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

Performance

PCOM.DE vs. WTEE.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 Equity Income UCITS ETF (WTEE.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PCOM.DE achieves a 25.30% return, which is significantly higher than WTEE.DE's 13.70% return.


PCOM.DE

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

WTEE.DE

1D
-0.26%
1M
1.18%
YTD
13.70%
6M
16.39%
1Y
25.85%
3Y*
17.15%
5Y*
12.46%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCOM.DE vs. WTEE.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%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
13.70%28.40%2.20%15.07%0.05%3.21%

Correlation

The correlation between PCOM.DE and WTEE.DE is -0.05, 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

-0.05

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

0.08

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

0.11

The correlation between PCOM.DE and WTEE.DE shifts across timeframes, from -0.05 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PCOM.DE vs. WTEE.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

WTEE.DE
WTEE.DE Risk / Return Rank: 7474
Overall Rank
WTEE.DE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WTEE.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
WTEE.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTEE.DE Calmar Ratio Rank: 7676
Calmar Ratio Rank
WTEE.DE Martin Ratio Rank: 7878
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. WTEE.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 Equity Income UCITS ETF (WTEE.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.DEWTEE.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.34

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

4.17

3.80

+0.37

Martin ratioReturn relative to average drawdown

9.37

14.72

-5.34

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

The current PCOM.DE Sharpe Ratio is 1.89, which is comparable to the WTEE.DE Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of PCOM.DE and WTEE.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.DEWTEE.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.35

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.08

-0.44

Drawdowns

PCOM.DE vs. WTEE.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, which is greater than WTEE.DE's maximum drawdown of -16.45%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and WTEE.DE.


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Drawdown Indicators


PCOM.DEWTEE.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-16.45%

-10.77%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-6.78%

-2.04%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-14.12%

-1.68%

Max Drawdown (5Y)

Largest decline over 5 years

-16.45%

Current Drawdown

Current decline from peak

-3.52%

-1.96%

-1.56%

Average Drawdown

Average peak-to-trough decline

-15.90%

-2.65%

-13.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

1.75%

+2.18%

Volatility

PCOM.DE vs. WTEE.DE - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 6.27% compared to WisdomTree Europe Equity Income UCITS ETF (WTEE.DE) at 3.73%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than WTEE.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.DEWTEE.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

3.73%

+2.54%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

8.73%

+8.44%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

10.94%

+8.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

14.50%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

14.99%

+2.77%

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

PCOM.DE has a 0.19% expense ratio, which is lower than WTEE.DE's 0.29% expense ratio.


Dividends

PCOM.DE vs. WTEE.DE - Dividend Comparison

PCOM.DE has not paid dividends to shareholders, while WTEE.DE's dividend yield for the trailing twelve months is around 4.55%.


PositionTTM20252024202320222021
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%
WTEE.DE
WisdomTree Europe Equity Income UCITS ETF
4.55%5.37%6.81%5.61%5.35%4.64%

Frequently Asked Questions


PCOM.DE and WTEE.DE have a correlation of -0.05, 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 0.29% for WTEE.DE.

PCOM.DE is categorized as Commodities, while WTEE.DE is Europe Equities. PCOM.DE tracks Bloomberg Commodity, while WTEE.DE tracks WisdomTree Europe Equity Income. Their fees differ too: 0.19% for PCOM.DE and 0.29% for WTEE.DE.

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