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COMX.L vs. RMAU.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMX.L vs. RMAU.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Broad Commodities UCITS ETF (COMX.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, COMX.L achieves a 26.39% return, which is significantly higher than RMAU.L's 3.41% return.


COMX.L

1D
0.78%
1M
-0.52%
YTD
26.39%
6M
24.79%
1Y
40.20%
3Y*
13.55%
5Y*
10Y*

RMAU.L

1D
-1.19%
1M
-3.16%
YTD
3.41%
6M
4.60%
1Y
33.22%
3Y*
27.70%
5Y*
19.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMX.L vs. RMAU.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
COMX.L
WisdomTree Broad Commodities UCITS ETF
26.39%8.58%6.24%-12.51%28.76%-25.70%
RMAU.L
The Royal Mint Physical Gold ETC Securities
3.41%52.84%28.16%7.63%11.68%-0.84%

Correlation

The correlation between COMX.L and RMAU.L is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.29

Correlation (All Time)
Calculated using the full available price history since Nov 30, 2021

0.26

The correlation between COMX.L and RMAU.L shifts across timeframes, from 0.16 (1 year) to 0.28 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

COMX.L vs. RMAU.L — Risk / Return Rank

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

COMX.L
COMX.L Risk / Return Rank: 3434
Overall Rank
COMX.L Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
COMX.L Sortino Ratio Rank: 2828
Sortino Ratio Rank
COMX.L Omega Ratio Rank: 6262
Omega Ratio Rank
COMX.L Calmar Ratio Rank: 3232
Calmar Ratio Rank
COMX.L Martin Ratio Rank: 2323
Martin Ratio Rank

RMAU.L
RMAU.L Risk / Return Rank: 3535
Overall Rank
RMAU.L Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
RMAU.L Sortino Ratio Rank: 3232
Sortino Ratio Rank
RMAU.L Omega Ratio Rank: 3838
Omega Ratio Rank
RMAU.L Calmar Ratio Rank: 3636
Calmar Ratio Rank
RMAU.L Martin Ratio Rank: 3232
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.

COMX.L vs. RMAU.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (COMX.L) and The Royal Mint Physical Gold ETC Securities (RMAU.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.


COMX.LRMAU.LDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.26

Omega ratioGain probability vs. loss probability

1.38

1.27

+0.11

Calmar ratioReturn relative to maximum drawdown

1.56

1.81

-0.24

Martin ratioReturn relative to average drawdown

3.06

4.98

-1.92

COMX.L vs. RMAU.L - Sharpe Ratio Comparison

The current COMX.L Sharpe Ratio is 0.89, which is lower than the RMAU.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of COMX.L and RMAU.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


COMX.LRMAU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.89

1.37

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.80

-0.66

Drawdowns

COMX.L vs. RMAU.L - Drawdown Comparison

The maximum COMX.L drawdown since its inception was -28.64%, which is greater than RMAU.L's maximum drawdown of -23.24%. Use the drawdown chart below to compare losses from any high point for COMX.L and RMAU.L.


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Drawdown Indicators


COMX.LRMAU.LDifference

Max Drawdown

Largest peak-to-trough decline

-28.64%

-23.24%

-5.40%

Max Drawdown (1Y)

Largest decline over 1 year

-25.58%

-18.32%

-7.26%

Max Drawdown (3Y)

Largest decline over 3 years

-25.58%

-18.32%

-7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-18.32%

Current Drawdown

Current decline from peak

-3.81%

-16.61%

+12.80%

Average Drawdown

Average peak-to-trough decline

-17.64%

-6.61%

-11.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.10%

6.66%

+6.44%

Volatility

COMX.L vs. RMAU.L - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (COMX.L) and The Royal Mint Physical Gold ETC Securities (RMAU.L) have volatilities of 6.14% and 6.12%, 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


COMX.LRMAU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.14%

6.12%

+0.02%

Volatility (6M)

Calculated over the trailing 6-month period

16.05%

21.27%

-5.22%

Volatility (1Y)

Calculated over the trailing 1-year period

45.18%

24.11%

+21.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.36%

17.04%

+15.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.36%

20.71%

+11.65%

COMX.L vs. RMAU.L - Expense Ratio Comparison

COMX.L has a 0.19% expense ratio, which is lower than RMAU.L's 0.22% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

COMX.L vs. RMAU.L - Dividend Comparison

Neither COMX.L nor RMAU.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


COMX.L and RMAU.L have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

COMX.L is cheaper with a 0.19% expense ratio, compared with 0.22% for RMAU.L.

COMX.L tracks Bloomberg Commodity, while RMAU.L tracks LBMA Gold PM Price. They also come from different issuers: WisdomTree and HANetf. Their fees differ too: 0.19% for COMX.L and 0.22% for RMAU.L.

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