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

Performance

XDBG.L vs. COMF.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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

XDBG.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, XDBG.L achieves a 13.00% return, which is significantly lower than COMF.L's 15.79% return. Both investments have delivered pretty close results over the past 10 years, with XDBG.L having a 7.72% annualized return and COMF.L not far ahead at 7.94%.


XDBG.L

1D
-0.01%
1M
-2.98%
6M
7.94%
YTD
13.00%
1Y
28.18%
3Y*
14.44%
5Y*
11.97%
10Y*
7.72%

COMF.L

1D
0.66%
1M
0.11%
6M
11.67%
YTD
15.79%
1Y
24.06%
3Y*
10.14%
5Y*
11.75%
10Y*
7.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
XDBG.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged
13.00%25.68%8.15%-11.18%18.13%38.25%-3.17%5.10%-12.92%4.24%
COMF.L
L&G Longer Dated All Commodities UCITS ETF
15.79%8.14%6.96%-11.05%32.85%34.22%-0.49%3.28%-3.00%-5.81%

Correlation

The correlation between XDBG.L and COMF.L is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.79

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

0.73

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2011

0.67

The correlation between XDBG.L and COMF.L shifts across timeframes, from 0.67 (all time) to 0.79 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

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

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

XDBG.L
XDBG.L Risk / Return Rank: 5555
Overall Rank
XDBG.L Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
XDBG.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
XDBG.L Omega Ratio Rank: 6161
Omega Ratio Rank
XDBG.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
XDBG.L Martin Ratio Rank: 4646
Martin Ratio Rank

COMF.L
COMF.L Risk / Return Rank: 6363
Overall Rank
COMF.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
COMF.L Sortino Ratio Rank: 6666
Sortino Ratio Rank
COMF.L Omega Ratio Rank: 7272
Omega Ratio Rank
COMF.L Calmar Ratio Rank: 5252
Calmar Ratio Rank
COMF.L Martin Ratio Rank: 5151
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.

XDBG.L vs. COMF.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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.


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

-0.08

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.28

1.29

-0.01

Calmar ratioReturn relative to maximum drawdown

2.04

2.28

-0.24

Martin ratioReturn relative to average drawdown

5.82

7.03

-1.21

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

The current XDBG.L Sharpe Ratio is 1.56, which is comparable to the COMF.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XDBG.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

XDBG.L vs. COMF.L - Drawdown Comparison

The maximum XDBG.L drawdown since its inception was -64.51%, which is greater than COMF.L's maximum drawdown of -50.51%. Use the drawdown chart below to compare losses from any high point for XDBG.L and COMF.L.


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Drawdown Indicators


XDBG.LCOMF.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.51%

-50.51%

-14.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-10.49%

-3.25%

Max Drawdown (3Y)

Largest decline over 3 years

-13.74%

-13.06%

-0.68%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

-23.88%

-4.79%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

-23.97%

-13.09%

Current Drawdown

Current decline from peak

-10.71%

-6.65%

-4.06%

Average Drawdown

Average peak-to-trough decline

-33.52%

-23.27%

-10.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.83%

3.40%

+1.43%

Volatility

XDBG.L vs. COMF.L - Volatility Comparison

Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) has a higher volatility of 4.40% compared to L&G Longer Dated All Commodities UCITS ETF (COMF.L) at 3.55%. This indicates that XDBG.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


XDBG.LCOMF.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.40%

3.55%

+0.85%

Volatility (6M)

Calculated over the trailing 6-month period

14.47%

12.15%

+2.32%

Volatility (1Y)

Calculated over the trailing 1-year period

17.96%

14.54%

+3.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.99%

15.17%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

14.16%

+1.87%

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

XDBG.L has a 0.39% expense ratio, which is higher than COMF.L's 0.30% expense ratio.


Dividends

XDBG.L vs. COMF.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


XDBG.L and COMF.L have a correlation of 0.79, 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 0.39% for XDBG.L.

XDBG.L tracks Bloomberg ex-Agriculture and Livestock 15/30 Capped 3 Month Forward (GBP Hedged), while COMF.L tracks Bloomberg Commodity Index 3 Month Forward Total Return. They also come from different issuers: Xtrackers and L&G. Their fees differ too: 0.39% for XDBG.L and 0.30% for COMF.L.

Portfolio Optimizer

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