WCOG.L vs. COMX.L
Compare and contrast key facts about WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Broad Commodities UCITS ETF (COMX.L).
WCOG.L and COMX.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WCOG.L is a passively managed fund by WisdomTree that tracks the performance of the Optimised Roll Commodity. It was launched on Apr 27, 2016. COMX.L is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Commodity. It was launched on Nov 29, 2021. Both WCOG.L and COMX.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
WCOG.L vs. COMX.L - Performance Comparison
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WCOG.L vs. COMX.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 29.72% | 7.94% | 4.45% | -12.14% | 26.35% | -0.59% |
COMX.L WisdomTree Broad Commodities UCITS ETF | 26.81% | 8.58% | 6.24% | -12.51% | 28.76% | -25.70% |
Returns By Period
In the year-to-date period, WCOG.L achieves a 29.72% return, which is significantly higher than COMX.L's 26.81% return.
WCOG.L
- 1D
- 0.18%
- 1M
- 14.97%
- YTD
- 29.72%
- 6M
- 35.74%
- 1Y
- 34.07%
- 3Y*
- 11.00%
- 5Y*
- 14.67%
- 10Y*
- —
COMX.L
- 1D
- 0.52%
- 1M
- 14.69%
- YTD
- 26.81%
- 6M
- 34.94%
- 1Y
- 30.08%
- 3Y*
- 11.61%
- 5Y*
- —
- 10Y*
- —
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WCOG.L vs. COMX.L - Expense Ratio Comparison
WCOG.L has a 0.35% expense ratio, which is higher than COMX.L's 0.19% expense ratio.
Return for Risk
WCOG.L vs. COMX.L — Risk / Return Rank
WCOG.L
COMX.L
WCOG.L vs. COMX.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and WisdomTree Broad Commodities UCITS ETF (COMX.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.
| WCOG.L | COMX.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.22 | 0.67 | +1.55 |
Sortino ratioReturn per unit of downside risk | 3.02 | 1.29 | +1.73 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 4.36 | 1.16 | +3.19 |
Martin ratioReturn relative to average drawdown | 9.26 | 2.21 | +7.04 |
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
| WCOG.L | COMX.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.22 | 0.67 | +1.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.00 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.15 | +0.52 |
Correlation
The correlation between WCOG.L and COMX.L is 0.89, 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
WCOG.L vs. COMX.L - Dividend Comparison
WCOG.L's dividend yield for the trailing twelve months is around 2.71%, while COMX.L has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
WCOG.L WisdomTree Enhanced Commodity UCITS ETF USD | 2.71% | 4.56% | 4.54% | 0.65% | 0.00% | 0.30% | 1.64% | 1.64% | 0.46% |
COMX.L WisdomTree Broad Commodities UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
WCOG.L vs. COMX.L - Drawdown Comparison
The maximum WCOG.L drawdown since its inception was -27.05%, smaller than the maximum COMX.L drawdown of -28.64%. Use the drawdown chart below to compare losses from any high point for WCOG.L and COMX.L.
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Drawdown Indicators
| WCOG.L | COMX.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.05% | -28.64% | +1.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.09% | -25.58% | +17.49% |
Max Drawdown (5Y)Largest decline over 5 years | -27.05% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -2.53% | +2.53% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -18.17% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 13.47% | -9.80% |
Volatility
WCOG.L vs. COMX.L - Volatility Comparison
The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) is 7.07%, while WisdomTree Broad Commodities UCITS ETF (COMX.L) has a volatility of 7.93%. This indicates that WCOG.L experiences smaller price fluctuations and is considered to be less risky than COMX.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WCOG.L | COMX.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.07% | 7.93% | -0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 12.17% | 43.02% | -30.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.29% | 44.44% | -29.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.69% | 32.60% | -17.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.69% | 32.60% | -18.91% |