SXR8.DE vs. WCOB.L
SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) and WCOB.L (WisdomTree Enhanced Commodity UCITS ETF USD Acc) are both exchange-traded funds - SXR8.DE is a S&P 500 fund tracking the S&P 500 Index, while WCOB.L is a Commodities fund tracking the Optimised Roll Commodity. Both are passively managed. Over the past 10 years, SXR8.DE returned 14.87%/yr vs 7.21%/yr for WCOB.L. At a 0.26 correlation, their price movements are largely independent. SXR8.DE charges 0.07%/yr vs 0.35%/yr for WCOB.L.
Performance
SXR8.DE vs. WCOB.L - Performance Comparison
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Different Trading Currencies
SXR8.DE is traded in EUR, while WCOB.L is traded in GBp. To make them comparable, the WCOB.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, SXR8.DE achieves a 9.96% return, which is significantly lower than WCOB.L's 27.28% return. Over the past 10 years, SXR8.DE has outperformed WCOB.L with an annualized return of 14.87%, while WCOB.L has yielded a comparatively lower 7.21% annualized return.
SXR8.DE
- 1D
- 1.56%
- 1M
- 0.60%
- YTD
- 9.96%
- 6M
- 11.01%
- 1Y
- 24.90%
- 3Y*
- 17.96%
- 5Y*
- 14.24%
- 10Y*
- 14.87%
WCOB.L
- 1D
- -1.85%
- 1M
- -5.96%
- YTD
- 27.28%
- 6M
- 29.36%
- 1Y
- 33.01%
- 3Y*
- 11.59%
- 5Y*
- 11.41%
- 10Y*
- 7.21%
SXR8.DE vs. WCOB.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 9.96% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
WCOB.L WisdomTree Enhanced Commodity UCITS ETF USD Acc | 27.28% | 2.11% | 9.54% | -10.20% | 19.94% | 36.70% | -7.44% | 9.88% | -5.08% | -8.08% |
Correlation
The correlation between SXR8.DE and WCOB.L is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2016 | 0.26 |
The correlation between SXR8.DE and WCOB.L shifts across timeframes, from -0.03 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SXR8.DE vs. WCOB.L — Risk / Return Rank
SXR8.DE
WCOB.L
SXR8.DE vs. WCOB.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L). 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.
| SXR8.DE | WCOB.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.52 | 4.65 | -1.14 |
| Martin ratioReturn relative to average drawdown | 12.50 | 10.40 | +2.11 |
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Drawdowns
SXR8.DE vs. WCOB.L - Drawdown Comparison
The maximum SXR8.DE drawdown since its inception was -33.78%, smaller than the maximum WCOB.L drawdown of -42.07%. Use the drawdown chart below to compare losses from any high point for SXR8.DE and WCOB.L.
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Drawdown Indicators
| SXR8.DE | WCOB.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.78% | -42.07% | +8.29% |
Max Drawdown (1Y)Largest decline over 1 year | -6.94% | -7.55% | +0.61% |
Max Drawdown (3Y)Largest decline over 3 years | -23.32% | -23.55% | +0.23% |
Max Drawdown (5Y)Largest decline over 5 years | -23.32% | -25.88% | +2.56% |
Max Drawdown (10Y)Largest decline over 10 years | -33.78% | -25.98% | -7.80% |
Current DrawdownCurrent decline from peak | -1.72% | -7.20% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -5.22% | -22.62% | +17.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.96% | 3.39% | -1.43% |
Volatility
SXR8.DE vs. WCOB.L - Volatility Comparison
The current volatility for iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) is 3.08%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a volatility of 5.19%. This indicates that SXR8.DE experiences smaller price fluctuations and is considered to be less risky than WCOB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SXR8.DE | WCOB.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 5.19% | -2.11% |
Volatility (6M)Calculated over the trailing 6-month period | 7.86% | 15.81% | -7.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.78% | 18.00% | -6.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.18% | 20.83% | -5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.08% | 16.83% | -0.75% |
SXR8.DE vs. WCOB.L - Expense Ratio Comparison
SXR8.DE has a 0.07% expense ratio, which is lower than WCOB.L's 0.35% expense ratio.
Dividends
SXR8.DE vs. WCOB.L - Dividend Comparison
Neither SXR8.DE nor WCOB.L has paid dividends to shareholders.
Frequently Asked Questions
SXR8.DE and WCOB.L have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for WCOB.L.
SXR8.DE is categorized as S&P 500, while WCOB.L is Commodities. SXR8.DE tracks S&P 500 Index, while WCOB.L tracks Optimised Roll Commodity. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.07% for SXR8.DE and 0.35% for WCOB.L.
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