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ETLF.DE vs. XCMC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETLF.DE vs. XCMC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G All Commodities UCITS ETF (ETLF.DE) and Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE). The values are adjusted to include any dividend payments, if applicable.

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ETLF.DE vs. XCMC.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ETLF.DE
L&G All Commodities UCITS ETF
24.92%4.67%10.97%-10.24%21.51%0.47%
XCMC.DE
Xtrackers Bloomberg Commodity Swap UCITS ETF 1C
24.19%-2.66%11.92%-9.34%24.84%-11.32%

Returns By Period

The year-to-date returns for both stocks are quite close, with ETLF.DE having a 24.92% return and XCMC.DE slightly lower at 24.19%.


ETLF.DE

1D
2.14%
1M
9.54%
YTD
24.92%
6M
34.20%
1Y
24.87%
3Y*
11.45%
5Y*
14.49%
10Y*

XCMC.DE

1D
0.35%
1M
3.00%
YTD
24.19%
6M
22.85%
1Y
14.94%
3Y*
8.71%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETLF.DE vs. XCMC.DE - Expense Ratio Comparison

ETLF.DE has a 0.15% expense ratio, which is lower than XCMC.DE's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

ETLF.DE vs. XCMC.DE — Risk / Return Rank

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

ETLF.DE
ETLF.DE Risk / Return Rank: 7373
Overall Rank
ETLF.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ETLF.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
ETLF.DE Omega Ratio Rank: 6969
Omega Ratio Rank
ETLF.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
ETLF.DE Martin Ratio Rank: 6464
Martin Ratio Rank

XCMC.DE
XCMC.DE Risk / Return Rank: 5050
Overall Rank
XCMC.DE Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
XCMC.DE Sortino Ratio Rank: 3939
Sortino Ratio Rank
XCMC.DE Omega Ratio Rank: 4242
Omega Ratio Rank
XCMC.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
XCMC.DE Martin Ratio Rank: 5050
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.

ETLF.DE vs. XCMC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (ETLF.DE) and Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE). 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.


ETLF.DEXCMC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.41

0.85

+0.57

Sortino ratio

Return per unit of downside risk

1.91

1.21

+0.70

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.09

Calmar ratio

Return relative to maximum drawdown

3.43

2.54

+0.89

Martin ratio

Return relative to average drawdown

7.94

5.86

+2.08

ETLF.DE vs. XCMC.DE - Sharpe Ratio Comparison

The current ETLF.DE Sharpe Ratio is 1.41, which is higher than the XCMC.DE Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of ETLF.DE and XCMC.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ETLF.DEXCMC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.41

0.85

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.41

+0.14

Correlation

The correlation between ETLF.DE and XCMC.DE is 0.94, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ETLF.DE vs. XCMC.DE - Dividend Comparison

Neither ETLF.DE nor XCMC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ETLF.DE vs. XCMC.DE - Drawdown Comparison

The maximum ETLF.DE drawdown since its inception was -28.78%, which is greater than XCMC.DE's maximum drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for ETLF.DE and XCMC.DE.


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Drawdown Indicators


ETLF.DEXCMC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-22.91%

-5.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.80%

-7.80%

-1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-27.00%

Current Drawdown

Current decline from peak

0.00%

-3.24%

+3.24%

Average Drawdown

Average peak-to-trough decline

-12.31%

-13.08%

+0.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

3.38%

+0.42%

Volatility

ETLF.DE vs. XCMC.DE - Volatility Comparison

L&G All Commodities UCITS ETF (ETLF.DE) has a higher volatility of 8.51% compared to Xtrackers Bloomberg Commodity Swap UCITS ETF 1C (XCMC.DE) at 6.16%. This indicates that ETLF.DE's price experiences larger fluctuations and is considered to be riskier than XCMC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETLF.DEXCMC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.51%

6.16%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.07%

14.51%

-0.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.51%

17.55%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.67%

17.33%

-0.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

17.33%

-1.98%