PortfoliosLab logoPortfoliosLab logo
WCOM.L vs. CMOP.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WCOM.L vs. CMOP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc (WCOM.L) and Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WCOM.L vs. CMOP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
WCOM.L
WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc
26.20%15.31%2.49%-7.76%11.71%25.55%-0.57%4.18%-6.00%
CMOP.L
Invesco Bloomberg Commodity UCITS ETF Acc
23.96%8.23%6.01%-12.72%28.44%28.71%-7.11%3.31%-6.48%

Returns By Period

In the year-to-date period, WCOM.L achieves a 26.20% return, which is significantly higher than CMOP.L's 23.96% return.


WCOM.L

1D
-1.60%
1M
8.49%
YTD
26.20%
6M
31.67%
1Y
35.70%
3Y*
12.68%
5Y*
12.70%
10Y*

CMOP.L

1D
-2.28%
1M
9.33%
YTD
23.96%
6M
31.99%
1Y
26.66%
3Y*
10.51%
5Y*
14.17%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WCOM.L vs. CMOP.L - Expense Ratio Comparison

WCOM.L has a 0.35% expense ratio, which is higher than CMOP.L's 0.19% expense ratio.


Return for Risk

WCOM.L vs. CMOP.L — Risk / Return Rank

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

WCOM.L
WCOM.L Risk / Return Rank: 9494
Overall Rank
WCOM.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WCOM.L Sortino Ratio Rank: 9494
Sortino Ratio Rank
WCOM.L Omega Ratio Rank: 9292
Omega Ratio Rank
WCOM.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
WCOM.L Martin Ratio Rank: 9393
Martin Ratio Rank

CMOP.L
CMOP.L Risk / Return Rank: 8080
Overall Rank
CMOP.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
CMOP.L Sortino Ratio Rank: 8080
Sortino Ratio Rank
CMOP.L Omega Ratio Rank: 7777
Omega Ratio Rank
CMOP.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
CMOP.L Martin Ratio Rank: 7171
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.

WCOM.L vs. CMOP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc (WCOM.L) and Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.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.


WCOM.LCMOP.LDifference

Sharpe ratio

Return per unit of total volatility

2.31

1.61

+0.70

Sortino ratio

Return per unit of downside risk

3.05

2.14

+0.91

Omega ratio

Gain probability vs. loss probability

1.43

1.30

+0.13

Calmar ratio

Return relative to maximum drawdown

5.42

3.53

+1.89

Martin ratio

Return relative to average drawdown

14.92

7.83

+7.09

WCOM.L vs. CMOP.L - Sharpe Ratio Comparison

The current WCOM.L Sharpe Ratio is 2.31, which is higher than the CMOP.L Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of WCOM.L and CMOP.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.


Loading graphics...

Sharpe Ratios by Period


WCOM.LCMOP.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.31

1.61

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.85

0.88

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.44

+0.19

Correlation

The correlation between WCOM.L and CMOP.L is 0.72, 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

WCOM.L vs. CMOP.L - Dividend Comparison

Neither WCOM.L nor CMOP.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WCOM.L vs. CMOP.L - Drawdown Comparison

The maximum WCOM.L drawdown since its inception was -27.58%, roughly equal to the maximum CMOP.L drawdown of -28.78%. Use the drawdown chart below to compare losses from any high point for WCOM.L and CMOP.L.


Loading graphics...

Drawdown Indicators


WCOM.LCMOP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-28.78%

+1.20%

Max Drawdown (1Y)

Largest decline over 1 year

-8.79%

-9.41%

+0.62%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

-28.78%

+2.37%

Current Drawdown

Current decline from peak

-1.60%

-2.28%

+0.68%

Average Drawdown

Average peak-to-trough decline

-12.59%

-12.35%

-0.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.32%

3.44%

-1.12%

Volatility

WCOM.L vs. CMOP.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc (WCOM.L) is 6.55%, while Invesco Bloomberg Commodity UCITS ETF Acc (CMOP.L) has a volatility of 8.33%. This indicates that WCOM.L experiences smaller price fluctuations and is considered to be less risky than CMOP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


WCOM.LCMOP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.55%

8.33%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

12.44%

13.37%

-0.93%

Volatility (1Y)

Calculated over the trailing 1-year period

15.42%

16.53%

-1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.94%

16.12%

-1.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.70%

14.88%

-1.18%