WCOB.L vs. BRK-B
WCOB.L (WisdomTree Enhanced Commodity UCITS ETF USD Acc) is Commodities fund tracking the Optimised Roll Commodity, while BRK-B (Berkshire Hathaway Inc.) is a stock. Over the past 5 years, WCOB.L returned 12.74%/yr vs 11.38%/yr for BRK-B. At a 0.08 correlation, their price movements are largely independent.
Performance
WCOB.L vs. BRK-B - Performance Comparison
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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 31.29% return, which is significantly higher than BRK-B's -5.08% return.
WCOB.L
- 1D
- -1.15%
- 1M
- -1.32%
- YTD
- 31.29%
- 6M
- 31.55%
- 1Y
- 45.40%
- 3Y*
- 13.21%
- 5Y*
- 12.74%
- 10Y*
- —
BRK-B
- 1D
- 0.00%
- 1M
- 3.02%
- YTD
- -5.08%
- 6M
- -6.22%
- 1Y
- -2.28%
- 3Y*
- 10.25%
- 5Y*
- 11.38%
- 10Y*
- 13.69%
WCOB.L vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCOB.L WisdomTree Enhanced Commodity UCITS ETF USD Acc | 31.29% | 7.73% | 4.50% | -12.06% | 25.92% | 28.89% | -3.11% | 3.86% | -3.43% | -3.53% |
BRK-B Berkshire Hathaway Inc. | -4.39% | 2.99% | 29.31% | 9.69% | 15.59% | 30.17% | -0.64% | 6.71% | 9.11% | 2.01% |
Correlation
The correlation between WCOB.L and BRK-B is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2017 | 0.08 |
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Return for Risk
WCOB.L vs. BRK-B — Risk / Return Rank
WCOB.L
BRK-B
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.L | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.72 | ||
| Sortino ratioReturn per unit of downside risk | +3.33 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 0.99 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 6.47 | -0.19 | +6.67 |
| Martin ratioReturn relative to average drawdown | 16.38 | -0.42 | +16.79 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WCOB.L | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | -0.15 | +2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.68 | +0.16 |
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 | 0.59 | +0.07 |
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.L | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.14% | -37.92% | +10.78% |
Max Drawdown (1Y)Largest decline over 1 year | -6.98% | -11.88% | +4.90% |
Max Drawdown (3Y)Largest decline over 3 years | -13.74% | -17.26% | +3.52% |
Max Drawdown (5Y)Largest decline over 5 years | -27.14% | -20.84% | -6.30% |
Max Drawdown (10Y)Largest decline over 10 years | — | -21.44% | — |
Current DrawdownCurrent decline from peak | -3.72% | -14.52% | +10.80% |
Average DrawdownAverage peak-to-trough decline | -11.70% | -7.39% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.76% | 5.50% | -2.74% |
Volatility
WCOB.L vs. BRK-B - Volatility Comparison
WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a higher volatility of 5.81% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. 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.L | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.81% | 3.82% | +1.99% |
Volatility (6M)Calculated over the trailing 6-month period | 15.36% | 11.92% | +3.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.59% | 15.39% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.37% | 16.89% | -1.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.90% | 19.85% | -3.95% |
Dividends
WCOB.L vs. BRK-B - Dividend Comparison
Neither WCOB.L nor BRK-B has paid dividends to shareholders.
Frequently Asked Questions
WCOB.L and BRK-B have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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