ICOM.L vs. XFRM.L
Compare and contrast key facts about iShares Diversified Commodity Swap UCITS ETF (ICOM.L) and WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L).
ICOM.L and XFRM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ICOM.L is a passively managed fund by iShares that tracks the performance of the Bloomberg Commodity (Total Return Index). It was launched on Jul 18, 2017. XFRM.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity ex-Agriculture and Livestock. It was launched on Nov 21, 2012. Both ICOM.L and XFRM.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
ICOM.L vs. XFRM.L - Performance Comparison
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ICOM.L vs. XFRM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ICOM.L iShares Diversified Commodity Swap UCITS ETF | 22.93% | 16.45% | 5.07% | -8.06% | 14.83% | 27.05% | -3.74% | 6.75% | -10.19% | 5.58% |
XFRM.L WisdomTree Broad Commodities Ex-Agriculture and Livestock | 33.04% | 23.14% | 6.70% | -9.42% | 15.17% | 26.88% | -9.12% | 10.10% | -12.43% | 12.85% |
Returns By Period
In the year-to-date period, ICOM.L achieves a 22.93% return, which is significantly lower than XFRM.L's 33.04% return.
ICOM.L
- 1D
- -1.35%
- 1M
- 8.93%
- YTD
- 22.93%
- 6M
- 30.67%
- 1Y
- 30.93%
- 3Y*
- 13.52%
- 5Y*
- 13.50%
- 10Y*
- —
XFRM.L
- 1D
- -1.48%
- 1M
- 11.43%
- YTD
- 33.04%
- 6M
- 44.13%
- 1Y
- 47.05%
- 3Y*
- 19.82%
- 5Y*
- 16.89%
- 10Y*
- 9.83%
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ICOM.L vs. XFRM.L - Expense Ratio Comparison
ICOM.L has a 0.19% expense ratio, which is lower than XFRM.L's 0.49% expense ratio.
Return for Risk
ICOM.L vs. XFRM.L — Risk / Return Rank
ICOM.L
XFRM.L
ICOM.L vs. XFRM.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 Broad Commodities Ex-Agriculture and Livestock (XFRM.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.L | XFRM.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 2.14 | -0.24 |
Sortino ratioReturn per unit of downside risk | 2.48 | 2.65 | -0.18 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.39 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 4.30 | 5.07 | -0.77 |
Martin ratioReturn relative to average drawdown | 10.16 | 12.07 | -1.91 |
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
| ICOM.L | XFRM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.90 | 2.14 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.82 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.13 | +0.42 |
Correlation
The correlation between ICOM.L and XFRM.L is 0.88, 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
ICOM.L vs. XFRM.L - Dividend Comparison
Neither ICOM.L nor XFRM.L has paid dividends to shareholders.
Drawdowns
ICOM.L vs. XFRM.L - Drawdown Comparison
The maximum ICOM.L drawdown since its inception was -33.13%, smaller than the maximum XFRM.L drawdown of -56.89%. Use the drawdown chart below to compare losses from any high point for ICOM.L and XFRM.L.
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Drawdown Indicators
| ICOM.L | XFRM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.13% | -56.89% | +23.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.89% | +3.03% |
Max Drawdown (5Y)Largest decline over 5 years | -26.74% | -33.87% | +7.13% |
Max Drawdown (10Y)Largest decline over 10 years | — | -37.47% | — |
Current DrawdownCurrent decline from peak | -1.35% | -1.48% | +0.13% |
Average DrawdownAverage peak-to-trough decline | -13.08% | -31.17% | +18.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.04% | 3.89% | -0.85% |
Volatility
ICOM.L vs. XFRM.L - Volatility Comparison
The current volatility for iShares Diversified Commodity Swap UCITS ETF (ICOM.L) is 7.29%, while WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a volatility of 9.41%. This indicates that ICOM.L experiences smaller price fluctuations and is considered to be less risky than XFRM.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.L | XFRM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 9.41% | -2.12% |
Volatility (6M)Calculated over the trailing 6-month period | 13.15% | 18.01% | -4.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 21.93% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.24% | 20.47% | -4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.07% | 18.26% | -3.19% |