA.LDifference
Sharpe ratioReturn per unit of total volatility

-0.87

Sortino ratioReturn per unit of downside risk

-1.38

Omega ratioGain probability vs. loss probability

1.29

1.46

-0.17

Calmar ratioReturn relative to maximum drawdown

2.32

3.94

-1.62

Martin ratioReturn relative to average drawdown

8.57

15.44

-6.87

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

The current CMOP.L Sharpe Ratio is 1.58, which is lower than the SWDA.L Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of CMOP.L and SWDA.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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Drawdowns

CMOP.L vs. SWDA.L - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -44.21%, which is greater than SWDA.L's maximum drawdown of -41.70%. Use the drawdown chart below to compare losses from any high point for CMOP.L and SWDA.L.


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Drawdown Indicators


CMOP.LSWDA.LDifference

Max Drawdown

Largest peak-to-trough decline

-44.21%

-41.70%

-2.51%

Max Drawdown (1Y)

Largest decline over 1 year

-12.32%

-6.55%

-5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-26.87%

-18.50%

-8.37%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

-18.50%

-10.28%

Max Drawdown (10Y)

Largest decline over 10 years

-25.58%

Current Drawdown

Current decline from peak

-11.77%

-1.22%

-10.55%

Average Drawdown

Average peak-to-trough decline

-21.85%

-9.47%

-12.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

1.67%

+1.67%

Volatility

CMOP.L vs. SWDA.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) has a higher volatility of 4.11% compared to iShares Core MSCI World UCITS ETF USD (Acc) (SWDA.L) at 3.19%. This indicates that CMOP.L's price experiences larger fluctuations and is considered to be riskier than SWDA.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.LSWDA.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

3.19%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

16.39%

7.73%

+8.66%

Volatility (1Y)

Calculated over the trailing 1-year period

18.09%

10.50%

+7.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.30%

13.36%

+7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.00%

14.53%

+4.47%

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

CMOP.L has a 0.19% expense ratio, which is lower than SWDA.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. SWDA.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


CMOP.L and SWDA.L have a correlation of -0.10, 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 SWDA.L.

CMOP.L is categorized as Commodities, while SWDA.L is Global Equities. CMOP.L tracks Bloomberg Commodity, while SWDA.L tracks MSCI World Index. They also come from different issuers: Invesco and iShares. Their fees differ too: 0.19% for CMOP.L and 0.20% for SWDA.L.

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