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FCO2.DE vs. PCOM.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FCO2.DE vs. PCOM.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in HANetf SparkChange Physical Carbon EUA ETC (FCO2.DE) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FCO2.DE achieves a -10.46% return, which is significantly lower than PCOM.DE's 25.30% return.


FCO2.DE

1D
-2.02%
1M
2.15%
YTD
-10.46%
6M
-8.03%
1Y
4.93%
3Y*
-3.01%
5Y*
10Y*

PCOM.DE

1D
0.54%
1M
1.13%
YTD
25.30%
6M
24.64%
1Y
37.29%
3Y*
13.46%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FCO2.DE vs. PCOM.DE - Yearly Performance Comparison


2026 (YTD)2025202420232022
FCO2.DE
HANetf SparkChange Physical Carbon EUA ETC
-10.46%20.70%-11.00%-5.14%-0.32%
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
25.30%5.09%10.91%-10.29%-16.63%

Correlation

The correlation between FCO2.DE and PCOM.DE is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

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

0.11

Correlation (All Time)
Calculated using the full available price history since Jun 8, 2022

0.11

The correlation between FCO2.DE and PCOM.DE shifts across timeframes, from -0.05 (1 year) to 0.11 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

FCO2.DE vs. PCOM.DE — Risk / Return Rank

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

FCO2.DE
FCO2.DE Risk / Return Rank: 1212
Overall Rank
FCO2.DE Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
FCO2.DE Sortino Ratio Rank: 1212
Sortino Ratio Rank
FCO2.DE Omega Ratio Rank: 1212
Omega Ratio Rank
FCO2.DE Calmar Ratio Rank: 1111
Calmar Ratio Rank
FCO2.DE Martin Ratio Rank: 1111
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.

FCO2.DE vs. PCOM.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HANetf SparkChange Physical Carbon EUA ETC (FCO2.DE) 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.


FCO2.DEPCOM.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.71

Sortino ratioReturn per unit of downside risk

-1.92

Omega ratioGain probability vs. loss probability

1.06

1.34

-0.29

Calmar ratioReturn relative to maximum drawdown

0.16

4.17

-4.01

Martin ratioReturn relative to average drawdown

0.41

9.37

-8.97

FCO2.DE vs. PCOM.DE - Sharpe Ratio Comparison

The current FCO2.DE Sharpe Ratio is 0.19, which is lower than the PCOM.DE Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of FCO2.DE 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


FCO2.DEPCOM.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.19

1.89

-1.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.07

0.64

-0.71

Drawdowns

FCO2.DE vs. PCOM.DE - Drawdown Comparison

The maximum FCO2.DE drawdown since its inception was -48.49%, which is greater than PCOM.DE's maximum drawdown of -27.22%. Use the drawdown chart below to compare losses from any high point for FCO2.DE and PCOM.DE.


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Drawdown Indicators


FCO2.DEPCOM.DEDifference

Max Drawdown

Largest peak-to-trough decline

-48.49%

-27.22%

-21.27%

Max Drawdown (1Y)

Largest decline over 1 year

-31.46%

-8.82%

-22.64%

Max Drawdown (3Y)

Largest decline over 3 years

-45.60%

-15.80%

-29.80%

Current Drawdown

Current decline from peak

-24.40%

-3.52%

-20.88%

Average Drawdown

Average peak-to-trough decline

-23.38%

-15.90%

-7.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.41%

3.93%

+8.48%

Volatility

FCO2.DE vs. PCOM.DE - Volatility Comparison

HANetf SparkChange Physical Carbon EUA ETC (FCO2.DE) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE) have volatilities of 5.99% and 6.27%, 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


FCO2.DEPCOM.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

6.27%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

22.94%

17.17%

+5.77%

Volatility (1Y)

Calculated over the trailing 1-year period

26.69%

19.43%

+7.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.04%

17.76%

+16.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.04%

17.76%

+16.28%

FCO2.DE vs. PCOM.DE - Expense Ratio Comparison

FCO2.DE has a 0.89% expense ratio, which is higher than PCOM.DE's 0.19% expense ratio.


Dividends

FCO2.DE vs. PCOM.DE - Dividend Comparison

Neither FCO2.DE nor PCOM.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


FCO2.DE and PCOM.DE have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

PCOM.DE is cheaper with a 0.19% expense ratio, compared with 0.89% for FCO2.DE.

FCO2.DE tracks EU Carbon Emission Allowances (EUA), while PCOM.DE tracks Bloomberg Commodity. They also come from different issuers: HANetf and WisdomTree. Their fees differ too: 0.89% for FCO2.DE and 0.19% for PCOM.DE.

Portfolio Optimizer

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