Invesco Bloomberg Commodity UCITS (CMOP.L): Rolling Returns

Simulation Settings
Category:
Period: January 1871 - July 2025 (~155 years)
Initial Amount: 1ÂŁ
Currency: GBP
Inflation: UK
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When holding the Invesco Bloomberg Commodity UCITS (CMOP.L) ETF, how long should you stay invested to have high probability to achieve a positive return?

Over the selected period (~155 years), the longest duration with a negative return was 900 months (from February 1874 to January 1949).

This indicates that, within the same timeframe, any rolling period of 901 months or more has consistently resulted in a positive return.

Understanding this metric is crucial as it highlights the importance of a safe investment horizon. Knowing the minimum duration required to likely see positive returns helps investors set realistic expectations and reinforces the strategy of staying invested through market cycles. This approach can mitigate the emotional reactions to short-term market fluctuations and enhance the likelihood of achieving financial goals.

Previous vs subsequent Returns

Is there a correlation between past and future returns over all 10-year rolling periods?

The following chart illustrates the relationship between past returns (x-axis) and subsequent returns (y-axis).

Data points are aggregated to show occurrences, and you can zoom in by clicking or drawing over the desired area.

INVESCO BLOOMBERG COMMODITY UCITS (CMOP.L) ETF
Previous vs Next Returns - 10 Years annualized
Time Period: 1 August 1995 - 31 July 2025 (30 Years)
Time Period: 1 January 1871 - 31 July 2025 (~155 years)
30 Years
(1995/08 - 2025/07)
All Data
(1871/01 - 2025/07)

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As of Jul 31, 2025, the annualized return of the previous 10 years has been 5.38%.

Rolling Returns

A rolling return is a measure of investment performance that calculates the return of an investment over a set period of time, with the starting date rolling forward. This approach can provide a more accurate representation of the investment's historical performance and helps investors to evaluate the investment's consistency over time.

INVESCO BLOOMBERG COMMODITY UCITS (CMOP.L) ETF
Annualized Rolling Returns
Annualized Rolling Returns - Inflation Adjusted
Time Period: 1 August 1995 - 31 July 2025 (30 Years)
Time Period: 1 January 1871 - 31 July 2025 (~155 years)
30 Years
(1995/08 - 2025/07)
All Data
(1871/01 - 2025/07)
UK Inflation Adjusted:

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Rolling Period Analysis

By selecting the 'Rolling Period', the chart and data will update. To study a different date range, change the simulation settings.

INVESCO BLOOMBERG COMMODITY UCITS (CMOP.L) ETF
Rolling Returns Chart
Rolling Returns Chart - Inflation Adjusted
Time Period: 1 January 1871 - 31 July 2025 (~155 years)
Over Time
Histogram
UK Inflation Adjusted:

