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XFRM.L vs. CMFP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XFRM.L vs. CMFP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) and L&G Longer Dated All Commodities UCITS ETF (CMFP.L). The values are adjusted to include any dividend payments, if applicable.

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XFRM.L vs. CMFP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XFRM.L
WisdomTree Broad Commodities Ex-Agriculture and Livestock
33.04%23.14%6.70%-9.42%15.17%26.88%-9.12%10.10%-12.43%6.62%
CMFP.L
L&G Longer Dated All Commodities UCITS ETF
14.36%16.67%5.08%-6.76%18.60%33.39%2.11%8.16%-8.64%2.76%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, XFRM.L achieves a 33.04% return, which is significantly higher than CMFP.L's 14.36% return. Over the past 10 years, XFRM.L has outperformed CMFP.L with an annualized return of 9.83%, while CMFP.L has yielded a comparatively lower 9.19% annualized return.


XFRM.L

1D
-1.48%
1M
11.43%
YTD
33.04%
6M
44.13%
1Y
47.05%
3Y*
19.82%
5Y*
16.89%
10Y*
9.83%

CMFP.L

1D
-1.61%
1M
2.84%
YTD
14.36%
6M
21.16%
1Y
21.62%
3Y*
10.97%
5Y*
14.05%
10Y*
9.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XFRM.L vs. CMFP.L - Expense Ratio Comparison

XFRM.L has a 0.49% expense ratio, which is higher than CMFP.L's 0.30% expense ratio.


Return for Risk

XFRM.L vs. CMFP.L — Risk / Return Rank

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

XFRM.L
XFRM.L Risk / Return Rank: 9191
Overall Rank
XFRM.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
XFRM.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
XFRM.L Omega Ratio Rank: 8989
Omega Ratio Rank
XFRM.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
XFRM.L Martin Ratio Rank: 8888
Martin Ratio Rank

CMFP.L
CMFP.L Risk / Return Rank: 6666
Overall Rank
CMFP.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
CMFP.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
CMFP.L Omega Ratio Rank: 5959
Omega Ratio Rank
CMFP.L Calmar Ratio Rank: 8585
Calmar Ratio Rank
CMFP.L Martin Ratio Rank: 5757
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.

XFRM.L vs. CMFP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.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.


XFRM.LCMFP.LDifference

Sharpe ratio

Return per unit of total volatility

2.14

1.46

+0.67

Sortino ratio

Return per unit of downside risk

2.65

1.95

+0.70

Omega ratio

Gain probability vs. loss probability

1.39

1.27

+0.13

Calmar ratio

Return relative to maximum drawdown

5.07

3.14

+1.92

Martin ratio

Return relative to average drawdown

12.07

7.70

+4.37

XFRM.L vs. CMFP.L - Sharpe Ratio Comparison

The current XFRM.L Sharpe Ratio is 2.14, which is higher than the CMFP.L Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of XFRM.L and CMFP.L, 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


XFRM.LCMFP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.14

1.46

+0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.92

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.67

-0.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.18

-0.05

Correlation

The correlation between XFRM.L and CMFP.L is 0.82, 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

XFRM.L vs. CMFP.L - Dividend Comparison

Neither XFRM.L nor CMFP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XFRM.L vs. CMFP.L - Drawdown Comparison

The maximum XFRM.L drawdown since its inception was -56.89%, smaller than the maximum CMFP.L drawdown of -60.78%. Use the drawdown chart below to compare losses from any high point for XFRM.L and CMFP.L.


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Drawdown Indicators


XFRM.LCMFP.LDifference

Max Drawdown

Largest peak-to-trough decline

-56.89%

-50.47%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-9.02%

-2.87%

Max Drawdown (5Y)

Largest decline over 5 years

-33.87%

-23.51%

-10.36%

Max Drawdown (10Y)

Largest decline over 10 years

-37.47%

-23.95%

-13.52%

Current Drawdown

Current decline from peak

-1.48%

-2.92%

+1.44%

Average Drawdown

Average peak-to-trough decline

-31.17%

-24.76%

-6.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.89%

3.01%

+0.88%

Volatility

XFRM.L vs. CMFP.L - Volatility Comparison

WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a higher volatility of 9.41% compared to L&G Longer Dated All Commodities UCITS ETF (CMFP.L) at 5.23%. This indicates that XFRM.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


XFRM.LCMFP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.41%

5.23%

+4.18%

Volatility (6M)

Calculated over the trailing 6-month period

18.01%

11.11%

+6.90%

Volatility (1Y)

Calculated over the trailing 1-year period

21.93%

14.74%

+7.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.47%

15.30%

+5.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.26%

13.62%

+4.64%