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

Performance

PCOM.DE vs. WTIC.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 Enhanced Commodity UCITS ETF USD Acc (WTIC.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 lower than WTIC.DE's 30.86% return.


PCOM.DE

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

WTIC.DE

1D
-1.31%
1M
-2.39%
YTD
30.86%
6M
32.69%
1Y
41.43%
3Y*
13.11%
5Y*
12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

PCOM.DE vs. WTIC.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%
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc
30.86%3.73%9.08%-9.89%18.67%2.47%

Correlation

The correlation between PCOM.DE and WTIC.DE is 0.92, 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

0.92

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

0.92

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

0.92

The correlation between PCOM.DE and WTIC.DE has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

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Return for Risk

PCOM.DE vs. WTIC.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

WTIC.DE
WTIC.DE Risk / Return Rank: 7373
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 7070
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. WTIC.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 Enhanced Commodity UCITS ETF USD Acc (WTIC.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.DEWTIC.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.40

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.34

1.41

-0.06

Calmar ratioReturn relative to maximum drawdown

4.17

5.55

-1.38

Martin ratioReturn relative to average drawdown

9.37

12.79

-3.42

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

The current PCOM.DE Sharpe Ratio is 1.89, which is comparable to the WTIC.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of PCOM.DE and WTIC.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.DEWTIC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

2.30

-0.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

0.54

+0.10

Drawdowns

PCOM.DE vs. WTIC.DE - Drawdown Comparison

The maximum PCOM.DE drawdown since its inception was -27.22%, which is greater than WTIC.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for PCOM.DE and WTIC.DE.


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Drawdown Indicators


PCOM.DEWTIC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-27.22%

-25.90%

-1.32%

Max Drawdown (1Y)

Largest decline over 1 year

-8.82%

-7.43%

-1.39%

Max Drawdown (3Y)

Largest decline over 3 years

-15.80%

-13.51%

-2.29%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

Current Drawdown

Current decline from peak

-3.52%

-3.46%

-0.06%

Average Drawdown

Average peak-to-trough decline

-15.90%

-12.05%

-3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

3.23%

+0.70%

Volatility

PCOM.DE vs. WTIC.DE - Volatility Comparison

WisdomTree Broad Commodities UCITS ETF (PCOM.DE) has a higher volatility of 6.27% compared to WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) at 5.73%. This indicates that PCOM.DE's price experiences larger fluctuations and is considered to be riskier than WTIC.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.DEWTIC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.27%

5.73%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

17.17%

15.76%

+1.41%

Volatility (1Y)

Calculated over the trailing 1-year period

19.43%

17.94%

+1.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.76%

16.14%

+1.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.76%

14.10%

+3.66%

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

PCOM.DE has a 0.19% expense ratio, which is lower than WTIC.DE's 0.35% expense ratio.


Dividends

PCOM.DE vs. WTIC.DE - Dividend Comparison

Neither PCOM.DE nor WTIC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.92, PCOM.DE and WTIC.DE move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

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 0.35% for WTIC.DE.

PCOM.DE tracks Bloomberg Commodity, while WTIC.DE tracks Optimised Roll Commodity. Their fees differ too: 0.19% for PCOM.DE and 0.35% for WTIC.DE.

Portfolio Optimizer

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