PCOM.DE vs. WSLV.DE
PCOM.DE (WisdomTree Broad Commodities UCITS ETF) and WSLV.DE (WisdomTree Core Physical Silver ETC) are both exchange-traded funds - PCOM.DE is a Commodities fund tracking the Bloomberg Commodity, while WSLV.DE is a Silver fund tracking the LBMA Silver Price. Both are passively managed. Over the past year, PCOM.DE returned 37.88% vs 106.89% for WSLV.DE. At a 0.34 correlation, their price movements are largely independent. Both charge a 0.19% expense ratio.
Performance
PCOM.DE vs. WSLV.DE - Performance Comparison
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Different Trading Currencies
PCOM.DE is traded in EUR, while WSLV.DE is traded in USD. To make them comparable, the WSLV.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 higher than WSLV.DE's -1.17% return.
PCOM.DE
- 1D
- 0.54%
- 1M
- -1.79%
- YTD
- 25.30%
- 6M
- 26.22%
- 1Y
- 37.88%
- 3Y*
- 13.46%
- 5Y*
- —
- 10Y*
- —
WSLV.DE
- 1D
- 0.27%
- 1M
- 1.70%
- YTD
- -1.17%
- 6M
- 29.87%
- 1Y
- 106.89%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PCOM.DE vs. WSLV.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
PCOM.DE WisdomTree Broad Commodities UCITS ETF | 25.30% | 5.09% | 12.13% |
WSLV.DE WisdomTree Core Physical Silver ETC | -1.17% | 103.86% | 15.04% |
Correlation
The correlation between PCOM.DE and WSLV.DE is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2024 | 0.34 |
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Return for Risk
PCOM.DE vs. WSLV.DE — Risk / Return Rank
PCOM.DE
WSLV.DE
PCOM.DE vs. WSLV.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 Core Physical Silver ETC (WSLV.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.DE | WSLV.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 4.17 | 2.90 | +1.27 |
| Martin ratioReturn relative to average drawdown | 9.37 | 6.23 | +3.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PCOM.DE | WSLV.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.89 | 1.98 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.37 | -0.72 |
Drawdowns
PCOM.DE vs. WSLV.DE - Drawdown Comparison
The maximum PCOM.DE drawdown since its inception was -27.22%, smaller than the maximum WSLV.DE drawdown of -36.60%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and WSLV.DE.
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Drawdown Indicators
| PCOM.DE | WSLV.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.22% | -36.60% | +9.38% |
Max Drawdown (1Y)Largest decline over 1 year | -8.82% | -36.60% | +27.78% |
Max Drawdown (3Y)Largest decline over 3 years | -15.80% | — | — |
Current DrawdownCurrent decline from peak | -3.52% | -31.72% | +28.20% |
Average DrawdownAverage peak-to-trough decline | -15.90% | -10.32% | -5.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 17.11% | -13.18% |
Volatility
PCOM.DE vs. WSLV.DE - Volatility Comparison
The current volatility for WisdomTree Broad Commodities UCITS ETF (PCOM.DE) is 6.27%, while WisdomTree Core Physical Silver ETC (WSLV.DE) has a volatility of 15.97%. This indicates that PCOM.DE experiences smaller price fluctuations and is considered to be less risky than WSLV.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 | WSLV.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.27% | 15.97% | -9.70% |
Volatility (6M)Calculated over the trailing 6-month period | 17.17% | 50.69% | -33.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.43% | 53.70% | -34.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 44.17% | -26.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.76% | 44.17% | -26.41% |
PCOM.DE vs. WSLV.DE - Expense Ratio Comparison
Both PCOM.DE and WSLV.DE have an expense ratio of 0.19%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Dividends
PCOM.DE vs. WSLV.DE - Dividend Comparison
Neither PCOM.DE nor WSLV.DE has paid dividends to shareholders.
Frequently Asked Questions
PCOM.DE and WSLV.DE have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Both ETFs have the same 0.19% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.
PCOM.DE and WSLV.DE have the same expense ratio: 0.19% per year.
PCOM.DE is categorized as Commodities, while WSLV.DE is Silver. PCOM.DE tracks Bloomberg Commodity, while WSLV.DE tracks LBMA Silver Price.
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