PortfoliosLab logoPortfoliosLab logo
PCOM.DE vs. C099.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCOM.DE vs. C099.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, PCOM.DE achieves a 25.30% return, which is significantly lower than C099.DE's 28.92% return.


PCOM.DE

1D
0.54%
1M
-1.79%
YTD
25.30%
6M
26.22%
1Y
37.88%
3Y*
13.46%
5Y*
10Y*

C099.DE

1D
-0.50%
1M
-1.58%
YTD
28.92%
6M
38.05%
1Y
63.83%
3Y*
21.14%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCOM.DE vs. C099.DE - Yearly Performance Comparison


2026 (YTD)202520242023
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
25.30%5.09%10.91%-7.49%
C099.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc
28.92%29.62%4.85%-8.37%

Correlation

The correlation between PCOM.DE and C099.DE is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.77

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

0.71

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2023

0.70

The correlation between PCOM.DE and C099.DE has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.

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

PCOM.DE vs. C099.DE — Risk / Return Rank

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

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

C099.DE
C099.DE Risk / Return Rank: 8585
Overall Rank
C099.DE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
C099.DE Sortino Ratio Rank: 7979
Sortino Ratio Rank
C099.DE Omega Ratio Rank: 8484
Omega Ratio Rank
C099.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
C099.DE Martin Ratio Rank: 8686
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.

PCOM.DE vs. C099.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.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.


PCOM.DEC099.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.02

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.34

1.50

-0.16

Calmar ratioReturn relative to maximum drawdown

4.17

5.06

-0.89

Martin ratioReturn relative to average drawdown

9.37

17.91

-8.54

PCOM.DE vs. C099.DE - Sharpe Ratio Comparison

The current PCOM.DE Sharpe Ratio is 1.89, which is lower than the C099.DE Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of PCOM.DE and C099.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.


Loading charts...

Sharpe Ratios by Period


PCOM.DEC099.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.92

-1.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.85

-0.21

Drawdowns

PCOM.DE vs. C099.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, which is greater than C099.DE's maximum drawdown of -15.35%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and C099.DE.


Loading charts...

Drawdown Indicators


PCOM.DEC099.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-15.35%

-11.87%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-12.55%

+3.73%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-15.35%

-0.45%

Current Drawdown

Current decline from peak

-3.52%

-4.74%

+1.22%

Average Drawdown

Average peak-to-trough decline

-15.90%

-6.21%

-9.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.55%

+0.38%

Volatility

PCOM.DE vs. C099.DE - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 6.27% compared to Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF (EUR Hedged) Acc (C099.DE) at 5.09%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than C099.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PCOM.DEC099.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

5.09%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

19.66%

-2.49%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

21.77%

-2.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

17.90%

-0.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

17.90%

-0.14%

PCOM.DE vs. C099.DE - Expense Ratio Comparison

PCOM.DE has a 0.19% expense ratio, which is lower than C099.DE's 0.35% expense ratio.


Dividends

PCOM.DE vs. C099.DE - Dividend Comparison

Neither PCOM.DE nor C099.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PCOM.DE and C099.DE have a correlation of 0.77, 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 0.35% for C099.DE.

PCOM.DE tracks Bloomberg Commodity, while C099.DE tracks Bloomberg Energy and Metals Equal-Weighted (EUR Hedged). They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.19% for PCOM.DE and 0.35% for C099.DE.

Portfolio Optimizer

Find the right allocation for PCOM.DE and C099.DE

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