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WCOG.L vs. PMLP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCOG.L vs. PMLP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) and HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L). The values are adjusted to include any dividend payments, if applicable.

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WCOG.L vs. PMLP.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
29.72%7.94%4.45%-12.14%26.35%28.38%6.17%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
27.56%-1.40%35.81%7.61%35.33%34.88%8.45%

Returns By Period

In the year-to-date period, WCOG.L achieves a 29.72% return, which is significantly higher than PMLP.L's 27.56% 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*

PMLP.L

1D
-1.36%
1M
7.65%
YTD
27.56%
6M
25.77%
1Y
21.49%
3Y*
23.30%
5Y*
22.61%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WCOG.L vs. PMLP.L - Expense Ratio Comparison

WCOG.L has a 0.35% expense ratio, which is lower than PMLP.L's 0.40% expense ratio.


Return for Risk

WCOG.L vs. PMLP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WCOG.L
WCOG.L Risk / Return Rank: 9191
Overall Rank
WCOG.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 9292
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9696
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8282
Martin Ratio Rank

PMLP.L
PMLP.L Risk / Return Rank: 5353
Overall Rank
PMLP.L Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
PMLP.L Sortino Ratio Rank: 5858
Sortino Ratio Rank
PMLP.L Omega Ratio Rank: 5454
Omega Ratio Rank
PMLP.L Calmar Ratio Rank: 5656
Calmar Ratio Rank
PMLP.L Martin Ratio Rank: 3232
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.

WCOG.L vs. PMLP.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 HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.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.LPMLP.LDifference

Sharpe ratio

Return per unit of total volatility

2.22

1.09

+1.14

Sortino ratio

Return per unit of downside risk

3.02

1.48

+1.54

Omega ratio

Gain probability vs. loss probability

1.41

1.20

+0.21

Calmar ratio

Return relative to maximum drawdown

4.36

1.40

+2.95

Martin ratio

Return relative to average drawdown

9.26

2.78

+6.48

WCOG.L vs. PMLP.L - Sharpe Ratio Comparison

The current WCOG.L Sharpe Ratio is 2.22, which is higher than the PMLP.L Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of WCOG.L and PMLP.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


WCOG.LPMLP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.22

1.09

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.00

1.20

-0.20

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

1.35

-0.68

Correlation

The correlation between WCOG.L and PMLP.L is 0.41, 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

WCOG.L vs. PMLP.L - Dividend Comparison

WCOG.L's dividend yield for the trailing twelve months is around 2.71%, which matches PMLP.L's 2.72% yield.


TTM20252024202320222021202020192018
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%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
2.72%3.31%3.37%6.48%6.12%6.57%4.17%0.00%0.00%

Drawdowns

WCOG.L vs. PMLP.L - Drawdown Comparison

The maximum WCOG.L drawdown since its inception was -27.05%, which is greater than PMLP.L's maximum drawdown of -20.50%. Use the drawdown chart below to compare losses from any high point for WCOG.L and PMLP.L.


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Drawdown Indicators


WCOG.LPMLP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-20.50%

-6.55%

Max Drawdown (1Y)

Largest decline over 1 year

-8.09%

-14.95%

+6.86%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-20.50%

-6.55%

Current Drawdown

Current decline from peak

0.00%

-1.36%

+1.36%

Average Drawdown

Average peak-to-trough decline

-11.12%

-5.91%

-5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

7.56%

-3.89%

Volatility

WCOG.L vs. PMLP.L - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) has a higher volatility of 7.07% compared to HANetf Alerian Midstream Energy Dividend UCITS ETF (PMLP.L) at 5.20%. This indicates that WCOG.L's price experiences larger fluctuations and is considered to be riskier than PMLP.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.LPMLP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

5.20%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

12.17%

11.37%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.29%

19.73%

-4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.69%

19.45%

-4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.69%

21.05%

-7.36%