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GDIG.L vs. WCOB.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GDIG.L vs. WCOB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VanEck S&P Global Mining UCITS ETF (GDIG.L) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L). The values are adjusted to include any dividend payments, if applicable.

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GDIG.L vs. WCOB.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GDIG.L
VanEck S&P Global Mining UCITS ETF
16.01%90.59%-8.68%4.57%3.63%7.14%31.37%25.35%-14.38%
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
25.73%15.86%2.76%-7.43%12.73%27.42%1.20%7.40%-11.20%
Different Trading Currencies

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

Returns By Period

In the year-to-date period, GDIG.L achieves a 16.01% return, which is significantly lower than WCOB.L's 25.73% return.


GDIG.L

1D
6.60%
1M
-11.75%
YTD
16.01%
6M
34.46%
1Y
98.90%
3Y*
27.03%
5Y*
17.51%
10Y*

WCOB.L

1D
-1.59%
1M
8.66%
YTD
25.73%
6M
31.45%
1Y
35.05%
3Y*
13.11%
5Y*
13.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GDIG.L vs. WCOB.L - Expense Ratio Comparison

GDIG.L has a 0.50% expense ratio, which is higher than WCOB.L's 0.35% expense ratio.


Return for Risk

GDIG.L vs. WCOB.L — Risk / Return Rank

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

GDIG.L
GDIG.L Risk / Return Rank: 9595
Overall Rank
GDIG.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GDIG.L Sortino Ratio Rank: 9595
Sortino Ratio Rank
GDIG.L Omega Ratio Rank: 9393
Omega Ratio Rank
GDIG.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDIG.L Martin Ratio Rank: 9595
Martin Ratio Rank

WCOB.L
WCOB.L Risk / Return Rank: 8989
Overall Rank
WCOB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 8787
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
WCOB.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.

GDIG.L vs. WCOB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck S&P Global Mining UCITS ETF (GDIG.L) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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.


GDIG.LWCOB.LDifference

Sharpe ratio

Return per unit of total volatility

2.84

2.18

+0.65

Sortino ratio

Return per unit of downside risk

3.19

2.91

+0.28

Omega ratio

Gain probability vs. loss probability

1.44

1.40

+0.04

Calmar ratio

Return relative to maximum drawdown

4.17

5.51

-1.34

Martin ratio

Return relative to average drawdown

16.96

13.10

+3.86

GDIG.L vs. WCOB.L - Sharpe Ratio Comparison

The current GDIG.L Sharpe Ratio is 2.84, which is comparable to the WCOB.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of GDIG.L and WCOB.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


GDIG.LWCOB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.84

2.18

+0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.87

-0.30

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.73

-0.19

Correlation

The correlation between GDIG.L and WCOB.L is 0.41, 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

GDIG.L vs. WCOB.L - Dividend Comparison

Neither GDIG.L nor WCOB.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GDIG.L vs. WCOB.L - Drawdown Comparison

The maximum GDIG.L drawdown since its inception was -40.03%, which is greater than WCOB.L's maximum drawdown of -28.21%. Use the drawdown chart below to compare losses from any high point for GDIG.L and WCOB.L.


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Drawdown Indicators


GDIG.LWCOB.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.03%

-27.14%

-12.89%

Max Drawdown (1Y)

Largest decline over 1 year

-24.08%

-8.12%

-15.96%

Max Drawdown (5Y)

Largest decline over 5 years

-40.03%

-27.14%

-12.89%

Current Drawdown

Current decline from peak

-12.40%

-2.23%

-10.17%

Average Drawdown

Average peak-to-trough decline

-12.75%

-11.94%

-0.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.93%

2.77%

+3.16%

Volatility

GDIG.L vs. WCOB.L - Volatility Comparison

VanEck S&P Global Mining UCITS ETF (GDIG.L) has a higher volatility of 15.29% compared to WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) at 6.98%. This indicates that GDIG.L's price experiences larger fluctuations and is considered to be riskier than WCOB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GDIG.LWCOB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.29%

6.98%

+8.31%

Volatility (6M)

Calculated over the trailing 6-month period

29.11%

12.58%

+16.53%

Volatility (1Y)

Calculated over the trailing 1-year period

34.70%

15.97%

+18.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.92%

15.40%

+15.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.74%

16.02%

+13.72%