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EXXY.DE vs. CMOE.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EXXY.DE vs. CMOE.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) and Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EXXY.DE achieves a 23.43% return, which is significantly higher than CMOE.DE's 21.57% return.


EXXY.DE

1D
-1.47%
1M
-0.31%
YTD
23.43%
6M
22.49%
1Y
33.55%
3Y*
11.64%
5Y*
11.46%
10Y*
5.66%

CMOE.DE

1D
-1.32%
1M
-3.82%
YTD
21.57%
6M
23.28%
1Y
34.75%
3Y*
13.22%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXXY.DE vs. CMOE.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
EXXY.DE
iShares Diversified Commodity Swap UCITS ETF (DE)
23.43%3.90%10.13%-10.90%8.16%
CMOE.DE
Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc
21.57%14.96%2.92%-9.62%-0.48%

Correlation

The correlation between EXXY.DE and CMOE.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.82

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2022

0.83

The correlation between EXXY.DE and CMOE.DE has been stable across timeframes, ranging from 0.82 to 0.88 - a consistent structural relationship.

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Return for Risk

EXXY.DE vs. CMOE.DE — Risk / Return Rank

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

EXXY.DE
EXXY.DE Risk / Return Rank: 5656
Overall Rank
EXXY.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
EXXY.DE Sortino Ratio Rank: 4646
Sortino Ratio Rank
EXXY.DE Omega Ratio Rank: 5353
Omega Ratio Rank
EXXY.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
EXXY.DE Martin Ratio Rank: 5050
Martin Ratio Rank

CMOE.DE
CMOE.DE Risk / Return Rank: 6363
Overall Rank
CMOE.DE Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
CMOE.DE Sortino Ratio Rank: 5252
Sortino Ratio Rank
CMOE.DE Omega Ratio Rank: 6161
Omega Ratio Rank
CMOE.DE Calmar Ratio Rank: 8484
Calmar Ratio Rank
CMOE.DE Martin Ratio Rank: 5959
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.

EXXY.DE vs. CMOE.DE - 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 (EUR Hedged) Acc (CMOE.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.


EXXY.DECMOE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.22

Sortino ratioReturn per unit of downside risk

-0.22

Omega ratioGain probability vs. loss probability

1.32

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

3.78

4.49

-0.72

Martin ratioReturn relative to average drawdown

8.41

10.26

-1.85

EXXY.DE vs. CMOE.DE - Sharpe Ratio Comparison

The current EXXY.DE Sharpe Ratio is 1.78, which is comparable to the CMOE.DE Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of EXXY.DE and CMOE.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EXXY.DECMOE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.00

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

0.37

-0.35

Drawdowns

EXXY.DE vs. CMOE.DE - Drawdown Comparison

The maximum EXXY.DE drawdown since its inception was -65.58%, which is greater than CMOE.DE's maximum drawdown of -29.97%. Use the drawdown chart below to compare losses from any high point for EXXY.DE and CMOE.DE.


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Drawdown Indicators


EXXY.DECMOE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-65.58%

-29.97%

-35.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-7.70%

-1.25%

Max Drawdown (3Y)

Largest decline over 3 years

-16.31%

-11.83%

-4.48%

Max Drawdown (5Y)

Largest decline over 5 years

-28.03%

Max Drawdown (10Y)

Largest decline over 10 years

-33.54%

Current Drawdown

Current decline from peak

-16.97%

-5.48%

-11.49%

Average Drawdown

Average peak-to-trough decline

-40.08%

-19.33%

-20.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

3.38%

+0.65%

Volatility

EXXY.DE vs. CMOE.DE - Volatility Comparison

iShares Diversified Commodity Swap UCITS ETF (DE) (EXXY.DE) has a higher volatility of 5.99% compared to Invesco Bloomberg Commodity UCITS ETF (EUR Hedged) Acc (CMOE.DE) at 5.18%. This indicates that EXXY.DE's price experiences larger fluctuations and is considered to be riskier than CMOE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXXY.DECMOE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

5.18%

+0.81%

Volatility (6M)

Calculated over the trailing 6-month period

16.80%

15.26%

+1.54%

Volatility (1Y)

Calculated over the trailing 1-year period

18.98%

17.28%

+1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.55%

16.62%

+0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.32%

16.62%

-1.30%

EXXY.DE vs. CMOE.DE - Expense Ratio Comparison

EXXY.DE has a 0.46% expense ratio, which is higher than CMOE.DE's 0.24% expense ratio.


Dividends

EXXY.DE vs. CMOE.DE - Dividend Comparison

Neither EXXY.DE nor CMOE.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EXXY.DE and CMOE.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CMOE.DE is cheaper at 0.24% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CMOE.DE is cheaper with a 0.24% expense ratio, compared with 0.46% for EXXY.DE.

EXXY.DE tracks Bloomberg Commodity, while CMOE.DE tracks Bloomberg Commodity (EUR Hedged). They also come from different issuers: iShares and Invesco. Their fees differ too: 0.46% for EXXY.DE and 0.24% for CMOE.DE.

Portfolio Optimizer

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