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

Performance

WCOB.L vs. ICOM.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 iShares Diversified Commodity Swap UCITS ETF (ICOM.L). The values are adjusted to include any dividend payments, if applicable.

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WCOB.L vs. ICOM.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%2.69%
ICOM.L
iShares Diversified Commodity Swap UCITS ETF
27.48%8.16%6.90%-12.66%28.48%28.25%-6.57%2.69%-4.87%2.50%
Different Trading Currencies

WCOB.L is traded in GBp, while ICOM.L is traded in USD. To make them comparable, the ICOM.L 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 30.10% return, which is significantly higher than ICOM.L's 27.48% 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*

ICOM.L

1D
2.42%
1M
10.43%
YTD
27.48%
6M
34.80%
1Y
30.92%
3Y*
11.37%
5Y*
14.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WCOB.L has a 0.35% expense ratio, which is higher than ICOM.L's 0.19% expense ratio.


Return for Risk

WCOB.L vs. ICOM.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

ICOM.L
ICOM.L Risk / Return Rank: 9090
Overall Rank
ICOM.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ICOM.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
ICOM.L Omega Ratio Rank: 8888
Omega Ratio Rank
ICOM.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
ICOM.L Martin Ratio Rank: 8888
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. ICOM.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 iShares Diversified Commodity Swap UCITS ETF (ICOM.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.LICOM.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.81

+0.30

Sortino ratio

Return per unit of downside risk

2.84

2.39

+0.45

Omega ratio

Gain probability vs. loss probability

1.39

1.34

+0.06

Calmar ratio

Return relative to maximum drawdown

5.61

4.71

+0.90

Martin ratio

Return relative to average drawdown

15.23

11.65

+3.58

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

The current WCOB.L Sharpe Ratio is 2.12, which is comparable to the ICOM.L Sharpe Ratio of 1.81. The chart below compares the historical Sharpe Ratios of WCOB.L and ICOM.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.LICOM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.81

+0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.91

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.55

+0.13

Correlation

The correlation between WCOB.L and ICOM.L is 0.67, 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. ICOM.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WCOB.L vs. ICOM.L - Drawdown Comparison

The maximum WCOB.L drawdown since its inception was -27.14%, smaller than the maximum ICOM.L drawdown of -28.82%. Use the drawdown chart below to compare losses from any high point for WCOB.L and ICOM.L.


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Drawdown Indicators


WCOB.LICOM.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-33.13%

+5.99%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-7.18%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-26.74%

-0.40%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-11.93%

-13.07%

+1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

2.87%

-0.30%

Volatility

WCOB.L vs. ICOM.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) is 7.91%, while iShares Diversified Commodity Swap UCITS ETF (ICOM.L) has a volatility of 8.54%. This indicates that WCOB.L experiences smaller price fluctuations and is considered to be less risky than ICOM.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.LICOM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

8.54%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

14.03%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

16.99%

-0.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

16.41%

-1.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

15.54%

+0.11%