COMX.L vs. UD06.L
Compare and contrast key facts about WisdomTree Broad Commodities UCITS ETF (COMX.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L).
COMX.L and UD06.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COMX.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Nov 29, 2021. UD06.L is a passively managed fund by UBS that tracks the performance of the UBS BCOM Constant Maturity Commodity (GBP Hedged). It was launched on Mar 1, 2018. Both COMX.L and UD06.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
COMX.L vs. UD06.L - Performance Comparison
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COMX.L vs. UD06.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COMX.L WisdomTree Broad Commodities UCITS ETF | 26.81% | 8.58% | 6.24% | -12.51% | 28.76% | -25.70% |
UD06.L UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc | 16.13% | 17.64% | 4.23% | -6.66% | 16.62% | 0.55% |
Returns By Period
In the year-to-date period, COMX.L achieves a 26.81% return, which is significantly higher than UD06.L's 16.13% return.
COMX.L
- 1D
- 0.52%
- 1M
- 14.69%
- YTD
- 26.81%
- 6M
- 34.94%
- 1Y
- 30.08%
- 3Y*
- 11.61%
- 5Y*
- —
- 10Y*
- —
UD06.L
- 1D
- -0.19%
- 1M
- 5.88%
- YTD
- 16.13%
- 6M
- 23.20%
- 1Y
- 25.60%
- 3Y*
- 11.42%
- 5Y*
- 13.43%
- 10Y*
- —
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COMX.L vs. UD06.L - Expense Ratio Comparison
COMX.L has a 0.19% expense ratio, which is lower than UD06.L's 0.34% expense ratio.
Return for Risk
COMX.L vs. UD06.L — Risk / Return Rank
COMX.L
UD06.L
COMX.L vs. UD06.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (COMX.L) and UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.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.L | UD06.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.82 | -1.14 |
Sortino ratioReturn per unit of downside risk | 1.29 | 2.36 | -1.08 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.34 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.16 | 2.85 | -1.69 |
Martin ratioReturn relative to average drawdown | 2.21 | 8.99 | -6.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COMX.L | UD06.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.82 | -1.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.92 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.58 | -0.44 |
Correlation
The correlation between COMX.L and UD06.L is 0.73, 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
COMX.L vs. UD06.L - Dividend Comparison
Neither COMX.L nor UD06.L has paid dividends to shareholders.
Drawdowns
COMX.L vs. UD06.L - Drawdown Comparison
The maximum COMX.L drawdown since its inception was -28.64%, smaller than the maximum UD06.L drawdown of -32.66%. Use the drawdown chart below to compare losses from any high point for COMX.L and UD06.L.
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Drawdown Indicators
| COMX.L | UD06.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.64% | -32.66% | +4.02% |
Max Drawdown (1Y)Largest decline over 1 year | -25.58% | -8.82% | -16.76% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.45% | — |
Current DrawdownCurrent decline from peak | -2.53% | -0.97% | -1.56% |
Average DrawdownAverage peak-to-trough decline | -18.17% | -11.96% | -6.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.47% | 2.80% | +10.67% |
Volatility
COMX.L vs. UD06.L - Volatility Comparison
WisdomTree Broad Commodities UCITS ETF (COMX.L) has a higher volatility of 7.93% compared to UBS ETF (IE) Bloomberg Commodity CMCI SF UCITS ETF (hedged to GBP) A-acc (UD06.L) at 4.63%. This indicates that COMX.L's price experiences larger fluctuations and is considered to be riskier than UD06.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COMX.L | UD06.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 4.63% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 43.02% | 10.83% | +32.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 44.44% | 14.05% | +30.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.60% | 14.65% | +17.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.60% | 13.68% | +18.92% |