COMM.L vs. RINF
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (COMM.L) and ProShares Inflation Expectations ETF (RINF).
COMM.L and RINF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Jul 18, 2017. RINF is a passively managed fund by ProShares that tracks the performance of the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. It was launched on Jan 10, 2012. Both COMM.L and RINF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COMM.L or RINF.
Key characteristics
| COMM.L | RINF | |
|---|---|---|
| YTD Return | 1.67% | 9.52% |
| 1Y Return | -4.36% | 0.60% |
| 3Y Return (Ann) | 3.73% | 6.04% |
| 5Y Return (Ann) | 6.22% | 7.43% |
| Sharpe Ratio | -0.37 | 0.11 |
| Sortino Ratio | -0.46 | 0.20 |
| Omega Ratio | 0.95 | 1.02 |
| Calmar Ratio | -0.15 | 0.09 |
| Martin Ratio | -0.61 | 0.20 |
| Ulcer Index | 7.15% | 4.11% |
| Daily Std Dev | 11.56% | 7.91% |
| Max Drawdown | -28.49% | -43.45% |
| Current Drawdown | -23.56% | -0.96% |
Correlation
The correlation between COMM.L and RINF is 0.15, 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. RINF - Performance Comparison
In the year-to-date period, COMM.L achieves a 1.67% return, which is significantly lower than RINF's 9.52% 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. RINF - Expense Ratio Comparison
COMM.L has a 0.19% expense ratio, which is lower than RINF's 0.30% expense ratio.
Risk-Adjusted Performance
COMM.L vs. RINF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (COMM.L) and ProShares Inflation Expectations ETF (RINF). 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. RINF - Dividend Comparison
COMM.L has not paid dividends to shareholders, while RINF's dividend yield for the trailing twelve months is around 4.94%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RINF ProShares Inflation Expectations ETF | 4.94% | 5.07% | 1.15% | 2.76% | 0.83% | 1.91% | 2.47% | 2.99% | 1.09% | 1.83% | 1.42% | 0.94% |
Drawdowns
COMM.L vs. RINF - Drawdown Comparison
The maximum COMM.L drawdown since its inception was -28.49%, smaller than the maximum RINF drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for COMM.L and RINF. For additional features, visit the drawdowns tool.
Volatility
COMM.L vs. RINF - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a higher volatility of 3.94% compared to ProShares Inflation Expectations ETF (RINF) at 2.86%. This indicates that COMM.L's price experiences larger fluctuations and is considered to be riskier than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.