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XAAG.DE vs. BCOG.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAAG.DE vs. BCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and L&G All Commodities UCITS ETF (BCOG.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XAAG.DE achieves a 27.69% return, which is significantly higher than BCOG.L's 26.11% return.


XAAG.DE

1D
-0.56%
1M
2.26%
YTD
27.69%
6M
27.75%
1Y
46.69%
3Y*
17.71%
5Y*
14.95%
10Y*

BCOG.L

1D
-1.42%
1M
-0.26%
YTD
26.11%
6M
22.83%
1Y
34.50%
3Y*
12.35%
5Y*
12.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAAG.DE vs. BCOG.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
27.69%12.13%14.84%-14.76%23.35%39.76%-19.46%12.99%-5.11%10.27%
BCOG.L
L&G All Commodities UCITS ETF
26.11%2.52%11.25%-10.46%22.69%37.44%-11.33%8.30%-5.82%0.93%

Correlation

The correlation between XAAG.DE and BCOG.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

0.84

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

0.85

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.79

The correlation between XAAG.DE and BCOG.L has been stable across timeframes, ranging from 0.79 to 0.89 - a consistent structural relationship.

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Return for Risk

XAAG.DE vs. BCOG.L — Risk / Return Rank

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

XAAG.DE
XAAG.DE Risk / Return Rank: 6565
Overall Rank
XAAG.DE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 5656
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 6565
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 8080
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5656
Martin Ratio Rank

BCOG.L
BCOG.L Risk / Return Rank: 6464
Overall Rank
BCOG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BCOG.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
BCOG.L Omega Ratio Rank: 6262
Omega Ratio Rank
BCOG.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOG.L Martin Ratio Rank: 5959
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.

XAAG.DE vs. BCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) 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.


XAAG.DEBCOG.LDifference
Sharpe ratioReturn per unit of total volatility

+0.32

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.39

1.33

+0.06

Calmar ratioReturn relative to maximum drawdown

4.08

3.59

+0.50

Martin ratioReturn relative to average drawdown

9.65

7.95

+1.70

XAAG.DE vs. BCOG.L - Sharpe Ratio Comparison

The current XAAG.DE Sharpe Ratio is 2.17, which is comparable to the BCOG.L Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of XAAG.DE and BCOG.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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Sharpe Ratios by Period


XAAG.DEBCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.84

+0.32

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.70

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.50

-0.01

Drawdowns

XAAG.DE vs. BCOG.L - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.85%, which is greater than BCOG.L's maximum drawdown of -27.72%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and BCOG.L.


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Drawdown Indicators


XAAG.DEBCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.85%

-27.72%

-6.13%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-9.58%

-1.96%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-15.51%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.85%

-27.17%

-6.68%

Current Drawdown

Current decline from peak

-2.54%

-4.85%

+2.31%

Average Drawdown

Average peak-to-trough decline

-13.88%

-12.07%

-1.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.89%

4.33%

+0.56%

Volatility

XAAG.DE vs. BCOG.L - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) is 4.71%, while L&G All Commodities UCITS ETF (BCOG.L) has a volatility of 6.36%. This indicates that XAAG.DE experiences smaller price fluctuations and is considered to be less risky than BCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAAG.DEBCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

6.36%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

18.81%

16.08%

+2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

21.76%

18.65%

+3.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.32%

17.41%

+2.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.40%

16.08%

+2.32%

XAAG.DE vs. BCOG.L - Expense Ratio Comparison

XAAG.DE has a 0.19% expense ratio, which is higher than BCOG.L's 0.15% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

XAAG.DE vs. BCOG.L - Dividend Comparison

Neither XAAG.DE nor BCOG.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


XAAG.DE and BCOG.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, BCOG.L is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BCOG.L is cheaper with a 0.15% expense ratio, compared with 0.19% for XAAG.DE.

XAAG.DE tracks Bloomberg Commodity ex-Agriculture and Livestock, while BCOG.L tracks Bloomberg Commodity. They also come from different issuers: Invesco and Legal & General. Their fees differ too: 0.19% for XAAG.DE and 0.15% for BCOG.L.

Portfolio Optimizer

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