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CMOD.L vs. WCOB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CMOD.L vs. WCOB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L). The values are adjusted to include any dividend payments, if applicable.

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CMOD.L vs. WCOB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CMOD.L
Invesco Bloomberg Commodity UCITS ETF
22.87%16.16%4.13%-7.56%14.50%27.35%-3.87%6.64%-10.22%4.90%
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
25.73%15.86%2.76%-7.43%12.73%27.42%1.20%7.40%-8.85%6.33%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, CMOD.L achieves a 22.87% return, which is significantly lower than WCOB.L's 25.73% return.


CMOD.L

1D
-1.22%
1M
8.91%
YTD
22.87%
6M
30.50%
1Y
30.49%
3Y*
13.29%
5Y*
13.32%
10Y*

WCOB.L

1D
-1.59%
1M
8.66%
YTD
25.73%
6M
31.45%
1Y
35.05%
3Y*
13.11%
5Y*
13.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CMOD.L vs. WCOB.L - Expense Ratio Comparison

CMOD.L has a 0.19% expense ratio, which is lower than WCOB.L's 0.35% expense ratio.


Return for Risk

CMOD.L vs. WCOB.L — Risk / Return Rank

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

CMOD.L
CMOD.L Risk / Return Rank: 8787
Overall Rank
CMOD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
CMOD.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
CMOD.L Omega Ratio Rank: 8585
Omega Ratio Rank
CMOD.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
CMOD.L Martin Ratio Rank: 8282
Martin Ratio Rank

WCOB.L
WCOB.L Risk / Return Rank: 8989
Overall Rank
WCOB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 8787
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 8787
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.

CMOD.L vs. WCOB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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.


CMOD.LWCOB.LDifference

Sharpe ratio

Return per unit of total volatility

1.87

2.18

-0.31

Sortino ratio

Return per unit of downside risk

2.46

2.91

-0.45

Omega ratio

Gain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratio

Return relative to maximum drawdown

4.18

5.51

-1.34

Martin ratio

Return relative to average drawdown

9.82

13.10

-3.29

CMOD.L vs. WCOB.L - Sharpe Ratio Comparison

The current CMOD.L Sharpe Ratio is 1.87, which is comparable to the WCOB.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of CMOD.L and WCOB.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


CMOD.LWCOB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.87

2.18

-0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

0.87

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.73

-0.26

Correlation

The correlation between CMOD.L and WCOB.L is 0.71, 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

CMOD.L vs. WCOB.L - Dividend Comparison

Neither CMOD.L nor WCOB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CMOD.L vs. WCOB.L - Drawdown Comparison

The maximum CMOD.L drawdown since its inception was -33.16%, which is greater than WCOB.L's maximum drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for CMOD.L and WCOB.L.


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Drawdown Indicators


CMOD.LWCOB.LDifference

Max Drawdown

Largest peak-to-trough decline

-33.16%

-27.14%

-6.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.95%

-8.12%

-0.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.86%

-27.14%

+0.28%

Current Drawdown

Current decline from peak

-1.22%

-2.23%

+1.01%

Average Drawdown

Average peak-to-trough decline

-12.47%

-11.94%

-0.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

2.77%

+0.33%

Volatility

CMOD.L vs. WCOB.L - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF (CMOD.L) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) have volatilities of 7.20% and 6.98%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMOD.LWCOB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.20%

6.98%

+0.22%

Volatility (6M)

Calculated over the trailing 6-month period

13.04%

12.58%

+0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

15.97%

+0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.31%

15.40%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.53%

16.02%

-1.49%