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COMF.L vs. XDBG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMF.L vs. XDBG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Longer Dated All Commodities UCITS ETF (COMF.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, COMF.L achieves a 15.62% return, which is significantly higher than XDBG.L's 12.93% return. Both investments have delivered pretty close results over the past 10 years, with COMF.L having a 8.22% annualized return and XDBG.L not far behind at 7.99%.


COMF.L

1D
0.49%
1M
1.36%
6M
12.32%
YTD
15.62%
1Y
24.40%
3Y*
11.31%
5Y*
11.24%
10Y*
8.22%

XDBG.L

1D
-0.22%
1M
-1.81%
6M
8.52%
YTD
12.93%
1Y
28.51%
3Y*
15.64%
5Y*
11.47%
10Y*
7.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMF.L vs. XDBG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.62%16.43%5.13%-6.37%18.73%32.96%2.52%7.36%-8.43%3.10%
XDBG.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged
12.93%35.16%6.35%-6.49%5.50%37.00%-0.21%9.31%-17.85%14.17%

Correlation

The correlation between COMF.L and XDBG.L is 0.86, 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

0.86

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

0.83

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

0.83

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2011

0.78

The correlation between COMF.L and XDBG.L has been stable across timeframes, ranging from 0.78 to 0.86 - a consistent structural relationship.

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Return for Risk

COMF.L vs. XDBG.L — Risk / Return Rank

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

COMF.L
COMF.L Risk / Return Rank: 6363
Overall Rank
COMF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 5151
Martin Ratio Rank

XDBG.L
XDBG.L Risk / Return Rank: 5555
Overall Rank
XDBG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XDBG.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
XDBG.L Omega Ratio Rank: 6161
Omega Ratio Rank
XDBG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XDBG.L Martin Ratio Rank: 4646
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.

COMF.L vs. XDBG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Longer Dated All Commodities UCITS ETF (COMF.L) and Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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.


COMF.LXDBG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.31

1.25

+0.06

Calmar ratioReturn relative to maximum drawdown

1.98

1.79

+0.19

Martin ratioReturn relative to average drawdown

6.41

5.09

+1.31

COMF.L vs. XDBG.L - Sharpe Ratio Comparison

The current COMF.L Sharpe Ratio is 1.75, which is comparable to the XDBG.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of COMF.L and XDBG.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

COMF.L vs. XDBG.L - Drawdown Comparison

The maximum COMF.L drawdown since its inception was -60.21%, smaller than the maximum XDBG.L drawdown of -75.24%. Use the drawdown chart below to compare losses from any high point for COMF.L and XDBG.L.


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Drawdown Indicators


COMF.LXDBG.LDifference

Max Drawdown

Largest peak-to-trough decline

-60.21%

-75.24%

+15.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-15.83%

+3.58%

Max Drawdown (3Y)

Largest decline over 3 years

-12.25%

-15.83%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-22.56%

-34.15%

+11.59%

Max Drawdown (10Y)

Largest decline over 10 years

-29.69%

-47.03%

+17.34%

Current Drawdown

Current decline from peak

-7.12%

-15.34%

+8.22%

Average Drawdown

Average peak-to-trough decline

-29.35%

-43.49%

+14.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

5.58%

-1.80%

Volatility

COMF.L vs. XDBG.L - Volatility Comparison

The current volatility for L&G Longer Dated All Commodities UCITS ETF (COMF.L) is 3.57%, while Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) has a volatility of 4.88%. This indicates that COMF.L experiences smaller price fluctuations and is considered to be less risky than XDBG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMF.LXDBG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.57%

4.88%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

15.94%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

13.87%

20.01%

-6.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

22.77%

-7.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.28%

19.96%

-6.68%

COMF.L vs. XDBG.L - Expense Ratio Comparison

COMF.L has a 0.30% expense ratio, which is lower than XDBG.L's 0.39% expense ratio.


Dividends

COMF.L vs. XDBG.L - Dividend Comparison

Neither COMF.L nor XDBG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COMF.L and XDBG.L have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMF.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMF.L is cheaper with a 0.30% expense ratio, compared with 0.39% for XDBG.L.

COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return, while XDBG.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged). They also come from different issuers: L&G and Xtrackers. Their fees differ too: 0.30% for COMF.L and 0.39% for XDBG.L.

Portfolio Optimizer

Find the right allocation for COMF.L and XDBG.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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