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PCOM.DE vs. OD7F.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PCOM.DE vs. OD7F.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 WTI Crude Oil (OD7F.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

PCOM.DE is traded in EUR, while OD7F.DE is traded in USD. To make them comparable, the OD7F.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, PCOM.DE achieves a 25.30% return, which is significantly lower than OD7F.DE's 75.68% return.


PCOM.DE

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

OD7F.DE

1D
-2.81%
1M
-1.91%
YTD
75.68%
6M
69.27%
1Y
66.81%
3Y*
15.49%
5Y*
22.15%
10Y*
5.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCOM.DE vs. OD7F.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
25.30%5.09%10.91%-10.29%19.78%3.63%
OD7F.DE
WisdomTree WTI Crude Oil
75.68%-27.76%20.66%-5.11%39.33%5.23%

Correlation

The correlation between PCOM.DE and OD7F.DE is 0.75, 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

0.75

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

0.71

Correlation (All Time)
Calculated using the full available price history since Dec 10, 2021

0.70

The correlation between PCOM.DE and OD7F.DE has been stable across timeframes, ranging from 0.70 to 0.75 - a consistent structural relationship.

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Return for Risk

PCOM.DE vs. OD7F.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

OD7F.DE
OD7F.DE Risk / Return Rank: 4747
Overall Rank
OD7F.DE Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
OD7F.DE Sortino Ratio Rank: 4141
Sortino Ratio Rank
OD7F.DE Omega Ratio Rank: 4747
Omega Ratio Rank
OD7F.DE Calmar Ratio Rank: 6464
Calmar Ratio Rank
OD7F.DE Martin Ratio Rank: 3737
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. OD7F.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 WTI Crude Oil (OD7F.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.DEOD7F.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.42

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.34

1.27

+0.08

Calmar ratioReturn relative to maximum drawdown

4.17

2.81

+1.36

Martin ratioReturn relative to average drawdown

9.37

5.04

+4.33

PCOM.DE vs. OD7F.DE - Sharpe Ratio Comparison

The current PCOM.DE Sharpe Ratio is 1.89, which is comparable to the OD7F.DE Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of PCOM.DE and OD7F.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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Sharpe Ratios by Period


PCOM.DEOD7F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

1.48

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

-0.09

+0.73

Drawdowns

PCOM.DE vs. OD7F.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, smaller than the maximum OD7F.DE drawdown of -95.44%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and OD7F.DE.


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Drawdown Indicators


PCOM.DEOD7F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-95.44%

+68.22%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-23.62%

+14.80%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-39.01%

+23.21%

Max Drawdown (5Y)

Largest decline over 5 years

-44.61%

Max Drawdown (10Y)

Largest decline over 10 years

-81.00%

Current Drawdown

Current decline from peak

-3.52%

-67.53%

+64.01%

Average Drawdown

Average peak-to-trough decline

-15.90%

-70.15%

+54.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

13.22%

-9.29%

Volatility

PCOM.DE vs. OD7F.DE - Volatility Comparison

The current volatility for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) is 6.27%, while WisdomTree WTI Crude Oil (OD7F.DE) has a volatility of 15.38%. This indicates that PCOM.DE experiences smaller price fluctuations and is considered to be less risky than OD7F.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.DEOD7F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

15.38%

-9.11%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

38.08%

-20.91%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

45.01%

-25.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

38.08%

-20.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

40.29%

-22.53%

PCOM.DE vs. OD7F.DE - Expense Ratio Comparison

PCOM.DE has a 0.19% expense ratio, which is lower than OD7F.DE's 0.49% expense ratio.


Dividends

PCOM.DE vs. OD7F.DE - Dividend Comparison

Neither PCOM.DE nor OD7F.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


PCOM.DE and OD7F.DE have a correlation of 0.75, 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 0.49% for OD7F.DE.

PCOM.DE is categorized as Commodities, while OD7F.DE is Oil & Gas. PCOM.DE tracks Bloomberg Commodity, while OD7F.DE tracks Bloomberg WTI Crude Oil Multi-Tenor Index. Their fees differ too: 0.19% for PCOM.DE and 0.49% for OD7F.DE.

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