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GLTR vs. COMM.L
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GLTR and COMM.L is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

GLTR vs. COMM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and iShares Diversified Commodity Swap UCITS ETF (COMM.L). The values are adjusted to include any dividend payments, if applicable.

40.00%60.00%80.00%100.00%120.00%NovemberDecember2025FebruaryMarchApril
120.95%
44.41%
GLTR
COMM.L

Key characteristics

Sharpe Ratio

GLTR:

1.60

COMM.L:

-0.20

Sortino Ratio

GLTR:

2.16

COMM.L:

-0.19

Omega Ratio

GLTR:

1.28

COMM.L:

0.98

Calmar Ratio

GLTR:

2.04

COMM.L:

-0.09

Martin Ratio

GLTR:

6.96

COMM.L:

-0.37

Ulcer Index

GLTR:

4.48%

COMM.L:

6.84%

Daily Std Dev

GLTR:

19.61%

COMM.L:

12.96%

Max Drawdown

GLTR:

-55.70%

COMM.L:

-28.49%

Current Drawdown

GLTR:

0.00%

COMM.L:

-20.51%

Returns By Period

In the year-to-date period, GLTR achieves a 23.72% return, which is significantly higher than COMM.L's -0.43% return.


GLTR

YTD

23.72%

1M

8.44%

6M

14.41%

1Y

30.54%

5Y*

11.67%

10Y*

8.53%

COMM.L

YTD

-0.43%

1M

-4.83%

6M

4.19%

1Y

-1.93%

5Y*

12.14%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GLTR vs. COMM.L - Expense Ratio Comparison

GLTR has a 0.60% expense ratio, which is higher than COMM.L's 0.19% expense ratio.


GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value is 0.60%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLTR: 0.60%
Expense ratio chart for COMM.L: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
COMM.L: 0.19%

Risk-Adjusted Performance

GLTR vs. COMM.L — Risk-Adjusted Performance Rank

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

GLTR
The Risk-Adjusted Performance Rank of GLTR is 9191
Overall Rank
The Sharpe Ratio Rank of GLTR is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of GLTR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GLTR is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GLTR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GLTR is 8989
Martin Ratio Rank

COMM.L
The Risk-Adjusted Performance Rank of COMM.L is 1818
Overall Rank
The Sharpe Ratio Rank of COMM.L is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of COMM.L is 1515
Sortino Ratio Rank
The Omega Ratio Rank of COMM.L is 1515
Omega Ratio Rank
The Calmar Ratio Rank of COMM.L is 2222
Calmar Ratio Rank
The Martin Ratio Rank of COMM.L is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GLTR vs. COMM.L - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) and iShares Diversified Commodity Swap UCITS ETF (COMM.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.


Sharpe ratio
The chart of Sharpe ratio for GLTR, currently valued at 1.79, compared to the broader market-1.000.001.002.003.004.00
GLTR: 1.79
COMM.L: 0.32
The chart of Sortino ratio for GLTR, currently valued at 2.40, compared to the broader market-2.000.002.004.006.008.00
GLTR: 2.40
COMM.L: 0.53
The chart of Omega ratio for GLTR, currently valued at 1.31, compared to the broader market0.501.001.502.002.50
GLTR: 1.31
COMM.L: 1.07
The chart of Calmar ratio for GLTR, currently valued at 3.37, compared to the broader market0.002.004.006.008.0010.0012.00
GLTR: 3.37
COMM.L: 0.16
The chart of Martin ratio for GLTR, currently valued at 7.66, compared to the broader market0.0020.0040.0060.00
GLTR: 7.66
COMM.L: 0.75

The current GLTR Sharpe Ratio is 1.60, which is higher than the COMM.L Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of GLTR and COMM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.79
0.32
GLTR
COMM.L

Dividends

GLTR vs. COMM.L - Dividend Comparison

Neither GLTR nor COMM.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLTR vs. COMM.L - Drawdown Comparison

The maximum GLTR drawdown since its inception was -55.70%, which is greater than COMM.L's maximum drawdown of -28.49%. Use the drawdown chart below to compare losses from any high point for GLTR and COMM.L. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril0
-15.91%
GLTR
COMM.L

Volatility

GLTR vs. COMM.L - Volatility Comparison

Aberdeen Standard Physical Precious Metals Basket Shares ETF (GLTR) has a higher volatility of 7.39% compared to iShares Diversified Commodity Swap UCITS ETF (COMM.L) at 6.48%. This indicates that GLTR's price experiences larger fluctuations and is considered to be riskier than COMM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
7.39%
6.48%
GLTR
COMM.L
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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