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UD07.L vs. COMF.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UD07.L vs. COMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.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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Different Trading Currencies

UD07.L is traded in GBp, while COMF.L is traded in USD. To make them comparable, the COMF.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, UD07.L achieves a 16.37% return, which is significantly higher than COMF.L's 14.74% return.


UD07.L

1D
1.41%
1M
0.59%
6M
11.57%
YTD
16.37%
1Y
25.79%
3Y*
11.05%
5Y*
11.88%
10Y*

COMF.L

1D
0.00%
1M
0.01%
6M
9.74%
YTD
14.74%
1Y
22.89%
3Y*
10.18%
5Y*
11.54%
10Y*
7.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UD07.L vs. COMF.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UD07.L
UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc
16.37%9.88%6.26%-10.97%32.08%31.93%-1.26%2.82%7,069.96%6.20%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
14.74%8.14%6.96%-11.05%32.85%34.22%-0.49%3.28%-3.00%1.02%

Correlation

The correlation between UD07.L and COMF.L is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.89

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

0.90

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

0.89

Correlation (All Time)
Calculated using the full available price history since May 25, 2017

0.86

The correlation between UD07.L and COMF.L has been stable across timeframes, ranging from 0.86 to 0.90 - a consistent structural relationship.

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Return for Risk

UD07.L vs. COMF.L — Risk / Return Rank

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

UD07.L
UD07.L Risk / Return Rank: 6464
Overall Rank
UD07.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
UD07.L Sortino Ratio Rank: 6262
Sortino Ratio Rank
UD07.L Omega Ratio Rank: 6565
Omega Ratio Rank
UD07.L Calmar Ratio Rank: 6565
Calmar Ratio Rank
UD07.L Martin Ratio Rank: 5959
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 5858
Overall Rank
COMF.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6161
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 6666
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 4848
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.

UD07.L vs. COMF.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 (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.


UD07.LCOMF.LDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.32

1.28

+0.04

Calmar ratioReturn relative to maximum drawdown

2.67

2.19

+0.48

Martin ratioReturn relative to average drawdown

8.48

6.78

+1.70

UD07.L vs. COMF.L - Sharpe Ratio Comparison

The current UD07.L Sharpe Ratio is 1.79, which is comparable to the COMF.L Sharpe Ratio of 1.58. The chart below compares the historical Sharpe Ratios of UD07.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

UD07.L vs. COMF.L - Drawdown Comparison

The maximum UD07.L drawdown since its inception was -39.71%, smaller than the maximum COMF.L drawdown of -50.51%. Use the drawdown chart below to compare losses from any high point for UD07.L and COMF.L.


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Drawdown Indicators


UD07.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.71%

-50.51%

+10.80%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

-10.49%

+0.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.61%

-13.06%

+0.45%

Max Drawdown (5Y)

Largest decline over 5 years

-39.71%

-23.88%

-15.83%

Max Drawdown (10Y)

Largest decline over 10 years

-23.97%

Current Drawdown

Current decline from peak

-15.02%

-7.50%

-7.52%

Average Drawdown

Average peak-to-trough decline

-17.28%

-23.27%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

3.39%

-0.29%

Volatility

UD07.L vs. COMF.L - Volatility Comparison

UBS ETFs (IE) Bloomberg Commodity CMCI SF UCITS ETF (USD) A-acc (UD07.L) and L&G Longer Dated All Commodities UCITS ETF (COMF.L) have volatilities of 3.42% and 3.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UD07.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.42%

3.57%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

12.14%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

14.71%

14.53%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.80%

15.17%

+13.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2,357.49%

14.17%

+2,343.32%

UD07.L vs. COMF.L - Expense Ratio Comparison

UD07.L has a 0.34% expense ratio, which is higher than COMF.L's 0.30% expense ratio.


Dividends

UD07.L vs. COMF.L - Dividend Comparison

Neither UD07.L nor COMF.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UD07.L and COMF.L have a correlation of 0.89, 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 0.34% for UD07.L.

UD07.L tracks UBS BCOM Constant Maturity, while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: UBS and L&G. Their fees differ too: 0.34% for UD07.L and 0.30% for COMF.L.

Portfolio Optimizer

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