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

Performance

WCOB.L vs. RICI.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 Market Access Rogers International Commodity UCITS ETF (RICI.L). The values are adjusted to include any dividend payments, if applicable.

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


2026 (YTD)202520242023202220212020
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
30.10%7.73%4.50%-12.06%25.92%28.89%10.95%
RICI.L
Market Access Rogers International Commodity UCITS ETF
32.17%-0.85%6.32%-10.69%30.66%42.40%19.41%
Different Trading Currencies

WCOB.L is traded in GBp, while RICI.L is traded in GBP. To make them comparable, the RICI.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 lower than RICI.L's 32.17% 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*

RICI.L

1D
2.39%
1M
13.74%
YTD
32.17%
6M
35.79%
1Y
28.60%
3Y*
9.65%
5Y*
16.11%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

WCOB.L has a 0.35% expense ratio, which is lower than RICI.L's 0.60% expense ratio.


Return for Risk

WCOB.L vs. RICI.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

RICI.L
RICI.L Risk / Return Rank: 7878
Overall Rank
RICI.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
RICI.L Sortino Ratio Rank: 7676
Sortino Ratio Rank
RICI.L Omega Ratio Rank: 7474
Omega Ratio Rank
RICI.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
RICI.L Martin Ratio Rank: 7272
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. RICI.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 Market Access Rogers International Commodity UCITS ETF (RICI.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.LRICI.LDifference

Sharpe ratio

Return per unit of total volatility

2.12

1.48

+0.64

Sortino ratio

Return per unit of downside risk

2.84

2.01

+0.83

Omega ratio

Gain probability vs. loss probability

1.39

1.29

+0.10

Calmar ratio

Return relative to maximum drawdown

5.61

4.13

+1.48

Martin ratio

Return relative to average drawdown

15.23

9.30

+5.93

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

The current WCOB.L Sharpe Ratio is 2.12, which is higher than the RICI.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of WCOB.L and RICI.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.LRICI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

1.48

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.99

0.88

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

1.01

-0.33

Correlation

The correlation between WCOB.L and RICI.L is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

WCOB.L vs. RICI.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

WCOB.L vs. RICI.L - Drawdown Comparison

The maximum WCOB.L drawdown since its inception was -27.14%, roughly equal to the maximum RICI.L drawdown of -26.97%. Use the drawdown chart below to compare losses from any high point for WCOB.L and RICI.L.


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Drawdown Indicators


WCOB.LRICI.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.14%

-26.97%

-0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-6.98%

-8.35%

+1.37%

Max Drawdown (5Y)

Largest decline over 5 years

-27.14%

-26.97%

-0.17%

Current Drawdown

Current decline from peak

0.00%

-0.36%

+0.36%

Average Drawdown

Average peak-to-trough decline

-11.93%

-12.44%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.57%

3.71%

-1.14%

Volatility

WCOB.L vs. RICI.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) is 7.91%, while Market Access Rogers International Commodity UCITS ETF (RICI.L) has a volatility of 10.86%. This indicates that WCOB.L experiences smaller price fluctuations and is considered to be less risky than RICI.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.LRICI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

10.86%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

15.48%

-2.60%

Volatility (1Y)

Calculated over the trailing 1-year period

16.05%

19.23%

-3.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.95%

18.24%

-3.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.57%

-2.92%