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

Performance

PCOM.DE vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and Invesco QQQ ETF (QQQ). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

PCOM.DE vs. QQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
22.05%5.09%10.91%-10.29%19.78%3.63%
QQQ
Invesco QQQ ETF
-3.30%6.44%33.87%50.21%-28.40%0.49%
Different Trading Currencies

PCOM.DE is traded in EUR, while QQQ is traded in USD. To make them comparable, the QQQ 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 22.05% return, which is significantly higher than QQQ's -4.43% return.


PCOM.DE

1D
-2.04%
1M
9.80%
YTD
22.05%
6M
32.01%
1Y
22.14%
3Y*
11.11%
5Y*
10Y*

QQQ

1D
0.00%
1M
-3.92%
YTD
-4.43%
6M
-2.67%
1Y
14.53%
3Y*
19.73%
5Y*
13.29%
10Y*
18.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


PCOM.DE vs. QQQ - Expense Ratio Comparison

PCOM.DE has a 0.19% expense ratio, which is higher than QQQ's 0.18% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

PCOM.DE vs. QQQ — 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: 6565
Overall Rank
PCOM.DE Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
PCOM.DE Sortino Ratio Rank: 6363
Sortino Ratio Rank
PCOM.DE Omega Ratio Rank: 6060
Omega Ratio Rank
PCOM.DE Calmar Ratio Rank: 8383
Calmar Ratio Rank
PCOM.DE Martin Ratio Rank: 5353
Martin Ratio Rank

QQQ
QQQ Risk / Return Rank: 6565
Overall Rank
QQQ Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
QQQ Sortino Ratio Rank: 6363
Sortino Ratio Rank
QQQ Omega Ratio Rank: 6363
Omega Ratio Rank
QQQ Calmar Ratio Rank: 7474
Calmar Ratio Rank
QQQ Martin Ratio Rank: 6969
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. QQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and Invesco QQQ ETF (QQQ). 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.DEQQQDifference

Sharpe ratio

Return per unit of total volatility

1.25

0.59

+0.66

Sortino ratio

Return per unit of downside risk

1.70

0.98

+0.71

Omega ratio

Gain probability vs. loss probability

1.23

1.15

+0.09

Calmar ratio

Return relative to maximum drawdown

2.61

1.09

+1.53

Martin ratio

Return relative to average drawdown

5.67

3.68

+1.99

PCOM.DE vs. QQQ - Sharpe Ratio Comparison

The current PCOM.DE Sharpe Ratio is 1.25, which is higher than the QQQ Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of PCOM.DE and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


PCOM.DEQQQDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

0.59

+0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.71

-0.07

Correlation

The correlation between PCOM.DE and QQQ is 0.05, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

PCOM.DE vs. QQQ - Dividend Comparison

PCOM.DE has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.48%.


TTM20252024202320222021202020192018201720162015
PCOM.DE
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%0.00%0.00%
QQQ
Invesco QQQ ETF
0.48%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%

Drawdowns

PCOM.DE vs. QQQ - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, smaller than the maximum QQQ drawdown of -46.01%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and QQQ.


Loading graphics...

Drawdown Indicators


PCOM.DEQQQDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-82.97%

+55.75%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-12.62%

+0.73%

Max Drawdown (5Y)

Largest decline over 5 years

-35.12%

Max Drawdown (10Y)

Largest decline over 10 years

-35.12%

Current Drawdown

Current decline from peak

-2.04%

-7.86%

+5.82%

Average Drawdown

Average peak-to-trough decline

-16.38%

-32.99%

+16.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

3.44%

+0.63%

Volatility

PCOM.DE vs. QQQ - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 8.59% compared to Invesco QQQ ETF (QQQ) at 5.49%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


PCOM.DEQQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.59%

5.49%

+3.10%

Volatility (6M)

Calculated over the trailing 6-month period

14.22%

13.00%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

17.69%

24.84%

-7.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.31%

22.03%

-4.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.31%

22.61%

-5.30%