PCOM.DE vs. UIQK.DE
PCOM.DE (WisdomTree Broad Commodities UCITS ETF) and UIQK.DE (UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc) are both Commodities funds - PCOM.DE tracks the Bloomberg Commodity while UIQK.DE tracks the UBS CMCI. Both are passively managed. Over the past 3 years, PCOM.DE returned 11.93%/yr vs 10.80%/yr for UIQK.DE. Their correlation of 0.86 suggests significant overlap in exposure. PCOM.DE charges 0.19%/yr vs 0.34%/yr for UIQK.DE.
Performance
PCOM.DE vs. UIQK.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PCOM.DE achieves a 21.06% return, which is significantly lower than UIQK.DE's 23.40% return.
PCOM.DE
- 1D
- 0.00%
- 1M
- 3.08%
- 6M
- 17.60%
- YTD
- 21.06%
- 1Y
- 32.49%
- 3Y*
- 11.93%
- 5Y*
- —
- 10Y*
- —
UIQK.DE
- 1D
- 0.45%
- 1M
- 4.79%
- 6M
- 19.79%
- YTD
- 23.40%
- 1Y
- 29.10%
- 3Y*
- 10.80%
- 5Y*
- 12.10%
- 10Y*
- 8.52%
PCOM.DE vs. UIQK.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PCOM.DE WisdomTree Broad Commodities UCITS ETF | 21.06% | 5.09% | 10.91% | -10.29% | 19.78% | -10.00% |
UIQK.DE UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc | 23.40% | -1.67% | 10.72% | -4.23% | 22.43% | 3.90% |
Correlation
The correlation between PCOM.DE and UIQK.DE is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2021 | 0.86 |
The correlation between PCOM.DE and UIQK.DE has been stable across timeframes, ranging from 0.85 to 0.87 - a consistent structural relationship.
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Return for Risk
PCOM.DE vs. UIQK.DE — Risk / Return Rank
PCOM.DE
UIQK.DE
PCOM.DE vs. UIQK.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) and UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.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.DE | UIQK.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.08 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.33 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 3.73 | -1.59 |
| Martin ratioReturn relative to average drawdown | 4.58 | 11.09 | -6.51 |
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Drawdowns
PCOM.DE vs. UIQK.DE - Drawdown Comparison
The maximum PCOM.DE drawdown since its inception was -27.22%, smaller than the maximum UIQK.DE drawdown of -63.18%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and UIQK.DE.
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Drawdown Indicators
| PCOM.DE | UIQK.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.22% | -63.18% | +35.96% |
Max Drawdown (1Y)Largest decline over 1 year | -15.18% | -7.77% | -7.41% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | -15.43% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -30.71% | — |
Current DrawdownCurrent decline from peak | -6.79% | -2.20% | -4.59% |
Average DrawdownAverage peak-to-trough decline | -15.89% | -33.60% | +17.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 2.62% | +4.47% |
Volatility
PCOM.DE vs. UIQK.DE - Volatility Comparison
WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 4.39% compared to UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc (UIQK.DE) at 3.49%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than UIQK.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.DE | UIQK.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.49% | +0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 17.51% | 12.25% | +5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 14.75% | +13.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 15.09% | +5.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.02% | 14.45% | +6.57% |
PCOM.DE vs. UIQK.DE - Expense Ratio Comparison
PCOM.DE has a 0.19% expense ratio, which is lower than UIQK.DE's 0.34% expense ratio.
Dividends
PCOM.DE vs. UIQK.DE - Dividend Comparison
Neither PCOM.DE nor UIQK.DE has paid dividends to shareholders.
Frequently Asked Questions
PCOM.DE and UIQK.DE have a correlation of 0.85, 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 0.34% for UIQK.DE.
PCOM.DE tracks Bloomberg Commodity, while UIQK.DE tracks UBS CMCI. They also come from different issuers: WisdomTree and UBS. Their fees differ too: 0.19% for PCOM.DE and 0.34% for UIQK.DE.
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