PortfoliosLab logoPortfoliosLab logo
REGB.L vs. BCOG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

REGB.L vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.L) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

REGB.L vs. BCOG.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
REGB.L
VanEck Rare Earth and Strategic Metals UCITS ETF A
22.23%75.67%-34.55%-22.78%-22.89%14.56%
BCOG.L
L&G All Commodities UCITS ETF
24.31%8.16%6.13%-12.32%29.36%-1.23%
Different Trading Currencies

REGB.L is traded in GBP, while BCOG.L is traded in GBp. To make them comparable, the BCOG.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, REGB.L achieves a 22.23% return, which is significantly lower than BCOG.L's 24.31% return.


REGB.L

1D
2.29%
1M
-11.72%
YTD
22.23%
6M
36.79%
1Y
121.75%
3Y*
1.25%
5Y*
10Y*

BCOG.L

1D
-2.15%
1M
9.29%
YTD
24.31%
6M
32.11%
1Y
26.91%
3Y*
10.75%
5Y*
14.57%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


REGB.L vs. BCOG.L - Expense Ratio Comparison

REGB.L has a 0.59% expense ratio, which is higher than BCOG.L's 0.15% expense ratio.


Return for Risk

REGB.L vs. BCOG.L — Risk / Return Rank

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

REGB.L
REGB.L Risk / Return Rank: 9595
Overall Rank
REGB.L Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
REGB.L Sortino Ratio Rank: 9696
Sortino Ratio Rank
REGB.L Omega Ratio Rank: 9090
Omega Ratio Rank
REGB.L Calmar Ratio Rank: 9898
Calmar Ratio Rank
REGB.L Martin Ratio Rank: 9595
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 7878
Overall Rank
BCOG.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 7777
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 6565
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.

REGB.L vs. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.L) and L&G All Commodities UCITS ETF (BCOG.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.


REGB.LBCOG.LDifference

Sharpe ratio

Return per unit of total volatility

2.74

1.61

+1.14

Sortino ratio

Return per unit of downside risk

3.24

2.17

+1.07

Omega ratio

Gain probability vs. loss probability

1.39

1.30

+0.09

Calmar ratio

Return relative to maximum drawdown

5.97

3.12

+2.85

Martin ratio

Return relative to average drawdown

16.59

7.02

+9.56

REGB.L vs. BCOG.L - Sharpe Ratio Comparison

The current REGB.L Sharpe Ratio is 2.74, which is higher than the BCOG.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of REGB.L and BCOG.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.


Loading graphics...

Sharpe Ratios by Period


REGB.LBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.74

1.61

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.51

-0.53

Correlation

The correlation between REGB.L and BCOG.L is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

REGB.L vs. BCOG.L - Dividend Comparison

Neither REGB.L nor BCOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

REGB.L vs. BCOG.L - Drawdown Comparison

The maximum REGB.L drawdown since its inception was -72.41%, which is greater than BCOG.L's maximum drawdown of -28.15%. Use the drawdown chart below to compare losses from any high point for REGB.L and BCOG.L.


Loading graphics...

Drawdown Indicators


REGB.LBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-72.41%

-28.15%

-44.26%

Max Drawdown (1Y)

Largest decline over 1 year

-20.93%

-9.54%

-11.39%

Max Drawdown (5Y)

Largest decline over 5 years

-27.76%

Current Drawdown

Current decline from peak

-28.59%

-2.15%

-26.44%

Average Drawdown

Average peak-to-trough decline

-40.81%

-11.83%

-28.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.53%

3.80%

+3.73%

Volatility

REGB.L vs. BCOG.L - Volatility Comparison

VanEck Rare Earth and Strategic Metals UCITS ETF A (REGB.L) has a higher volatility of 14.95% compared to L&G All Commodities UCITS ETF (BCOG.L) at 7.99%. This indicates that REGB.L's price experiences larger fluctuations and is considered to be riskier than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


REGB.LBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.95%

7.99%

+6.96%

Volatility (6M)

Calculated over the trailing 6-month period

35.70%

13.19%

+22.51%

Volatility (1Y)

Calculated over the trailing 1-year period

44.13%

16.68%

+27.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.80%

16.45%

+28.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.80%

15.47%

+29.33%