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

Performance

WCOG.L vs. XFRM.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 WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

WCOG.L is traded in GBp, while XFRM.L is traded in USD. To make them comparable, the XFRM.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, WCOG.L achieves a 31.19% return, which is significantly lower than XFRM.L's 37.12% return. Over the past 10 years, WCOG.L has underperformed XFRM.L with an annualized return of 8.85%, while XFRM.L has yielded a comparatively higher 9.70% annualized return.


WCOG.L

1D
-1.18%
1M
-1.93%
YTD
31.19%
6M
31.55%
1Y
45.33%
3Y*
13.10%
5Y*
12.72%
10Y*
8.85%

XFRM.L

1D
-1.20%
1M
-2.11%
YTD
37.12%
6M
37.63%
1Y
59.42%
3Y*
19.82%
5Y*
16.09%
10Y*
9.70%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
31.19%7.94%4.45%-12.14%26.35%28.38%-2.08%3.07%-3.67%-4.31%
XFRM.L
WisdomTree Broad Commodities Ex-Agriculture and Livestock
37.12%14.37%8.56%-13.95%28.86%28.08%-11.79%5.91%-7.24%-2.60%

Correlation

The correlation between WCOG.L and XFRM.L is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

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

0.86

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

0.83

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

0.80

Correlation (All Time)
Calculated using the full available price history since May 5, 2016

0.80

The correlation between WCOG.L and XFRM.L has been stable across timeframes, ranging from 0.80 to 0.90 - a consistent structural relationship.

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Return for Risk

WCOG.L vs. XFRM.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: 8080
Overall Rank
WCOG.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
WCOG.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
WCOG.L Omega Ratio Rank: 7878
Omega Ratio Rank
WCOG.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOG.L Martin Ratio Rank: 8383
Martin Ratio Rank

XFRM.L
XFRM.L Risk / Return Rank: 7878
Overall Rank
XFRM.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
XFRM.L Sortino Ratio Rank: 6565
Sortino Ratio Rank
XFRM.L Omega Ratio Rank: 7777
Omega Ratio Rank
XFRM.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
XFRM.L Martin Ratio Rank: 7878
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. XFRM.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 Ex-Agriculture and Livestock (XFRM.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.LXFRM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.03

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.46

1.44

+0.01

Calmar ratioReturn relative to maximum drawdown

6.62

6.37

+0.25

Martin ratioReturn relative to average drawdown

16.47

14.85

+1.62

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

The current WCOG.L Sharpe Ratio is 2.52, which is comparable to the XFRM.L Sharpe Ratio of 2.48. The chart below compares the historical Sharpe Ratios of WCOG.L and XFRM.L, 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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Sharpe Ratios by Period


WCOG.LXFRM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.52

2.48

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.78

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.52

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.24

+0.41

Drawdowns

WCOG.L vs. XFRM.L - Drawdown Comparison

The maximum WCOG.L drawdown since its inception was -27.05%, smaller than the maximum XFRM.L drawdown of -45.81%. Use the drawdown chart below to compare losses from any high point for WCOG.L and XFRM.L.


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Drawdown Indicators


WCOG.LXFRM.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.05%

-45.81%

+18.76%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-9.28%

+2.46%

Max Drawdown (3Y)

Largest decline over 3 years

-13.63%

-15.22%

+1.59%

Max Drawdown (5Y)

Largest decline over 5 years

-27.05%

-33.95%

+6.90%

Max Drawdown (10Y)

Largest decline over 10 years

-27.05%

-33.95%

+6.90%

Current Drawdown

Current decline from peak

-3.73%

-4.64%

+0.91%

Average Drawdown

Average peak-to-trough decline

-10.98%

-22.78%

+11.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

3.99%

-1.24%

Volatility

WCOG.L vs. XFRM.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF USD (WCOG.L) is 6.08%, while WisdomTree Broad Commodities Ex-Agriculture and Livestock (XFRM.L) has a volatility of 7.04%. This indicates that WCOG.L experiences smaller price fluctuations and is considered to be less risky than XFRM.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.LXFRM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

7.04%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.70%

21.14%

-5.44%

Volatility (1Y)

Calculated over the trailing 1-year period

17.93%

23.81%

-5.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

20.65%

-5.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.02%

18.78%

-4.76%

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

WCOG.L has a 0.35% expense ratio, which is lower than XFRM.L's 0.49% expense ratio.


Dividends

WCOG.L vs. XFRM.L - Dividend Comparison

WCOG.L's dividend yield for the trailing twelve months is around 2.68%, while XFRM.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
WCOG.L
WisdomTree Enhanced Commodity UCITS ETF USD
2.68%4.56%4.54%0.65%0.00%0.30%1.64%1.64%0.46%
XFRM.L
WisdomTree Broad Commodities Ex-Agriculture and Livestock
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WCOG.L and XFRM.L have a correlation of 0.90, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, WCOG.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

WCOG.L is cheaper with a 0.35% expense ratio, compared with 0.49% for XFRM.L.

WCOG.L tracks Optimised Roll Commodity, while XFRM.L tracks Bloomberg Commodity ex-Agriculture and Livestock. Their fees differ too: 0.35% for WCOG.L and 0.49% for XFRM.L.

Portfolio Optimizer

Find the right allocation for WCOG.L and XFRM.L

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