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CMOP.L vs. PCOM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CMOP.L vs. PCOM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with CMOP.L having a 24.84% return and PCOM.DE slightly lower at 24.16%.


CMOP.L

1D
-1.31%
1M
-2.74%
YTD
24.84%
6M
23.47%
1Y
38.91%
3Y*
12.42%
5Y*
12.08%
10Y*

PCOM.DE

1D
0.62%
1M
-1.69%
YTD
24.16%
6M
24.85%
1Y
41.43%
3Y*
13.66%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CMOP.L vs. PCOM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
24.84%8.23%6.01%-12.72%28.44%0.21%
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
24.16%10.56%6.07%-12.08%26.34%1.73%

Correlation

The correlation between CMOP.L and PCOM.DE is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.90

The correlation between CMOP.L and PCOM.DE has been stable across timeframes, ranging from 0.90 to 0.91 - a consistent structural relationship.

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Return for Risk

CMOP.L vs. PCOM.DE — Risk / Return Rank

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

CMOP.L
CMOP.L Risk / Return Rank: 6767
Overall Rank
CMOP.L Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 5555
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 6565
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 6565
Martin Ratio Rank

PCOM.DE
PCOM.DE Risk / Return Rank: 6060
Overall Rank
PCOM.DE Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
PCOM.DE Sortino Ratio Rank: 4848
Sortino Ratio Rank
PCOM.DE Omega Ratio Rank: 5757
Omega Ratio Rank
PCOM.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
PCOM.DE Martin Ratio Rank: 5555
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.

CMOP.L vs. PCOM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE). 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.


CMOP.LPCOM.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.08

Omega ratioGain probability vs. loss probability

1.39

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

5.07

4.95

+0.13

Martin ratioReturn relative to average drawdown

11.63

11.90

-0.27

CMOP.L vs. PCOM.DE - Sharpe Ratio Comparison

The current CMOP.L Sharpe Ratio is 2.10, which is comparable to the PCOM.DE Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of CMOP.L and PCOM.DE, 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


CMOP.LPCOM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.10

2.07

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.67

-0.24

Drawdowns

CMOP.L vs. PCOM.DE - Drawdown Comparison

The maximum CMOP.L drawdown since its inception was -28.78%, roughly equal to the maximum PCOM.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for CMOP.L and PCOM.DE.


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Drawdown Indicators


CMOP.LPCOM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-28.78%

-28.22%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-8.20%

+0.57%

Max Drawdown (3Y)

Largest decline over 3 years

-14.89%

-14.48%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.78%

Current Drawdown

Current decline from peak

-4.98%

-3.73%

-1.25%

Average Drawdown

Average peak-to-trough decline

-12.18%

-15.56%

+3.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

3.41%

-0.07%

Volatility

CMOP.L vs. PCOM.DE - Volatility Comparison

Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE) have volatilities of 6.19% and 6.13%, 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


CMOP.LPCOM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

6.13%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

17.19%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

18.42%

19.58%

-1.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.59%

17.57%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.15%

17.57%

-2.42%

CMOP.L vs. PCOM.DE - Expense Ratio Comparison

Both CMOP.L and PCOM.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

CMOP.L vs. PCOM.DE - Dividend Comparison

Neither CMOP.L nor PCOM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, CMOP.L and PCOM.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

CMOP.L and PCOM.DE have the same expense ratio: 0.19% per year.

Both ETFs track Bloomberg Commodity. They also come from different issuers: Invesco and WisdomTree.

Portfolio Optimizer

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