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XBCU.L vs. ETL2.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XBCU.L vs. ETL2.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) and L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). The values are adjusted to include any dividend payments, if applicable.

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XBCU.L vs. ETL2.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XBCU.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C
15.88%26.09%8.64%-9.97%20.96%39.63%-1.34%7.54%-11.30%5.31%
ETL2.DE
L&G Longer Dated All Commodities UCITS ETF
12.54%18.42%5.17%-6.58%17.98%34.64%1.49%8.51%-8.71%2.90%
Different Trading Currencies

XBCU.L is traded in USD, while ETL2.DE is traded in EUR. To make them comparable, the ETL2.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, XBCU.L achieves a 15.88% return, which is significantly higher than ETL2.DE's 12.54% return. Over the past 10 years, XBCU.L has outperformed ETL2.DE with an annualized return of 10.62%, while ETL2.DE has yielded a comparatively lower 9.21% annualized return.


XBCU.L

1D
-1.36%
1M
1.65%
YTD
15.88%
6M
28.73%
1Y
30.53%
3Y*
15.02%
5Y*
16.99%
10Y*
10.62%

ETL2.DE

1D
-1.70%
1M
3.01%
YTD
12.54%
6M
21.12%
1Y
21.81%
3Y*
10.97%
5Y*
14.02%
10Y*
9.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XBCU.L vs. ETL2.DE - Expense Ratio Comparison

XBCU.L has a 0.29% expense ratio, which is lower than ETL2.DE's 0.30% expense ratio.


Return for Risk

XBCU.L vs. ETL2.DE — Risk / Return Rank

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

XBCU.L
XBCU.L Risk / Return Rank: 7878
Overall Rank
XBCU.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
XBCU.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
XBCU.L Omega Ratio Rank: 7474
Omega Ratio Rank
XBCU.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XBCU.L Martin Ratio Rank: 7373
Martin Ratio Rank

ETL2.DE
ETL2.DE Risk / Return Rank: 4545
Overall Rank
ETL2.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
ETL2.DE Sortino Ratio Rank: 4040
Sortino Ratio Rank
ETL2.DE Omega Ratio Rank: 3939
Omega Ratio Rank
ETL2.DE Calmar Ratio Rank: 6262
Calmar Ratio Rank
ETL2.DE Martin Ratio Rank: 3636
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.

XBCU.L vs. ETL2.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) and L&G Longer Dated All Commodities UCITS ETF (ETL2.DE). 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.


XBCU.LETL2.DEDifference

Sharpe ratio

Return per unit of total volatility

1.56

1.42

+0.14

Sortino ratio

Return per unit of downside risk

2.00

1.90

+0.10

Omega ratio

Gain probability vs. loss probability

1.29

1.27

+0.02

Calmar ratio

Return relative to maximum drawdown

3.22

2.76

+0.46

Martin ratio

Return relative to average drawdown

8.53

7.60

+0.93

XBCU.L vs. ETL2.DE - Sharpe Ratio Comparison

The current XBCU.L Sharpe Ratio is 1.56, which is comparable to the ETL2.DE Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of XBCU.L and ETL2.DE, 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


XBCU.LETL2.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

1.42

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.90

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.67

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.20

+0.05

Correlation

The correlation between XBCU.L and ETL2.DE is 0.76, 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

XBCU.L vs. ETL2.DE - Dividend Comparison

Neither XBCU.L nor ETL2.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XBCU.L vs. ETL2.DE - Drawdown Comparison

The maximum XBCU.L drawdown since its inception was -62.92%, which is greater than ETL2.DE's maximum drawdown of -59.92%. Use the drawdown chart below to compare losses from any high point for XBCU.L and ETL2.DE.


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Drawdown Indicators


XBCU.LETL2.DEDifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

-47.04%

-15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-12.60%

-11.37%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.83%

-23.27%

-4.56%

Max Drawdown (10Y)

Largest decline over 10 years

-37.15%

-26.50%

-10.65%

Current Drawdown

Current decline from peak

-4.38%

-3.68%

-0.70%

Average Drawdown

Average peak-to-trough decline

-30.03%

-22.11%

-7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.59%

3.78%

-0.19%

Volatility

XBCU.L vs. ETL2.DE - Volatility Comparison

Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 2C (XBCU.L) has a higher volatility of 5.69% compared to L&G Longer Dated All Commodities UCITS ETF (ETL2.DE) at 5.39%. This indicates that XBCU.L's price experiences larger fluctuations and is considered to be riskier than ETL2.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XBCU.LETL2.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.69%

5.39%

+0.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.45%

11.42%

+4.03%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

15.30%

+4.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.72%

15.37%

+3.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.54%

13.69%

+2.85%