PortfoliosLab logoPortfoliosLab logo
GGRP.L vs. COMX.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GGRP.L vs. COMX.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GGRP.L achieves a 5.78% return, which is significantly lower than COMX.L's 19.80% return.


GGRP.L

1D
-0.33%
1M
-0.13%
6M
4.56%
YTD
5.78%
1Y
14.78%
3Y*
11.12%
5Y*
8.46%
10Y*

COMX.L

1D
-0.41%
1M
1.23%
6M
15.00%
YTD
19.80%
1Y
29.70%
3Y*
11.49%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
5.78%8.49%11.07%11.60%-3.21%4.46%
COMX.L
WisdomTree Broad Commodities UCITS ETF
19.80%8.58%6.24%-12.51%28.76%-25.70%

Correlation

The correlation between GGRP.L and COMX.L is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.23

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Nov 29, 2021

0.06

The correlation between GGRP.L and COMX.L shifts across timeframes, from -0.23 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

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

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

GGRP.L
GGRP.L Risk / Return Rank: 4949
Overall Rank
GGRP.L Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
GGRP.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
GGRP.L Omega Ratio Rank: 5252
Omega Ratio Rank
GGRP.L Calmar Ratio Rank: 4141
Calmar Ratio Rank
GGRP.L Martin Ratio Rank: 4949
Martin Ratio Rank

COMX.L
COMX.L Risk / Return Rank: 5555
Overall Rank
COMX.L Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
COMX.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
COMX.L Omega Ratio Rank: 5959
Omega Ratio Rank
COMX.L Calmar Ratio Rank: 5555
Calmar Ratio Rank
COMX.L Martin Ratio Rank: 5151
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) and WisdomTree Broad Commodities UCITS ETF (COMX.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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GGRP.LCOMX.LDifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.03

Calmar ratioReturn relative to maximum drawdown

1.71

2.23

-0.51

Martin ratioReturn relative to average drawdown

6.62

6.90

-0.29

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

The current GGRP.L Sharpe Ratio is 1.44, which is comparable to the COMX.L Sharpe Ratio of 1.63. The chart below compares the historical Sharpe Ratios of GGRP.L and COMX.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.


Loading charts...

Drawdowns

GGRP.L vs. COMX.L - Drawdown Comparison

The maximum GGRP.L drawdown since its inception was -22.60%, smaller than the maximum COMX.L drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for GGRP.L and COMX.L.


Loading charts...

Drawdown Indicators


GGRP.LCOMX.LDifference

Max Drawdown

Largest peak-to-trough decline

-22.60%

-28.64%

+6.04%

Max Drawdown (1Y)

Largest decline over 1 year

-8.59%

-13.27%

+4.68%

Max Drawdown (3Y)

Largest decline over 3 years

-16.25%

-14.69%

-1.56%

Max Drawdown (5Y)

Largest decline over 5 years

-16.25%

Current Drawdown

Current decline from peak

-1.04%

-8.84%

+7.80%

Average Drawdown

Average peak-to-trough decline

-3.86%

-16.66%

+12.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.23%

4.29%

-2.06%

Volatility

GGRP.L vs. COMX.L - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) is 2.32%, while WisdomTree Broad Commodities UCITS ETF (COMX.L) has a volatility of 4.11%. This indicates that GGRP.L experiences smaller price fluctuations and is considered to be less risky than COMX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


GGRP.LCOMX.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.32%

4.11%

-1.79%

Volatility (6M)

Calculated over the trailing 6-month period

8.29%

16.15%

-7.86%

Volatility (1Y)

Calculated over the trailing 1-year period

10.24%

18.17%

-7.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.04%

20.38%

-8.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.83%

20.38%

-5.55%

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

GGRP.L has a 0.38% expense ratio, which is higher than COMX.L's 0.19% expense ratio.


Dividends

GGRP.L vs. COMX.L - Dividend Comparison

GGRP.L's dividend yield for the trailing twelve months is around 1.19%, while COMX.L has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
COMX.L
WisdomTree Broad Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GGRP.L
WisdomTree Global Quality Dividend Growth UCITS ETF - USD
1.19%1.23%1.61%1.84%2.42%1.60%0.84%0.78%2.14%1.42%

Frequently Asked Questions


GGRP.L and COMX.L have a correlation of -0.23, 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 0.38% for GGRP.L.

GGRP.L is categorized as Global Equities, while COMX.L is Commodities. GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth, while COMX.L tracks Bloomberg Commodity. Their fees differ too: 0.38% for GGRP.L and 0.19% for COMX.L.

Portfolio Optimizer

Find the right allocation for GGRP.L and COMX.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer