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

Performance

PCOM.DE vs. EMEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.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, PCOM.DE achieves a 21.06% return, which is significantly higher than EMEH.DE's 11.12% return.


PCOM.DE

1D
0.00%
1M
3.08%
6M
17.60%
YTD
21.06%
1Y
32.49%
3Y*
11.93%
5Y*
10Y*

EMEH.DE

1D
-0.59%
1M
-3.23%
6M
7.30%
YTD
11.12%
1Y
28.16%
3Y*
12.18%
5Y*
9.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
21.06%5.09%10.91%-10.29%19.78%-10.00%
EMEH.DE
BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR
11.12%25.43%6.61%-12.28%11.18%1.25%

Correlation

The correlation between PCOM.DE and EMEH.DE is 0.79, 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

0.79

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

0.73

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

0.72

The correlation between PCOM.DE and EMEH.DE has been stable across timeframes, ranging from 0.72 to 0.79 - a consistent structural relationship.

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Return for Risk

PCOM.DE vs. EMEH.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: 4444
Overall Rank
PCOM.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PCOM.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PCOM.DE Omega Ratio Rank: 5757
Omega Ratio Rank
PCOM.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCOM.DE Martin Ratio Rank: 3636
Martin Ratio Rank

EMEH.DE
EMEH.DE Risk / Return Rank: 5050
Overall Rank
EMEH.DE Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
EMEH.DE Sortino Ratio Rank: 4949
Sortino Ratio Rank
EMEH.DE Omega Ratio Rank: 5656
Omega Ratio Rank
EMEH.DE Calmar Ratio Rank: 4646
Calmar Ratio Rank
EMEH.DE Martin Ratio Rank: 4545
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. EMEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.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.

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.


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

-0.42

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.29

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.14

1.93

+0.21

Martin ratioReturn relative to average drawdown

4.58

6.09

-1.51

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

The current PCOM.DE Sharpe Ratio is 1.13, which is comparable to the EMEH.DE Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of PCOM.DE and EMEH.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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Drawdowns

PCOM.DE vs. EMEH.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, smaller than the maximum EMEH.DE drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and EMEH.DE.


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Drawdown Indicators


PCOM.DEEMEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-99.99%

+72.77%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-14.53%

-0.65%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-14.53%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-32.74%

Current Drawdown

Current decline from peak

-6.79%

-97.90%

+91.11%

Average Drawdown

Average peak-to-trough decline

-15.89%

-96.26%

+80.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.09%

4.61%

+2.48%

Volatility

PCOM.DE vs. EMEH.DE - Volatility Comparison

The current volatility for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) is 4.39%, while BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) has a volatility of 4.71%. This indicates that PCOM.DE experiences smaller price fluctuations and is considered to be less risky than EMEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PCOM.DEEMEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

4.71%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

15.29%

+2.22%

Volatility (1Y)

Calculated over the trailing 1-year period

28.71%

18.03%

+10.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

17.58%

+3.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

24,935.53%

-24,914.51%

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

PCOM.DE has a 0.19% expense ratio, which is lower than EMEH.DE's 0.39% expense ratio.


Dividends

PCOM.DE vs. EMEH.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PCOM.DE and EMEH.DE have a correlation of 0.79, 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 0.39% for EMEH.DE.

PCOM.DE tracks Bloomberg Commodity, while EMEH.DE tracks BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged). They also come from different issuers: WisdomTree and BNP Paribas. Their fees differ too: 0.19% for PCOM.DE and 0.39% for EMEH.DE.

Portfolio Optimizer

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