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Swipe left to see all data
Worst Median Best Negative Periods
-39.58%
Sep 1997 - Aug 1998
+1.76% +102.79%
Aug 1972 - Jul 1973
40.62%
749 out of 1844
-40.37%
Sep 1997 - Aug 1998
-0.41% +85.30%
Aug 1972 - Jul 1973
52.49%
968 out of 1844
-29.39%
Jan 1920 - Dec 1921
+1.52% +73.99%
Feb 1972 - Jan 1974
39.03%
715 out of 1832
-27.09%
Feb 1997 - Jan 1999
-0.32% +58.41%
Feb 1972 - Jan 1974
52.13%
955 out of 1832
-20.65%
Feb 2013 - Jan 2016
+1.75% +61.59%
Nov 1971 - Oct 1974
34.95%
636 out of 1820
-21.30%
Feb 2013 - Jan 2016
-0.68% +44.85%
Nov 1971 - Oct 1974
55.33%
1007 out of 1820
-16.02%
Mar 2012 - Feb 2016
+1.80% +47.78%
Dec 1970 - Nov 1974
30.75%
556 out of 1808
-19.86%
Feb 1917 - Jan 1921
-0.48% +32.78%
Dec 1970 - Nov 1974
54.65%
988 out of 1808
-13.43%
Apr 2011 - Mar 2016
+1.80% +39.05%
Dec 1969 - Nov 1974
32.07%
576 out of 1796
-19.34%
Feb 1916 - Jan 1921
-0.33% +25.72%
Dec 1969 - Nov 1974
54.18%
973 out of 1796
-9.73%
Jan 1920 - Dec 1925
+1.66% +33.53%
Jun 1970 - May 1976
33.30%
594 out of 1784
-15.74%
Feb 1915 - Jan 1921
-0.13% +19.56%
Dec 1968 - Nov 1974
51.40%
917 out of 1784
-9.39%
Sep 2008 - Aug 2015
+1.77% +27.75%
Jun 1969 - May 1976
30.02%
532 out of 1772
-12.67%
Feb 1914 - Jan 1921
-0.19% +18.39%
Jan 1999 - Dec 2005
53.50%
948 out of 1772
-8.55%
Jan 1920 - Dec 1927
+1.78% +25.93%
Jun 1970 - May 1978
33.64%
592 out of 1760
-11.85%
Feb 1913 - Jan 1921
-0.27% +14.51%
Dec 1966 - Nov 1974
53.64%
944 out of 1760
-7.46%
May 2011 - Apr 2020
+1.60% +23.61%
Oct 1971 - Sep 1980
32.84%
574 out of 1748
-10.88%
Aug 1912 - Jul 1921
-0.21% +16.48%
Mar 1999 - Feb 2008
53.38%
933 out of 1748
-7.20%
Jan 1920 - Dec 1929
+1.57% +22.08%
Feb 1970 - Jan 1980
34.16%
593 out of 1736
-10.09%
Feb 1911 - Jan 1921
-0.15% +14.77%
Sep 1998 - Aug 2008
52.48%
911 out of 1736
-7.25%
Jan 1920 - Dec 1930
+1.42% +21.36%
Apr 1972 - Mar 1983
31.44%
542 out of 1724
-9.18%
May 1910 - Apr 1921
-0.13% +11.22%
Mar 1999 - Feb 2010
52.15%
899 out of 1724
-6.17%
Jul 2008 - Jun 2020
+1.61% +21.27%
Jun 1972 - May 1984
31.54%
540 out of 1712
-8.69%
Mar 1909 - Feb 1921
-0.19% +11.37%
Mar 1999 - Feb 2011
53.97%
924 out of 1712
-6.48%
Jan 1920 - Dec 1932
+1.71% +21.72%
Mar 1972 - Feb 1985
31.53%
536 out of 1700
-7.63%
Feb 1908 - Jan 1921
-0.17% +10.83%
Jul 1995 - Jun 2008
52.94%
900 out of 1700
-6.21%
Feb 1917 - Jan 1931
+1.69% +20.98%
Mar 1971 - Feb 1985
29.56%
499 out of 1688
-7.77%
May 1907 - Apr 1921
-0.25% +9.12%
Jul 1994 - Jun 2008
54.21%
915 out of 1688
-5.57%
Feb 1916 - Jan 1931
+1.83% +20.46%
Mar 1970 - Feb 1985
28.70%
481 out of 1676
-7.19%
Feb 1906 - Jan 1921
-0.18% +8.85%
Jan 1982 - Dec 1996
56.03%
939 out of 1676
-4.91%
Jan 1917 - Dec 1932
+1.94% +19.04%
Mar 1969 - Feb 1985
25.60%
426 out of 1664
-6.55%
Jun 1905 - May 1921
-0.21% +8.67%
Jul 1992 - Jun 2008
57.27%
953 out of 1664
-4.42%
Jan 1917 - Dec 1933
+1.90% +18.07%
Jun 1972 - May 1989
23.91%
395 out of 1652
-5.95%
Feb 1913 - Jan 1930
-0.24% +8.60%
Oct 1988 - Sep 2005
56.96%
941 out of 1652
-3.53%
Feb 1916 - Jan 1934
+1.89% +18.59%
Jan 1972 - Dec 1989
24.33%
399 out of 1640
-5.75%
Feb 1912 - Jan 1930
-0.23% +8.86%
Jan 1988 - Dec 2005
58.17%
954 out of 1640
-3.18%
Jan 1920 - Dec 1938
+1.95% +19.61%
Oct 1971 - Sep 1990
23.89%
389 out of 1628
-5.61%
Feb 1911 - Jan 1930
-0.25% +8.92%
Oct 1971 - Sep 1990
56.39%
918 out of 1628
-2.79%
Feb 1918 - Jan 1938
+2.07% +18.78%
Oct 1970 - Sep 1990
26.05%
421 out of 1616
-5.32%
Feb 1911 - Jan 1931
-0.21% +9.02%
Jul 1988 - Jun 2008
56.93%
920 out of 1616
-2.25%
Feb 1906 - Jan 1931
+2.37% +16.06%
Oct 1971 - Sep 1996
29.82%
464 out of 1556
-4.49%
Feb 1906 - Jan 1931
-0.11% +7.88%
Jul 1983 - Jun 2008
54.43%
847 out of 1556
-1.57%
Feb 1900 - Jan 1930
+2.23% +14.77%
Dec 1970 - Nov 2000
31.62%
473 out of 1496
-3.66%
May 1891 - Apr 1921
-0.22% +6.99%
Dec 1970 - Nov 2000
55.01%
823 out of 1496
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