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WCOB.L vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCOB.L vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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WCOB.L vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
27.16%7.73%4.50%-12.06%25.92%28.89%-3.11%3.86%-3.43%-3.53%
BRK-B
Berkshire Hathaway Inc.
-3.23%2.99%29.31%9.69%15.59%30.17%-0.64%6.71%9.11%2.01%
Different Trading Currencies

WCOB.L is traded in GBp, while BRK-B is traded in USD. To make them comparable, the BRK-B values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WCOB.L achieves a 27.16% return, which is significantly higher than BRK-B's -3.23% return.


WCOB.L

1D
-2.23%
1M
9.48%
YTD
27.16%
6M
33.14%
1Y
31.17%
3Y*
10.27%
5Y*
14.23%
10Y*

BRK-B

1D
-0.38%
1M
0.78%
YTD
-3.23%
6M
-2.33%
1Y
-12.48%
3Y*
12.98%
5Y*
14.10%
10Y*
13.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

WCOB.L vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCOB.L
WCOB.L Risk / Return Rank: 8989
Overall Rank
WCOB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 8787
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 8787
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
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.

WCOB.L vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) and Berkshire Hathaway Inc. (BRK-B). 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.


WCOB.LBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.95

-0.66

+2.61

Sortino ratio

Return per unit of downside risk

2.63

-0.80

+3.43

Omega ratio

Gain probability vs. loss probability

1.37

0.90

+0.47

Calmar ratio

Return relative to maximum drawdown

4.46

-0.73

+5.18

Martin ratio

Return relative to average drawdown

11.23

-1.11

+12.34

WCOB.L vs. BRK-B - Sharpe Ratio Comparison

The current WCOB.L Sharpe Ratio is 1.95, which is higher than the BRK-B Sharpe Ratio of -0.66. The chart below compares the historical Sharpe Ratios of WCOB.L and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WCOB.LBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

-0.66

+2.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.96

0.84

+0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.58

+0.07

Correlation

The correlation between WCOB.L and BRK-B is 0.08, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

WCOB.L vs. BRK-B - Dividend Comparison

Neither WCOB.L nor BRK-B has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WCOB.L vs. BRK-B - Drawdown Comparison

The maximum WCOB.L drawdown since its inception was -27.14%, smaller than the maximum BRK-B drawdown of -37.92%. Use the drawdown chart below to compare losses from any high point for WCOB.L and BRK-B.


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Drawdown Indicators


WCOB.LBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-53.86%

+26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-8.12%

-14.95%

+6.83%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-26.58%

-0.56%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-2.23%

-11.36%

+9.13%

Average Drawdown

Average peak-to-trough decline

-11.94%

-11.07%

-0.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

8.72%

-5.95%

Volatility

WCOB.L vs. BRK-B - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a higher volatility of 7.77% compared to Berkshire Hathaway Inc. (BRK-B) at 4.68%. This indicates that WCOB.L's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOB.LBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.77%

4.68%

+3.09%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

12.29%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

15.90%

18.95%

-3.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

16.95%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.63%

19.84%

-4.21%