ROBO.L vs. COMF.L
ROBO.L (L&G ROBO Global Robotics and Automation UCITS ETF USD (Acc)) and COMF.L (L&G Longer Dated All Commodities UCITS ETF) are both exchange-traded funds - ROBO.L is a Robotics fund tracking the ROBO Global Robotics and Automation UCITS Index, while COMF.L is a Commodities fund tracking the Bloomberg Commodity Index 3 Month Forward Total Return. Both are passively managed. Over the past 10 years, ROBO.L returned 12.22%/yr vs 8.22%/yr for COMF.L. At a 0.29 correlation, their price movements are largely independent. ROBO.L charges 0.80%/yr vs 0.30%/yr for COMF.L.
Performance
ROBO.L vs. COMF.L - Performance Comparison
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Returns By Period
In the year-to-date period, ROBO.L achieves a 11.97% return, which is significantly lower than COMF.L's 15.62% return. Over the past 10 years, ROBO.L has outperformed COMF.L with an annualized return of 12.22%, while COMF.L has yielded a comparatively lower 8.22% annualized return.
ROBO.L
- 1D
- -2.84%
- 1M
- -9.06%
- 6M
- 4.80%
- YTD
- 11.97%
- 1Y
- 26.78%
- 3Y*
- 9.53%
- 5Y*
- 4.30%
- 10Y*
- 12.22%
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%
ROBO.L vs. COMF.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ROBO.L L&G ROBO Global Robotics and Automation UCITS ETF USD (Acc) | 11.97% | 23.22% | -1.60% | 25.20% | -33.80% | 15.65% | 45.75% | 29.35% | -21.17% | 46.40% |
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% | -8.43% | 3.10% |
Correlation
The correlation between ROBO.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 | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2014 | 0.29 |
Over the past year, the correlation between ROBO.L and COMF.L has dropped to 0.02 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.
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Return for Risk
ROBO.L vs. COMF.L — Risk / Return Rank
ROBO.L
COMF.L
ROBO.L vs. COMF.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G ROBO Global Robotics and Automation UCITS ETF USD (Acc) (ROBO.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.
| ROBO.L | COMF.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.98 | -0.34 |
| Martin ratioReturn relative to average drawdown | 5.33 | 6.41 | -1.08 |
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Drawdowns
ROBO.L vs. COMF.L - Drawdown Comparison
The maximum ROBO.L drawdown since its inception was -42.74%, smaller than the maximum COMF.L drawdown of -60.21%. Use the drawdown chart below to compare losses from any high point for ROBO.L and COMF.L.
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Drawdown Indicators
| ROBO.L | COMF.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -42.74% | -60.21% | +17.47% |
Max Drawdown (1Y)Largest decline over 1 year | -16.23% | -12.25% | -3.98% |
Max Drawdown (3Y)Largest decline over 3 years | -28.70% | -12.25% | -16.45% |
Max Drawdown (5Y)Largest decline over 5 years | -42.74% | -22.56% | -20.18% |
Max Drawdown (10Y)Largest decline over 10 years | -42.74% | -29.69% | -13.05% |
Current DrawdownCurrent decline from peak | -13.75% | -7.12% | -6.63% |
Average DrawdownAverage peak-to-trough decline | -13.17% | -29.35% | +16.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.01% | 3.78% | +1.23% |
Volatility
ROBO.L vs. COMF.L - Volatility Comparison
L&G ROBO Global Robotics and Automation UCITS ETF USD (Acc) (ROBO.L) has a higher volatility of 9.88% compared to L&G Longer Dated All Commodities UCITS ETF (COMF.L) at 3.57%. This indicates that ROBO.L's price experiences larger fluctuations and is considered to be riskier 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
| ROBO.L | COMF.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 3.57% | +6.31% |
Volatility (6M)Calculated over the trailing 6-month period | 22.22% | 11.58% | +10.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.36% | 13.87% | +12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.21% | 14.92% | +9.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.45% | 13.28% | +9.17% |
ROBO.L vs. COMF.L - Expense Ratio Comparison
ROBO.L has a 0.80% expense ratio, which is higher than COMF.L's 0.30% expense ratio.
Dividends
ROBO.L vs. COMF.L - Dividend Comparison
Neither ROBO.L nor COMF.L has paid dividends to shareholders.
Frequently Asked Questions
ROBO.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, COMF.L is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.
COMF.L is cheaper with a 0.30% expense ratio, compared with 0.80% for ROBO.L.
ROBO.L is categorized as Robotics, while COMF.L is Commodities. ROBO.L tracks ROBO Global Robotics and Automation UCITS Index, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. Their fees differ too: 0.80% for ROBO.L and 0.30% for COMF.L.
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