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

Performance

PCOM.DE vs. EUDF.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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 higher than EUDF.DE's 2.51% return.


PCOM.DE

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

EUDF.DE

1D
1.22%
1M
-3.90%
YTD
2.51%
6M
5.21%
1Y
-3.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between PCOM.DE and EUDF.DE is -0.06, 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

-0.06

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2025

-0.06

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. EUDF.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

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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. EUDF.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.01

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.34

1.00

+0.34

Calmar ratioReturn relative to maximum drawdown

4.17

-0.17

+4.34

Martin ratioReturn relative to average drawdown

9.37

-0.39

+9.76

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

The current PCOM.DE Sharpe Ratio is 1.89, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of PCOM.DE and EUDF.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.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

-0.12

+2.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.55

+0.09

Drawdowns

PCOM.DE vs. EUDF.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, which is greater than EUDF.DE's maximum drawdown of -19.51%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and EUDF.DE.


Loading charts...

Drawdown Indicators


PCOM.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-19.51%

-7.71%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-19.51%

+10.69%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

Current Drawdown

Current decline from peak

-3.52%

-14.05%

+10.53%

Average Drawdown

Average peak-to-trough decline

-15.90%

-6.55%

-9.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

8.29%

-4.36%

Volatility

PCOM.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) is 6.27%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that PCOM.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


PCOM.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

9.95%

-3.68%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

22.54%

-5.37%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

29.15%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

30.89%

-13.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

30.89%

-13.13%

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

PCOM.DE has a 0.19% expense ratio, which is lower than EUDF.DE's 0.40% expense ratio.


Dividends

PCOM.DE vs. EUDF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


PCOM.DE and EUDF.DE have a correlation of -0.06, 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 0.40% for EUDF.DE.

PCOM.DE is categorized as Commodities, while EUDF.DE is Aerospace & Defense. PCOM.DE tracks Bloomberg Commodity, while EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR). Their fees differ too: 0.19% for PCOM.DE and 0.40% for EUDF.DE.

Portfolio Optimizer

Find the right allocation for PCOM.DE and EUDF.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