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.
Performance
COMM.L vs. LCSIX - Performance Comparison
Loading graphics...
COMM.L vs. LCSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COMM.L iShares Diversified Commodity Swap UCITS ETF | 23.98% | 8.53% | 6.19% | -12.55% | 28.34% | 29.04% | -7.09% | 2.79% | -4.51% | 0.62% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 4.72% | -6.07% | -6.68% | -7.92% | 18.65% | 15.99% | 6.67% | -9.55% | 21.99% | 0.99% |
Different Trading Currencies
COMM.L is traded in GBp, while LCSIX is traded in USD. To make them comparable, the LCSIX values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, COMM.L achieves a 23.98% return, which is significantly higher than LCSIX's 4.72% return.
COMM.L
- 1D
- -2.25%
- 1M
- 9.40%
- YTD
- 23.98%
- 6M
- 32.13%
- 1Y
- 26.96%
- 3Y*
- 10.72%
- 5Y*
- 14.35%
- 10Y*
- —
LCSIX
- 1D
- -0.31%
- 1M
- 2.17%
- YTD
- 4.72%
- 6M
- 3.00%
- 1Y
- -1.91%
- 3Y*
- -4.37%
- 5Y*
- 2.83%
- 10Y*
- 3.51%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
Return for Risk
COMM.L vs. LCSIX — Risk / Return Rank
COMM.L
LCSIX
COMM.L vs. LCSIX - Risk-Adjusted Trends 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.
| COMM.L | LCSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | -0.22 | +1.83 |
Sortino ratioReturn per unit of downside risk | 2.13 | -0.25 | +2.37 |
Omega ratioGain probability vs. loss probability | 1.30 | 0.97 | +0.33 |
Calmar ratioReturn relative to maximum drawdown | 3.64 | -0.16 | +3.80 |
Martin ratioReturn relative to average drawdown | 8.16 | -0.24 | +8.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COMM.L | LCSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.61 | -0.22 | +1.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.89 | 0.31 | +0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.31 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.39 | +0.14 |
Correlation
The correlation between COMM.L and LCSIX is 0.27, 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.
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 2.26%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.26% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
Drawdowns
COMM.L vs. LCSIX - Drawdown Comparison
The maximum COMM.L drawdown since its inception was -28.49%, smaller than the maximum LCSIX drawdown of -30.26%. Use the drawdown chart below to compare losses from any high point for COMM.L and LCSIX.
Loading graphics...
Drawdown Indicators
| COMM.L | LCSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.49% | -25.13% | -3.36% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -4.31% | -5.09% |
Max Drawdown (5Y)Largest decline over 5 years | -28.49% | -13.21% | -15.28% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.71% | — |
Current DrawdownCurrent decline from peak | -2.25% | -8.74% | +6.49% |
Average DrawdownAverage peak-to-trough decline | -12.34% | -6.33% | -6.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.34% | 2.15% | +1.19% |
Volatility
COMM.L vs. LCSIX - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a higher volatility of 8.68% compared to LoCorr Long/Short Commodity Strategies Fund (LCSIX) at 3.16%. 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.
Loading graphics...
Volatility by Period
| COMM.L | LCSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 3.16% | +5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.67% | 6.79% | +6.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.71% | 9.20% | +7.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.04% | 9.29% | +6.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.11% | 11.23% | +3.88% |