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LGGL.L vs. COMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LGGL.L vs. COMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in L&G Global Equity UCITS ETF (LGGL.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LGGL.L achieves a 9.10% return, which is significantly lower than COMF.L's 15.62% return.


LGGL.L

1D
-1.06%
1M
-0.66%
6M
7.46%
YTD
9.10%
1Y
20.45%
3Y*
18.55%
5Y*
11.57%
10Y*

COMF.L

1D
0.49%
1M
1.36%
6M
12.32%
YTD
15.62%
1Y
24.40%
3Y*
11.31%
5Y*
11.24%
10Y*
8.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LGGL.L vs. COMF.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
LGGL.L
L&G Global Equity UCITS ETF
9.10%21.18%19.20%25.02%-18.03%21.94%16.35%26.98%-7.73%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.62%16.43%5.13%-6.37%18.73%32.96%2.52%7.36%-5.44%

Correlation

The correlation between LGGL.L and COMF.L is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.02

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

0.13

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2018

0.30

Over the past year, the correlation between LGGL.L and COMF.L has dropped to 0.02 - well below their long-term average of 0.30, suggesting their price drivers have been diverging.

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Return for Risk

LGGL.L vs. COMF.L — Risk / Return Rank

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

LGGL.L
LGGL.L Risk / Return Rank: 6969
Overall Rank
LGGL.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LGGL.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
LGGL.L Omega Ratio Rank: 6767
Omega Ratio Rank
LGGL.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
LGGL.L Martin Ratio Rank: 7373
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 6363
Overall Rank
COMF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 5151
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.

LGGL.L vs. COMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Global Equity UCITS ETF (LGGL.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LGGL.LCOMF.LDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.30

1.31

-0.01

Calmar ratioReturn relative to maximum drawdown

2.42

1.98

+0.43

Martin ratioReturn relative to average drawdown

9.97

6.41

+3.56

LGGL.L vs. COMF.L - Sharpe Ratio Comparison

The current LGGL.L Sharpe Ratio is 1.66, which is comparable to the COMF.L Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of LGGL.L and COMF.L, 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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Drawdowns

LGGL.L vs. COMF.L - Drawdown Comparison

The maximum LGGL.L drawdown since its inception was -33.89%, smaller than the maximum COMF.L drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for LGGL.L and COMF.L.


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Drawdown Indicators


LGGL.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.89%

-60.21%

+26.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-12.25%

+3.83%

Max Drawdown (3Y)

Largest decline over 3 years

-17.79%

-12.25%

-5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-25.76%

-22.56%

-3.20%

Max Drawdown (10Y)

Largest decline over 10 years

-29.69%

Current Drawdown

Current decline from peak

-1.17%

-7.12%

+5.95%

Average Drawdown

Average peak-to-trough decline

-4.91%

-29.35%

+24.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.05%

3.78%

-1.73%

Volatility

LGGL.L vs. COMF.L - Volatility Comparison

The current volatility for L&G Global Equity UCITS ETF (LGGL.L) is 3.00%, while L&G Longer Dated All Commodities UCITS ETF (COMF.L) has a volatility of 3.57%. This indicates that LGGL.L experiences smaller price fluctuations and is considered to be less risky than COMF.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LGGL.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.00%

3.57%

-0.57%

Volatility (6M)

Calculated over the trailing 6-month period

9.89%

11.58%

-1.69%

Volatility (1Y)

Calculated over the trailing 1-year period

12.31%

13.87%

-1.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.65%

14.92%

+0.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.10%

13.28%

+3.82%

LGGL.L vs. COMF.L - Expense Ratio Comparison

LGGL.L has a 0.10% expense ratio, which is lower than COMF.L's 0.30% expense ratio.


Dividends

LGGL.L vs. COMF.L - Dividend Comparison

Neither LGGL.L nor COMF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LGGL.L and COMF.L have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LGGL.L is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LGGL.L is cheaper with a 0.10% expense ratio, compared with 0.30% for COMF.L.

LGGL.L is categorized as Global Equities, while COMF.L is Commodities. LGGL.L tracks Solactive Core Developed Markets Large & Mid Cap USD Index NTR, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. Their fees differ too: 0.10% for LGGL.L and 0.30% for COMF.L.

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