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ETRA.L vs. WCOG.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETRA.L vs. WCOG.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) and WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L). The values are adjusted to include any dividend payments, if applicable.

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ETRA.L vs. WCOG.L - Yearly Performance Comparison


2026 (YTD)20252024
ETRA.L
L&G New Energy Commodities UCITS ETF USD Acc
10.07%19.38%-2.27%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
27.07%7.94%-3.06%

Returns By Period

In the year-to-date period, ETRA.L achieves a 10.07% return, which is significantly lower than WCOG.L's 27.07% return.


ETRA.L

1D
-0.49%
1M
2.14%
YTD
10.07%
6M
24.41%
1Y
25.38%
3Y*
5Y*
10Y*

WCOG.L

1D
-2.04%
1M
9.36%
YTD
27.07%
6M
33.15%
1Y
31.21%
3Y*
10.24%
5Y*
14.20%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ETRA.L vs. WCOG.L - Expense Ratio Comparison

ETRA.L has a 0.65% expense ratio, which is higher than WCOG.L's 0.35% expense ratio.


Return for Risk

ETRA.L vs. WCOG.L — Risk / Return Rank

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

ETRA.L
ETRA.L Risk / Return Rank: 8282
Overall Rank
ETRA.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
ETRA.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
ETRA.L Omega Ratio Rank: 8181
Omega Ratio Rank
ETRA.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
ETRA.L Martin Ratio Rank: 7474
Martin Ratio Rank

WCOG.L
WCOG.L Risk / Return Rank: 9090
Overall Rank
WCOG.L Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 9191
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 8787
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
WCOG.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.

ETRA.L vs. WCOG.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) and WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.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.


ETRA.LWCOG.LDifference

Sharpe ratio

Return per unit of total volatility

1.77

2.02

-0.25

Sortino ratio

Return per unit of downside risk

2.39

2.75

-0.37

Omega ratio

Gain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratio

Return relative to maximum drawdown

3.02

4.64

-1.62

Martin ratio

Return relative to average drawdown

8.81

11.64

-2.82

ETRA.L vs. WCOG.L - Sharpe Ratio Comparison

The current ETRA.L Sharpe Ratio is 1.77, which is comparable to the WCOG.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of ETRA.L and WCOG.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


ETRA.LWCOG.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.77

2.02

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.04

0.65

+0.39

Correlation

The correlation between ETRA.L and WCOG.L is 0.64, 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

ETRA.L vs. WCOG.L - Dividend Comparison

ETRA.L has not paid dividends to shareholders, while WCOG.L's dividend yield for the trailing twelve months is around 2.76%.


TTM20252024202320222021202020192018
ETRA.L
L&G New Energy Commodities UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.76%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%

Drawdowns

ETRA.L vs. WCOG.L - Drawdown Comparison

The maximum ETRA.L drawdown since its inception was -15.11%, smaller than the maximum WCOG.L drawdown of -27.05%. Use the drawdown chart below to compare losses from any high point for ETRA.L and WCOG.L.


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Drawdown Indicators


ETRA.LWCOG.LDifference

Max Drawdown

Largest peak-to-trough decline

-15.11%

-27.05%

+11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.76%

-7.79%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

Current Drawdown

Current decline from peak

-0.80%

-2.04%

+1.24%

Average Drawdown

Average peak-to-trough decline

-6.71%

-11.12%

+4.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.98%

2.72%

+0.26%

Volatility

ETRA.L vs. WCOG.L - Volatility Comparison

The current volatility for L&G New Energy Commodities UCITS ETF USD Acc (ETRA.L) is 3.63%, while WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) has a volatility of 7.38%. This indicates that ETRA.L experiences smaller price fluctuations and is considered to be less risky than WCOG.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ETRA.LWCOG.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.63%

7.38%

-3.75%

Volatility (6M)

Calculated over the trailing 6-month period

11.38%

12.38%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

14.32%

15.41%

-1.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.98%

14.72%

-1.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.98%

13.70%

-0.72%