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XGII.DE vs. COMM.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XGII.DE vs. COMM.L

Last updated Jun 5, 2026

XGII.DE (Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged) and COMM.L (iShares Diversified Commodity Swap UCITS ETF) are both exchange-traded funds - XGII.DE is a Inflation-Protected Bonds fund tracking the Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while COMM.L is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past 5 years, XGII.DE returned -2.63%/yr vs 12.08%/yr for COMM.L. At a correlation of -0.01, they often move in opposite directions. XGII.DE charges 0.20%/yr vs 0.19%/yr for COMM.L.

Performance

XGII.DE vs. COMM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) and iShares Diversified Commodity Swap UCITS ETF (COMM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, XGII.DE achieves a 1.07% return, which is significantly lower than COMM.L's 25.77% return.

XGII.DE

1D
0.04%
1M
0.28%
YTD
1.07%
6M
0.72%
1Y
2.37%
3Y*
1.03%
5Y*
-2.63%
10Y*
0.11%

COMM.L

1D
-1.55%
1M
-3.00%
YTD
25.77%
6M
24.60%
1Y
35.36%
3Y*
12.41%
5Y*
12.08%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

XGII.DE vs. COMM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
XGII.DE
Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged		1.07%2.36%-2.05%1.74%-19.09%4.43%8.19%4.79%-2.39%0.68%
COMM.L
iShares Diversified Commodity Swap UCITS ETF		25.77%2.87%11.31%-10.70%21.72%37.44%-12.13%9.52%-5.85%3.86%

Correlation

The correlation between XGII.DE and COMM.L is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

-0.10

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

-0.04

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Aug 23, 2017

-0.01

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged

iShares Diversified Commodity Swap UCITS ETF

Often compared with XGII.DE:
XGII.DE vs. LYQ7.DEXGII.DE vs. IS3V.DEXGII.DE vs. IUST.DEXGII.DE vs. XTIP.DEXGII.DE vs. IUS5.DEXGII.DE vs. TIUP.DEXGII.DE vs. IBCI.DE
Often compared with COMM.L:
COMM.L vs. GLTRCOMM.L vs. RINFCOMM.L vs. LCSIXCOMM.L vs. SGLP.LCOMM.L vs. CMOP.LCOMM.L vs. PDBCCOMM.L vs. COM

Return for Risk

XGII.DE vs. COMM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XGII.DE
XGII.DE Risk / Return Rank: 1919
Overall Rank
XGII.DE Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
XGII.DE Sortino Ratio Rank: 1818
Sortino Ratio Rank
XGII.DE Omega Ratio Rank: 1818
Omega Ratio Rank
XGII.DE Calmar Ratio Rank: 2121
Calmar Ratio Rank
XGII.DE Martin Ratio Rank: 2020
Martin Ratio Rank
COMM.L
COMM.L Risk / Return Rank: 6767
Overall Rank
COMM.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
COMM.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMM.L Omega Ratio Rank: 6565
Omega Ratio Rank
COMM.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
COMM.L Martin Ratio Rank: 6565
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.

XGII.DE vs. COMM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) and iShares Diversified Commodity Swap UCITS ETF (COMM.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.

XGII.DECOMM.LDifference
Sharpe ratioReturn per unit of total volatility
0.58
1.89

-1.30

Sortino ratioReturn per unit of downside risk
0.85
2.39

-1.55

Omega ratioGain probability vs. loss probability

1.11

1.34

-0.24

Calmar ratioReturn relative to maximum drawdown

0.90

4.14

-3.24

Martin ratioReturn relative to average drawdown

2.25

9.17

-6.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XGII.DE vs. COMM.L - Sharpe Ratio Comparison

The current XGII.DE Sharpe Ratio is 0.58, which is lower than the COMM.L Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of XGII.DE and COMM.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

XGII.DECOMM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

1.89

-1.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

0.71

-1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.02

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.54

-0.42

Drawdowns

XGII.DE vs. COMM.L - Drawdown Comparison

The maximum XGII.DE drawdown since its inception was -24.58%, smaller than the maximum COMM.L drawdown of -28.29%. Use the drawdown chart below to compare losses from any high point for XGII.DE and COMM.L.

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Drawdown Indicators

XGII.DECOMM.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.58%

-28.29%

+3.71%

Max Drawdown (1Y)

Largest decline over 1 year

-2.62%

-8.51%

+5.89%

Max Drawdown (3Y)

Largest decline over 3 years

-5.83%

-15.92%

+10.09%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-27.45%

+2.87%

Max Drawdown (10Y)

Largest decline over 10 years

-24.58%

—

—

Current Drawdown

Current decline from peak

-18.13%

-4.87%

-13.26%

Average Drawdown

Average peak-to-trough decline

-7.88%

-12.57%

+4.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

3.84%

-2.79%

Volatility

XGII.DE vs. COMM.L - Volatility Comparison

The current volatility for Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged (XGII.DE) is 1.21%, while iShares Diversified Commodity Swap UCITS ETF (COMM.L) has a volatility of 6.48%. This indicates that XGII.DE experiences smaller price fluctuations and is considered to be less risky than COMM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

XGII.DECOMM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.21%

6.48%

-5.27%

Volatility (6M)

Calculated over the trailing 6-month period

2.77%

16.57%

-13.80%

Volatility (1Y)

Calculated over the trailing 1-year period

4.05%

18.67%

-14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.64%

17.06%

-9.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.12%

15.81%

-8.69%

XGII.DE vs. COMM.L - Expense Ratio Comparison

XGII.DE has a 0.20% expense ratio, which is higher than COMM.L's 0.19% 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

XGII.DE vs. COMM.L - Dividend Comparison

XGII.DE's dividend yield for the trailing twelve months is around 1.00%, while COMM.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
COMM.L
iShares Diversified Commodity Swap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XGII.DE
Xtrackers II Global Inflation-Linked Bond UCITS ETF - EUR Hedged		1.00%0.94%1.02%0.68%0.97%0.45%1.44%0.91%0.63%0.00%3.87%0.86%

Frequently Asked Questions

XGII.DE and COMM.L have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, COMM.L is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

COMM.L is cheaper with a 0.19% expense ratio, compared with 0.20% for XGII.DE.

XGII.DE is categorized as Inflation-Protected Bonds, while COMM.L is Commodities. XGII.DE tracks Bloomberg World Government Inflation-Linked Bond (EUR Hedged), while COMM.L tracks Bloomberg Commodity. They also come from different issuers: Xtrackers and iShares. Their fees differ too: 0.20% for XGII.DE and 0.19% for COMM.L.

Portfolio Optimizer

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