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

Performance

PCOM.DE vs. WTEQ.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 Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.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 21.06% return, which is significantly higher than WTEQ.DE's 8.53% return.


PCOM.DE

1D
0.00%
1M
3.08%
6M
17.60%
YTD
21.06%
1Y
32.49%
3Y*
11.93%
5Y*
10Y*

WTEQ.DE

1D
0.00%
1M
1.39%
6M
6.55%
YTD
8.53%
1Y
16.75%
3Y*
11.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)2025202420232022
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
21.06%5.09%10.91%-10.29%-13.29%
WTEQ.DE
WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)
8.53%3.61%15.54%14.11%-6.31%

Correlation

The correlation between PCOM.DE and WTEQ.DE is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

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

0.05

Correlation (All Time)
Calculated using the full available price history since Apr 29, 2022

0.10

The correlation between PCOM.DE and WTEQ.DE shifts across timeframes, from -0.17 (1 year) to 0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PCOM.DE vs. WTEQ.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: 4444
Overall Rank
PCOM.DE Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
PCOM.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
PCOM.DE Omega Ratio Rank: 5757
Omega Ratio Rank
PCOM.DE Calmar Ratio Rank: 5252
Calmar Ratio Rank
PCOM.DE Martin Ratio Rank: 3636
Martin Ratio Rank

WTEQ.DE
WTEQ.DE Risk / Return Rank: 5555
Overall Rank
WTEQ.DE Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
WTEQ.DE Sortino Ratio Rank: 5757
Sortino Ratio Rank
WTEQ.DE Omega Ratio Rank: 5454
Omega Ratio Rank
WTEQ.DE Calmar Ratio Rank: 5151
Calmar Ratio Rank
WTEQ.DE Martin Ratio Rank: 6060
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. WTEQ.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 Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.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.DEWTEQ.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.29

1.28

+0.01

Calmar ratioReturn relative to maximum drawdown

2.14

2.15

-0.01

Martin ratioReturn relative to average drawdown

4.58

8.70

-4.12

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

The current PCOM.DE Sharpe Ratio is 1.13, which is comparable to the WTEQ.DE Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of PCOM.DE and WTEQ.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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Drawdowns

PCOM.DE vs. WTEQ.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, which is greater than WTEQ.DE's maximum drawdown of -19.85%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and WTEQ.DE.


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Drawdown Indicators


PCOM.DEWTEQ.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-19.85%

-7.37%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-7.84%

-7.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-19.85%

+4.05%

Current Drawdown

Current decline from peak

-6.79%

-1.06%

-5.73%

Average Drawdown

Average peak-to-trough decline

-15.89%

-3.73%

-12.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.09%

1.93%

+5.16%

Volatility

PCOM.DE vs. WTEQ.DE - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 4.39% compared to WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist) (WTEQ.DE) at 2.49%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than WTEQ.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.DEWTEQ.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.39%

2.49%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

17.51%

8.75%

+8.76%

Volatility (1Y)

Calculated over the trailing 1-year period

28.71%

11.27%

+17.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

12.40%

+8.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.02%

12.40%

+8.62%

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

PCOM.DE has a 0.19% expense ratio, which is lower than WTEQ.DE's 0.38% expense ratio.


Dividends

PCOM.DE vs. WTEQ.DE - Dividend Comparison

PCOM.DE has not paid dividends to shareholders, while WTEQ.DE's dividend yield for the trailing twelve months is around 1.17%.


PositionTTM2025202420232022
PCOM.DE
WisdomTree Broad Commodities UCITS ETF
0.00%0.00%0.00%0.00%0.00%
WTEQ.DE
WisdomTree Global Quality Dividend Growth UCITS ETF USD (Dist)
1.17%1.26%1.59%1.84%1.61%

Frequently Asked Questions


PCOM.DE and WTEQ.DE have a correlation of -0.17, 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 0.38% for WTEQ.DE.

PCOM.DE is categorized as Commodities, while WTEQ.DE is Dividend. PCOM.DE tracks Bloomberg Commodity, while WTEQ.DE tracks WisdomTree Global Developed Quality Dividend Growth Index. Their fees differ too: 0.19% for PCOM.DE and 0.38% for WTEQ.DE.

Portfolio Optimizer

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