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ICOM.L vs. NGAS.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ICOM.L vs. NGAS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and WisdomTree Natural Gas ETF (NGAS.L). The values are adjusted to include any dividend payments, if applicable.

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ICOM.L vs. NGAS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
24.61%16.45%5.07%-8.06%14.83%27.05%-3.74%6.75%-10.19%5.58%
NGAS.L
WisdomTree Natural Gas ETF
-6.70%-24.72%-26.18%-65.28%20.27%25.42%-43.27%-40.74%2.93%-11.20%

Returns By Period

In the year-to-date period, ICOM.L achieves a 24.61% return, which is significantly higher than NGAS.L's -6.70% return.


ICOM.L

1D
0.73%
1M
12.49%
YTD
24.61%
6M
32.42%
1Y
33.30%
3Y*
14.04%
5Y*
13.81%
10Y*

NGAS.L

1D
1.33%
1M
0.42%
YTD
-6.70%
6M
-12.37%
1Y
-44.66%
3Y*
-28.59%
5Y*
-23.71%
10Y*
-21.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ICOM.L vs. NGAS.L - Expense Ratio Comparison

ICOM.L has a 0.19% expense ratio, which is lower than NGAS.L's 0.49% expense ratio.


Return for Risk

ICOM.L vs. NGAS.L — Risk / Return Rank

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

ICOM.L
ICOM.L Risk / Return Rank: 9090
Overall Rank
ICOM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 9090
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 8282
Martin Ratio Rank

NGAS.L
NGAS.L Risk / Return Rank: 22
Overall Rank
NGAS.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NGAS.L Sortino Ratio Rank: 22
Sortino Ratio Rank
NGAS.L Omega Ratio Rank: 22
Omega Ratio Rank
NGAS.L Calmar Ratio Rank: 11
Calmar Ratio Rank
NGAS.L Martin Ratio Rank: 22
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.

ICOM.L vs. NGAS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and WisdomTree Natural Gas ETF (NGAS.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.


ICOM.LNGAS.LDifference

Sharpe ratio

Return per unit of total volatility

2.05

-0.77

+2.82

Sortino ratio

Return per unit of downside risk

2.65

-0.99

+3.64

Omega ratio

Gain probability vs. loss probability

1.39

0.88

+0.50

Calmar ratio

Return relative to maximum drawdown

3.69

-0.83

+4.52

Martin ratio

Return relative to average drawdown

9.49

-1.28

+10.77

ICOM.L vs. NGAS.L - Sharpe Ratio Comparison

The current ICOM.L Sharpe Ratio is 2.05, which is higher than the NGAS.L Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ICOM.L and NGAS.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.


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Sharpe Ratios by Period


ICOM.LNGAS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

-0.77

+2.82

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

-0.40

+1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

-0.59

+1.16

Correlation

The correlation between ICOM.L and NGAS.L is 0.42, 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.


Dividends

ICOM.L vs. NGAS.L - Dividend Comparison

Neither ICOM.L nor NGAS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ICOM.L vs. NGAS.L - Drawdown Comparison

The maximum ICOM.L drawdown since its inception was -33.13%, smaller than the maximum NGAS.L drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for ICOM.L and NGAS.L.


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Drawdown Indicators


ICOM.LNGAS.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.13%

-99.91%

+66.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.86%

-52.24%

+43.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.74%

-93.11%

+66.37%

Max Drawdown (10Y)

Largest decline over 10 years

-94.90%

Current Drawdown

Current decline from peak

0.00%

-99.90%

+99.90%

Average Drawdown

Average peak-to-trough decline

-13.08%

-88.99%

+75.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

33.88%

-30.43%

Volatility

ICOM.L vs. NGAS.L - Volatility Comparison

The current volatility for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) is 7.14%, while WisdomTree Natural Gas ETF (NGAS.L) has a volatility of 15.95%. This indicates that ICOM.L experiences smaller price fluctuations and is considered to be less risky than NGAS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ICOM.LNGAS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.14%

15.95%

-8.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.05%

48.53%

-35.48%

Volatility (1Y)

Calculated over the trailing 1-year period

16.18%

57.96%

-41.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.23%

58.82%

-42.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.07%

50.64%

-35.57%