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RICI.L vs. COMX.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RICI.L vs. COMX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Market Access Rogers International Commodity UCITS ETF (RICI.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L). The values are adjusted to include any dividend payments, if applicable.

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RICI.L vs. COMX.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RICI.L
Market Access Rogers International Commodity UCITS ETF
29.08%-0.85%6.32%-10.69%30.66%1.90%
COMX.L
WisdomTree Broad Commodities UCITS ETF
24.07%8.58%6.24%-12.51%28.76%-25.70%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, RICI.L achieves a 29.08% return, which is significantly higher than COMX.L's 24.07% return.


RICI.L

1D
-2.69%
1M
13.63%
YTD
29.08%
6M
33.20%
1Y
25.18%
3Y*
9.65%
5Y*
15.56%
10Y*

COMX.L

1D
-2.16%
1M
9.72%
YTD
24.07%
6M
32.13%
1Y
26.98%
3Y*
10.81%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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RICI.L vs. COMX.L - Expense Ratio Comparison

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


Return for Risk

RICI.L vs. COMX.L — Risk / Return Rank

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

RICI.L
RICI.L Risk / Return Rank: 7070
Overall Rank
RICI.L Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
RICI.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
RICI.L Omega Ratio Rank: 6767
Omega Ratio Rank
RICI.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
RICI.L Martin Ratio Rank: 5757
Martin Ratio Rank

COMX.L
COMX.L Risk / Return Rank: 4242
Overall Rank
COMX.L Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
COMX.L Sortino Ratio Rank: 3939
Sortino Ratio Rank
COMX.L Omega Ratio Rank: 7878
Omega Ratio Rank
COMX.L Calmar Ratio Rank: 3838
Calmar Ratio Rank
COMX.L Martin Ratio Rank: 2525
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.

RICI.L vs. COMX.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Market Access Rogers International Commodity UCITS ETF (RICI.L) and WisdomTree Broad Commodities UCITS ETF (COMX.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.


RICI.LCOMX.LDifference

Sharpe ratio

Return per unit of total volatility

1.31

0.60

+0.71

Sortino ratio

Return per unit of downside risk

1.81

1.20

+0.61

Omega ratio

Gain probability vs. loss probability

1.26

1.31

-0.05

Calmar ratio

Return relative to maximum drawdown

3.06

1.07

+1.99

Martin ratio

Return relative to average drawdown

6.35

2.10

+4.25

RICI.L vs. COMX.L - Sharpe Ratio Comparison

The current RICI.L Sharpe Ratio is 1.31, which is higher than the COMX.L Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of RICI.L and COMX.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


RICI.LCOMX.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.31

0.60

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

0.99

0.13

+0.85

Correlation

The correlation between RICI.L and COMX.L is 0.84, 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

RICI.L vs. COMX.L - Dividend Comparison

Neither RICI.L nor COMX.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

RICI.L vs. COMX.L - Drawdown Comparison

The maximum RICI.L drawdown since its inception was -26.97%, smaller than the maximum COMX.L drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for RICI.L and COMX.L.


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Drawdown Indicators


RICI.LCOMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.97%

-28.64%

+1.67%

Max Drawdown (1Y)

Largest decline over 1 year

-10.95%

-25.58%

+14.63%

Max Drawdown (5Y)

Largest decline over 5 years

-26.97%

Current Drawdown

Current decline from peak

-2.69%

-4.63%

+1.94%

Average Drawdown

Average peak-to-trough decline

-12.45%

-18.16%

+5.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

13.08%

-9.05%

Volatility

RICI.L vs. COMX.L - Volatility Comparison

Market Access Rogers International Commodity UCITS ETF (RICI.L) has a higher volatility of 10.98% compared to WisdomTree Broad Commodities UCITS ETF (COMX.L) at 8.13%. This indicates that RICI.L's price experiences larger fluctuations and is considered to be riskier than COMX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RICI.LCOMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.98%

8.13%

+2.85%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

43.08%

-27.75%

Volatility (1Y)

Calculated over the trailing 1-year period

19.09%

44.48%

-25.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.22%

32.60%

-14.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.55%

32.60%

-14.05%