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COMT vs. PCOM.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

COMT vs. PCOM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE). The values are adjusted to include any dividend payments, if applicable.

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COMT vs. PCOM.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COMT
iShares Commodities Select Strategy ETF
35.81%6.07%5.96%-6.56%19.45%3.36%
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
22.74%18.64%4.57%-7.45%13.18%3.91%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, COMT achieves a 35.81% return, which is significantly higher than PCOM.DE's 22.74% return.


COMT

1D
-1.46%
1M
20.45%
YTD
35.81%
6M
35.80%
1Y
37.75%
3Y*
14.15%
5Y*
15.41%
10Y*
10.23%

PCOM.DE

1D
1.10%
1M
13.06%
YTD
22.74%
6M
33.20%
1Y
34.10%
3Y*
14.33%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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COMT vs. PCOM.DE - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is higher than PCOM.DE's 0.19% expense ratio.


Return for Risk

COMT vs. PCOM.DE — Risk / Return Rank

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

COMT
COMT Risk / Return Rank: 8989
Overall Rank
COMT Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 9191
Sortino Ratio Rank
COMT Omega Ratio Rank: 8888
Omega Ratio Rank
COMT Calmar Ratio Rank: 9393
Calmar Ratio Rank
COMT Martin Ratio Rank: 8686
Martin Ratio Rank

PCOM.DE
PCOM.DE Risk / Return Rank: 6868
Overall Rank
PCOM.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
PCOM.DE Sortino Ratio Rank: 7575
Sortino Ratio Rank
PCOM.DE Omega Ratio Rank: 7171
Omega Ratio Rank
PCOM.DE Calmar Ratio Rank: 7777
Calmar Ratio Rank
PCOM.DE Martin Ratio Rank: 4141
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.

COMT vs. PCOM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) 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.


COMTPCOM.DEDifference

Sharpe ratio

Return per unit of total volatility

1.91

1.94

-0.02

Sortino ratio

Return per unit of downside risk

2.55

2.50

+0.04

Omega ratio

Gain probability vs. loss probability

1.35

1.36

-0.01

Calmar ratio

Return relative to maximum drawdown

3.35

3.63

-0.28

Martin ratio

Return relative to average drawdown

9.53

9.73

-0.20

COMT vs. PCOM.DE - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 1.91, which is comparable to the PCOM.DE Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of COMT and PCOM.DE, 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


COMTPCOM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.91

1.94

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.72

-0.52

Correlation

The correlation between COMT and PCOM.DE is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

COMT vs. PCOM.DE - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.70%, while PCOM.DE has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.70%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
PCOM.DE
WisdomTree Broad Commodities 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%

Drawdowns

COMT vs. PCOM.DE - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, which is greater than PCOM.DE's maximum drawdown of -26.21%. Use the drawdown chart below to compare losses from any high point for COMT and PCOM.DE.


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Drawdown Indicators


COMTPCOM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-27.22%

-24.67%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-12.54%

+0.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

Current Drawdown

Current decline from peak

-1.46%

0.00%

-1.46%

Average Drawdown

Average peak-to-trough decline

-24.39%

-16.40%

-7.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.16%

6.36%

-2.20%

Volatility

COMT vs. PCOM.DE - Volatility Comparison

iShares Commodities Select Strategy ETF (COMT) has a higher volatility of 10.12% compared to WisdomTree Broad Commodities UCITS ETF (PCOM.DE) at 7.77%. This indicates that COMT's price experiences larger fluctuations and is considered to be riskier than PCOM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTPCOM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.12%

7.77%

+2.35%

Volatility (6M)

Calculated over the trailing 6-month period

15.20%

13.64%

+1.56%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

17.54%

+2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.53%

17.23%

+3.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.68%

17.23%

+1.45%