UD07.L vs. CMFP.L
Compare and contrast key facts about UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L).
UD07.L and CMFP.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. UD07.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity. It was launched on May 25, 2017. CMFP.L is a passively managed fund by Legal & General that tracks the performance of the Bloomberg Commodity 3 Month Forward. It was launched on Mar 15, 2010. Both UD07.L and CMFP.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
UD07.L vs. CMFP.L - Performance Comparison
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UD07.L vs. CMFP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
UD07.L UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc | 16.20% | 9.88% | 6.26% | -10.97% | 32.08% | 31.93% | -1.26% | 2.82% | -2.04% |
CMFP.L L&G Longer Dated All Commodities UCITS ETF | 15.66% | 8.49% | 6.86% | -11.43% | 32.79% | 34.61% | -0.92% | 3.99% | -2.87% |
Returns By Period
The year-to-date returns for both stocks are quite close, with UD07.L having a 16.20% return and CMFP.L slightly lower at 15.66%.
UD07.L
- 1D
- -2.44%
- 1M
- 3.95%
- YTD
- 16.20%
- 6M
- 23.46%
- 1Y
- 20.46%
- 3Y*
- 8.78%
- 5Y*
- 14.78%
- 10Y*
- —
CMFP.L
- 1D
- -2.25%
- 1M
- 3.62%
- YTD
- 15.66%
- 6M
- 22.72%
- 1Y
- 18.13%
- 3Y*
- 8.19%
- 5Y*
- 14.94%
- 10Y*
- 9.92%
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UD07.L vs. CMFP.L - Expense Ratio Comparison
UD07.L has a 0.34% expense ratio, which is higher than CMFP.L's 0.30% expense ratio.
Return for Risk
UD07.L vs. CMFP.L — Risk / Return Rank
UD07.L
CMFP.L
UD07.L vs. CMFP.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.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.
| UD07.L | CMFP.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.43 | 1.24 | +0.18 |
Sortino ratioReturn per unit of downside risk | 1.90 | 1.68 | +0.23 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.23 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 3.18 | 2.79 | +0.39 |
Martin ratioReturn relative to average drawdown | 7.59 | 6.15 | +1.44 |
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
| UD07.L | CMFP.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.43 | 1.24 | +0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.51 | 1.01 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.26 | +0.15 |
Correlation
The correlation between UD07.L and CMFP.L is 0.95, 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
UD07.L vs. CMFP.L - Dividend Comparison
Neither UD07.L nor CMFP.L has paid dividends to shareholders.
Drawdowns
UD07.L vs. CMFP.L - Drawdown Comparison
The maximum UD07.L drawdown since its inception was -39.71%, smaller than the maximum CMFP.L drawdown of -50.47%. Use the drawdown chart below to compare losses from any high point for UD07.L and CMFP.L.
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Drawdown Indicators
| UD07.L | CMFP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.71% | -50.47% | +10.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.32% | -9.02% | +0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -39.71% | -23.51% | -16.20% |
Max Drawdown (10Y)Largest decline over 10 years | — | -23.95% | — |
Current DrawdownCurrent decline from peak | -15.14% | -2.92% | -12.22% |
Average DrawdownAverage peak-to-trough decline | -18.93% | -24.76% | +5.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 3.01% | -0.28% |
Volatility
UD07.L vs. CMFP.L - Volatility Comparison
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) has a higher volatility of 6.65% compared to L&G Longer Dated All Commodities UCITS ETF (CMFP.L) at 6.28%. This indicates that UD07.L's price experiences larger fluctuations and is considered to be riskier than CMFP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| UD07.L | CMFP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.65% | 6.28% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 11.29% | 11.28% | +0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.28% | 14.52% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.71% | 14.74% | +13.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.87% | 13.89% | +9.98% |