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WCOB.L vs. CXAP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCOB.L vs. CXAP.L - 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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L). The values are adjusted to include any dividend payments, if applicable.

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WCOB.L vs. CXAP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
30.10%7.73%4.50%-12.06%25.92%28.89%-3.11%3.86%-3.43%-3.53%
CXAP.L
UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc
18.67%10.65%8.67%-10.60%27.69%36.79%-4.93%7.15%-6.02%6.26%

Returns By Period

In the year-to-date period, WCOB.L achieves a 30.10% return, which is significantly higher than CXAP.L's 18.67% return.


WCOB.L

1D
2.31%
1M
10.02%
YTD
30.10%
6M
35.99%
1Y
34.15%
3Y*
10.71%
5Y*
14.75%
10Y*

CXAP.L

1D
0.20%
1M
4.02%
YTD
18.67%
6M
26.77%
1Y
26.57%
3Y*
10.12%
5Y*
15.41%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCOB.L vs. CXAP.L - Expense Ratio Comparison

WCOB.L has a 0.35% expense ratio, which is higher than CXAP.L's 0.34% expense ratio.


Return for Risk

WCOB.L vs. CXAP.L — 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: 9393
Overall Rank
WCOB.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 9292
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 9090
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 9393
Martin Ratio Rank

CXAP.L
CXAP.L Risk / Return Rank: 8585
Overall Rank
CXAP.L Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
CXAP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CXAP.L Omega Ratio Rank: 7777
Omega Ratio Rank
CXAP.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
CXAP.L Martin Ratio Rank: 9191
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. CXAP.L - 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 UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.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.


WCOB.LCXAP.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.65

+0.47

Sortino ratio

Return per unit of downside risk

2.84

2.19

+0.66

Omega ratio

Gain probability vs. loss probability

1.39

1.31

+0.09

Calmar ratio

Return relative to maximum drawdown

5.61

5.61

0.00

Martin ratio

Return relative to average drawdown

15.23

14.14

+1.09

WCOB.L vs. CXAP.L - Sharpe Ratio Comparison

The current WCOB.L Sharpe Ratio is 2.12, which is comparable to the CXAP.L Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of WCOB.L and CXAP.L, 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.LCXAP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.65

+0.47

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.96

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.73

-0.05

Correlation

The correlation between WCOB.L and CXAP.L is 0.66, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

WCOB.L vs. CXAP.L - Dividend Comparison

Neither WCOB.L nor CXAP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WCOB.L vs. CXAP.L - Drawdown Comparison

The maximum WCOB.L drawdown since its inception was -27.14%, smaller than the maximum CXAP.L drawdown of -31.30%. Use the drawdown chart below to compare losses from any high point for WCOB.L and CXAP.L.


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Drawdown Indicators


WCOB.LCXAP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-31.30%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-5.75%

-1.23%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-21.53%

-5.61%

Current Drawdown

Current decline from peak

0.00%

-1.44%

+1.44%

Average Drawdown

Average peak-to-trough decline

-11.93%

-8.36%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.28%

+0.29%

Volatility

WCOB.L vs. CXAP.L - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a higher volatility of 7.91% compared to UBS ETF (IE) CMCI ex-Agriculture SF UCITS ETF (USD) A-acc (CXAP.L) at 5.99%. This indicates that WCOB.L's price experiences larger fluctuations and is considered to be riskier than CXAP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOB.LCXAP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

5.99%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

12.23%

+0.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

16.02%

+0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

16.10%

-1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

16.03%

-0.38%