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WCOB.L vs. LYP6.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCOB.L vs. LYP6.DE - 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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WCOB.L is traded in GBp, while LYP6.DE is traded in EUR. To make them comparable, the LYP6.DE 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 25.92% return, which is significantly higher than LYP6.DE's 7.81% return. Over the past 10 years, WCOB.L has underperformed LYP6.DE with an annualized return of 8.11%, while LYP6.DE has yielded a comparatively higher 10.94% annualized return.


WCOB.L

1D
-1.77%
1M
-6.96%
YTD
25.92%
6M
27.19%
1Y
34.85%
3Y*
11.95%
5Y*
11.56%
10Y*
8.11%

LYP6.DE

1D
1.88%
1M
3.74%
YTD
7.81%
6M
9.68%
1Y
21.17%
3Y*
14.55%
5Y*
9.93%
10Y*
10.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCOB.L vs. LYP6.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
25.92%7.73%4.50%-12.06%26.46%28.35%-2.13%3.31%-3.90%-4.31%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc
7.81%27.11%3.53%13.65%-5.50%16.00%3.83%21.90%-10.03%16.07%

Correlation

The correlation between WCOB.L and LYP6.DE is -0.24, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.24

Correlation (3Y)
Calculated over the trailing 3-year period

-0.07

Correlation (5Y)
Calculated over the trailing 5-year period

-0.01

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2016

0.15

The correlation between WCOB.L and LYP6.DE shifts across timeframes, from -0.24 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WCOB.L vs. LYP6.DE — 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: 7676
Overall Rank
WCOB.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 7373
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9090
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 7676
Martin Ratio Rank

LYP6.DE
LYP6.DE Risk / Return Rank: 4747
Overall Rank
LYP6.DE Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LYP6.DE Sortino Ratio Rank: 4747
Sortino Ratio Rank
LYP6.DE Omega Ratio Rank: 4747
Omega Ratio Rank
LYP6.DE Calmar Ratio Rank: 4545
Calmar Ratio Rank
LYP6.DE Martin Ratio Rank: 5050
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. LYP6.DE - 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 Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE). 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.


WCOB.LLYP6.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.49

Sortino ratioReturn per unit of downside risk

+0.40

Omega ratioGain probability vs. loss probability

1.38

1.29

+0.08

Calmar ratioReturn relative to maximum drawdown

4.85

1.93

+2.92

Martin ratioReturn relative to average drawdown

12.75

7.10

+5.66

WCOB.L vs. LYP6.DE - Sharpe Ratio Comparison

The current WCOB.L Sharpe Ratio is 2.08, which is higher than the LYP6.DE Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of WCOB.L and LYP6.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

WCOB.L vs. LYP6.DE - Drawdown Comparison

The maximum WCOB.L drawdown since its inception was -33.06%, which is greater than LYP6.DE's maximum drawdown of -27.65%. Use the drawdown chart below to compare losses from any high point for WCOB.L and LYP6.DE.


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Drawdown Indicators


WCOB.LLYP6.DEDifference

Max Drawdown

Largest peak-to-trough decline

-33.06%

-27.65%

-5.41%

Max Drawdown (1Y)

Largest decline over 1 year

-7.65%

-10.41%

+2.76%

Max Drawdown (3Y)

Largest decline over 3 years

-26.20%

-13.78%

-12.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-16.91%

-10.23%

Max Drawdown (10Y)

Largest decline over 10 years

-27.14%

-27.65%

+0.51%

Current Drawdown

Current decline from peak

-7.65%

-0.17%

-7.48%

Average Drawdown

Average peak-to-trough decline

-17.95%

-4.12%

-13.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.91%

2.84%

+0.07%

Volatility

WCOB.L vs. LYP6.DE - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a higher volatility of 4.95% compared to Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc (LYP6.DE) at 4.02%. This indicates that WCOB.L's price experiences larger fluctuations and is considered to be riskier than LYP6.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOB.LLYP6.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

4.02%

+0.93%

Volatility (6M)

Calculated over the trailing 6-month period

15.60%

10.72%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

17.81%

12.65%

+5.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.41%

14.29%

+6.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

15.20%

+1.67%

WCOB.L vs. LYP6.DE - Expense Ratio Comparison

WCOB.L has a 0.35% expense ratio, which is higher than LYP6.DE's 0.07% expense ratio.


Dividends

WCOB.L vs. LYP6.DE - Dividend Comparison

Neither WCOB.L nor LYP6.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


WCOB.L and LYP6.DE have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYP6.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYP6.DE is cheaper with a 0.07% expense ratio, compared with 0.35% for WCOB.L.

WCOB.L is categorized as Commodities, while LYP6.DE is Europe Equities. WCOB.L tracks Optimised Roll Commodity, while LYP6.DE tracks STOXX® Europe 600. They also come from different issuers: WisdomTree and Amundi. Their fees differ too: 0.35% for WCOB.L and 0.07% for LYP6.DE.

Portfolio Optimizer

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