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WCOM.L vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WCOM.L vs. DBMF - 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 iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, WCOM.L achieves a 17.94% return, which is significantly higher than DBMF's 11.35% return.


WCOM.L

1D
-1.79%
1M
-11.60%
YTD
17.94%
6M
16.60%
1Y
28.19%
3Y*
11.40%
5Y*
9.10%
10Y*

DBMF

1D
-0.24%
1M
-0.20%
YTD
11.35%
6M
10.82%
1Y
29.20%
3Y*
7.34%
5Y*
9.04%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

WCOM.L vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
WCOM.L
WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc
17.94%15.31%2.49%-7.76%11.71%25.55%-0.57%3.32%
DBMF
iMGP DBi Managed Futures Strategy ETF
11.35%5.74%9.12%-13.49%36.07%12.55%-1.19%8.41%

Correlation

The correlation between WCOM.L and DBMF is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.08

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

0.02

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.02

Over the past year, WCOM.L and DBMF have become more correlated (0.33) than their long-term average of 0.02, meaning their price movements have been converging.

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Return for Risk

WCOM.L vs. DBMF — 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: 5555
Overall Rank
WCOM.L Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
WCOM.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
WCOM.L Omega Ratio Rank: 5656
Omega Ratio Rank
WCOM.L Calmar Ratio Rank: 4545
Calmar Ratio Rank
WCOM.L Martin Ratio Rank: 6363
Martin Ratio Rank

DBMF
DBMF Risk / Return Rank: 7676
Overall Rank
DBMF Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 6565
Sortino Ratio Rank
DBMF Omega Ratio Rank: 7979
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8484
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8181
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. DBMF - 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 iMGP DBi Managed Futures Strategy ETF (DBMF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


WCOM.LDBMFDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.62

Omega ratioGain probability vs. loss probability

1.31

1.47

-0.17

Calmar ratioReturn relative to maximum drawdown

2.00

5.10

-3.09

Martin ratioReturn relative to average drawdown

9.99

18.48

-8.49

WCOM.L vs. DBMF - Sharpe Ratio Comparison

The current WCOM.L Sharpe Ratio is 1.71, which is comparable to the DBMF Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of WCOM.L and DBMF, 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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Drawdowns

WCOM.L vs. DBMF - Drawdown Comparison

The maximum WCOM.L drawdown since its inception was -27.58%, smaller than the maximum DBMF drawdown of -31.56%. Use the drawdown chart below to compare losses from any high point for WCOM.L and DBMF.


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Drawdown Indicators


WCOM.LDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-31.56%

+3.98%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-5.76%

-8.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.03%

-18.85%

+4.82%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

-31.56%

+5.15%

Current Drawdown

Current decline from peak

-14.03%

-10.49%

-3.54%

Average Drawdown

Average peak-to-trough decline

-12.30%

-14.58%

+2.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.81%

1.58%

+1.23%

Volatility

WCOM.L vs. DBMF - Volatility Comparison

WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc (WCOM.L) has a higher volatility of 4.45% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 3.20%. This indicates that WCOM.L's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOM.LDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.45%

3.20%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

15.02%

10.25%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

16.78%

12.81%

+3.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.27%

16.37%

-1.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

15.74%

-1.78%

WCOM.L vs. DBMF - Expense Ratio Comparison

WCOM.L has a 0.35% expense ratio, which is lower than DBMF's 0.85% expense ratio.


Dividends

WCOM.L vs. DBMF - Dividend Comparison

WCOM.L has not paid dividends to shareholders, while DBMF's dividend yield for the trailing twelve months is around 5.25%.


PositionTTM2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
5.25%5.91%5.75%2.91%7.72%10.38%0.86%9.35%
WCOM.L
WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


WCOM.L and DBMF have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

WCOM.L is cheaper with a 0.35% expense ratio, compared with 0.85% for DBMF.

WCOM.L is categorized as Commodities, while DBMF is Systematic Trend. They also come from different issuers: WisdomTree and iM Global Partners. Their fees differ too: 0.35% for WCOM.L and 0.85% for DBMF.

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