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COMM.L vs. BCOM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMM.L vs. BCOM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in iShares Diversified Commodity Swap UCITS ETF (COMM.L) and L&G All Commodities UCITS ETF - USD Accumulating ETF (BCOM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with COMM.L having a 19.66% return and BCOM.L slightly lower at 19.63%.


COMM.L

1D
-0.94%
1M
1.10%
6M
14.90%
YTD
19.66%
1Y
29.14%
3Y*
11.41%
5Y*
10.66%
10Y*

BCOM.L

1D
0.00%
1M
0.63%
6M
14.57%
YTD
19.63%
1Y
28.48%
3Y*
11.29%
5Y*
10.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMM.L vs. BCOM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMM.L
iShares Diversified Commodity Swap UCITS ETF
19.66%8.53%6.19%-12.55%28.34%29.04%-7.09%3.39%-5.05%-21.66%
BCOM.L
L&G All Commodities UCITS ETF - USD Accumulating ETF
19.63%7.91%6.26%-11.88%29.38%28.55%-5.84%1.14%-4.53%2.46%

Correlation

The correlation between COMM.L and BCOM.L is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.97

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2017

0.84

The correlation between COMM.L and BCOM.L shifts across timeframes, from 0.84 (all time) to 0.97 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

COMM.L vs. BCOM.L — Risk / Return Rank

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

COMM.L
COMM.L Risk / Return Rank: 5353
Overall Rank
COMM.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
COMM.L Sortino Ratio Rank: 5050
Sortino Ratio Rank
COMM.L Omega Ratio Rank: 5757
Omega Ratio Rank
COMM.L Calmar Ratio Rank: 5454
Calmar Ratio Rank
COMM.L Martin Ratio Rank: 5050
Martin Ratio Rank

BCOM.L
BCOM.L Risk / Return Rank: 5959
Overall Rank
BCOM.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BCOM.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
BCOM.L Omega Ratio Rank: 6666
Omega Ratio Rank
BCOM.L Calmar Ratio Rank: 5151
Calmar Ratio Rank
BCOM.L Martin Ratio Rank: 4949
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.

COMM.L vs. BCOM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (COMM.L) and L&G All Commodities UCITS ETF - USD Accumulating ETF (BCOM.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.


COMM.LBCOM.LDifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

-0.07

Omega ratioGain probability vs. loss probability

1.28

1.28

0.00

Calmar ratioReturn relative to maximum drawdown

2.19

2.18

+0.01

Martin ratioReturn relative to average drawdown

6.80

6.67

+0.13

COMM.L vs. BCOM.L - Sharpe Ratio Comparison

The current COMM.L Sharpe Ratio is 1.57, which is comparable to the BCOM.L Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of COMM.L and BCOM.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

COMM.L vs. BCOM.L - Drawdown Comparison

The maximum COMM.L drawdown since its inception was -40.38%, which is greater than BCOM.L's maximum drawdown of -27.79%. Use the drawdown chart below to compare losses from any high point for COMM.L and BCOM.L.


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Drawdown Indicators


COMM.LBCOM.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.38%

-27.79%

-12.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.24%

-12.97%

-0.27%

Max Drawdown (3Y)

Largest decline over 3 years

-26.75%

-14.40%

-12.35%

Max Drawdown (5Y)

Largest decline over 5 years

-28.49%

-27.75%

-0.74%

Current Drawdown

Current decline from peak

-8.96%

-9.06%

+0.10%

Average Drawdown

Average peak-to-trough decline

-19.50%

-11.31%

-8.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.27%

4.24%

+0.03%

Volatility

COMM.L vs. BCOM.L - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a higher volatility of 4.62% compared to L&G All Commodities UCITS ETF - USD Accumulating ETF (BCOM.L) at 4.14%. This indicates that COMM.L's price experiences larger fluctuations and is considered to be riskier than BCOM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMM.LBCOM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.62%

4.14%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

16.60%

15.60%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

18.51%

17.79%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

17.00%

+4.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.67%

16.02%

+3.65%

COMM.L vs. BCOM.L - Expense Ratio Comparison

COMM.L has a 0.19% expense ratio, which is higher than BCOM.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%.


Dividends

COMM.L vs. BCOM.L - Dividend Comparison

Neither COMM.L nor BCOM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.97, COMM.L and BCOM.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

On fees, BCOM.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCOM.L is cheaper with a 0.15% expense ratio, compared with 0.19% for COMM.L.

COMM.L tracks Bloomberg Commodity, while BCOM.L tracks Bloomberg Commodity Index Total Return. They also come from different issuers: iShares and L&G. Their fees differ too: 0.19% for COMM.L and 0.15% for BCOM.L.

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