EXXY.DE vs. CMOD.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and Invesco Bloomberg Commodity UCITS ETF (CMOD.L).
EXXY.DE and CMOD.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EXXY.DE is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity. It was launched on Aug 7, 2007. CMOD.L is a passively managed fund by Invesco that tracks the performance of the Bloomberg Commodity TR Index. It was launched on Aug 17, 2018. Both EXXY.DE and CMOD.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
EXXY.DE vs. CMOD.L - Performance Comparison
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EXXY.DE vs. CMOD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EXXY.DE iShares Diversified Commodity Swap UCITS ETF (DE) | 21.95% | 3.90% | 10.13% | -10.90% | 21.43% | 38.49% | -14.34% | 8.73% | -6.18% | -11.54% |
CMOD.L Invesco Bloomberg Commodity UCITS ETF | 24.76% | 2.37% | 11.00% | -10.33% | 21.59% | 36.87% | -11.79% | 9.05% | -6.00% | -11.49% |
Different Trading Currencies
EXXY.DE is traded in EUR, while CMOD.L is traded in USD. To make them comparable, the CMOD.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, EXXY.DE achieves a 21.95% return, which is significantly lower than CMOD.L's 24.76% return.
EXXY.DE
- 1D
- -1.89%
- 1M
- 9.72%
- YTD
- 21.95%
- 6M
- 31.36%
- 1Y
- 20.09%
- 3Y*
- 10.18%
- 5Y*
- 13.18%
- 10Y*
- 6.84%
CMOD.L
- 1D
- -1.32%
- 1M
- 10.05%
- YTD
- 24.76%
- 6M
- 32.36%
- 1Y
- 21.76%
- 3Y*
- 10.87%
- 5Y*
- 13.73%
- 10Y*
- —
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EXXY.DE vs. CMOD.L - Expense Ratio Comparison
EXXY.DE has a 0.46% expense ratio, which is higher than CMOD.L's 0.19% expense ratio.
Return for Risk
EXXY.DE vs. CMOD.L — Risk / Return Rank
EXXY.DE
CMOD.L
EXXY.DE vs. CMOD.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and Invesco Bloomberg Commodity UCITS ETF (CMOD.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.
| EXXY.DE | CMOD.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 1.26 | -0.12 |
Sortino ratioReturn per unit of downside risk | 1.59 | 1.74 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.60 | -0.24 |
Martin ratioReturn relative to average drawdown | 5.01 | 5.44 | -0.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EXXY.DE | CMOD.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.15 | 1.26 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.82 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.38 | -0.37 |
Correlation
The correlation between EXXY.DE and CMOD.L is 0.90, 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
EXXY.DE vs. CMOD.L - Dividend Comparison
Neither EXXY.DE nor CMOD.L has paid dividends to shareholders.
Drawdowns
EXXY.DE vs. CMOD.L - Drawdown Comparison
The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than CMOD.L's maximum drawdown of -31.91%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and CMOD.L.
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Drawdown Indicators
| EXXY.DE | CMOD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.58% | -33.16% | -32.42% |
Max Drawdown (1Y)Largest decline over 1 year | -12.26% | -8.95% | -3.31% |
Max Drawdown (5Y)Largest decline over 5 years | -28.03% | -26.86% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -33.54% | — | — |
Current DrawdownCurrent decline from peak | -17.97% | -1.22% | -16.75% |
Average DrawdownAverage peak-to-trough decline | -40.30% | -12.47% | -27.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.21% | 3.10% | +1.11% |
Volatility
EXXY.DE vs. CMOD.L - Volatility Comparison
iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 8.68% compared to Invesco Bloomberg Commodity UCITS ETF (CMOD.L) at 8.05%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than CMOD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EXXY.DE | CMOD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.68% | 8.05% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 13.95% | 13.78% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.46% | 17.14% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.09% | 16.83% | +0.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.09% | 15.27% | -0.18% |