COMM.L vs. LCSIX
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (COMM.L) and LoCorr Long/Short Commodity Strategies Fund (LCSIX).
COMM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. LCSIX is managed by LoCorr Funds. It was launched on Dec 29, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMM.L or LCSIX.
Key characteristics
| COMM.L | LCSIX | |
|---|---|---|
| YTD Return | 2.20% | -4.30% |
| 1Y Return | -5.79% | -3.38% |
| 3Y Return (Ann) | 3.37% | 0.13% |
| 5Y Return (Ann) | 6.27% | 4.74% |
| Sharpe Ratio | -0.47 | -0.63 |
| Sortino Ratio | -0.60 | -0.81 |
| Omega Ratio | 0.93 | 0.89 |
| Calmar Ratio | -0.19 | -0.39 |
| Martin Ratio | -0.76 | -1.28 |
| Ulcer Index | 7.21% | 2.57% |
| Daily Std Dev | 11.61% | 5.21% |
| Max Drawdown | -28.49% | -25.05% |
| Current Drawdown | -23.16% | -8.39% |
Correlation
The correlation between COMM.L and LCSIX is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
COMM.L vs. LCSIX - Performance Comparison
In the year-to-date period, COMM.L achieves a 2.20% return, which is significantly higher than LCSIX's -4.30% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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COMM.L vs. LCSIX - Expense Ratio Comparison
COMM.L has a 0.19% expense ratio, which is lower than LCSIX's 1.75% expense ratio.
Risk-Adjusted Performance
COMM.L vs. LCSIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (COMM.L) and LoCorr Long/Short Commodity Strategies Fund (LCSIX). 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.
Dividends
COMM.L vs. LCSIX - Dividend Comparison
COMM.L has not paid dividends to shareholders, while LCSIX's dividend yield for the trailing twelve months is around 1.97%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
COMM.L iShares Diversified Commodity Swap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 1.97% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% | 9.86% |
Drawdowns
COMM.L vs. LCSIX - Drawdown Comparison
The maximum COMM.L drawdown since its inception was -28.49%, which is greater than LCSIX's maximum drawdown of -25.05%. Use the drawdown chart below to compare losses from any high point for COMM.L and LCSIX. For additional features, visit the drawdowns tool.
Volatility
COMM.L vs. LCSIX - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a higher volatility of 4.04% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 1.38%. This indicates that COMM.L's price experiences larger fluctuations and is considered to be riskier than LCSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.