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

Performance

WCOM.L vs. WCOB.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 WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with WCOM.L having a 33.12% return and WCOB.L slightly lower at 32.82%.


WCOM.L

1D
0.61%
1M
-0.83%
YTD
33.12%
6M
34.26%
1Y
45.20%
3Y*
16.63%
5Y*
11.21%
10Y*

WCOB.L

1D
0.89%
1M
0.71%
YTD
32.82%
6M
33.03%
1Y
46.58%
3Y*
14.00%
5Y*
13.00%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)20252024202320222021202020192018
WCOM.L
WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc
33.12%15.31%2.49%-7.76%11.71%25.55%-0.57%4.18%-6.00%
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
32.82%7.73%4.50%-12.06%25.92%28.89%-3.11%3.86%-4.37%

Correlation

The correlation between WCOM.L and WCOB.L is 0.87, 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

0.87

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

0.78

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

0.77

Correlation (All Time)
Calculated using the full available price history since Aug 20, 2018

0.65

Over the past year, WCOM.L and WCOB.L have become more correlated (0.87) than their long-term average of 0.65, meaning their price movements have been converging.

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Return for Risk

WCOM.L vs. WCOB.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: 8686
Overall Rank
WCOM.L Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
WCOM.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
WCOM.L Omega Ratio Rank: 8383
Omega Ratio Rank
WCOM.L Calmar Ratio Rank: 9494
Calmar Ratio Rank
WCOM.L Martin Ratio Rank: 8888
Martin Ratio Rank

WCOB.L
WCOB.L Risk / Return Rank: 8282
Overall Rank
WCOB.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 7979
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9393
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 8383
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. WCOB.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 WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.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.LWCOB.LDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.50

1.48

+0.02

Calmar ratioReturn relative to maximum drawdown

7.34

6.64

+0.70

Martin ratioReturn relative to average drawdown

19.12

16.86

+2.25

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

The current WCOM.L Sharpe Ratio is 2.77, which is comparable to the WCOB.L Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of WCOM.L and WCOB.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


WCOM.LWCOB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

2.64

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.74

0.85

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.66

0.67

-0.01

Drawdowns

WCOM.L vs. WCOB.L - Drawdown Comparison

The maximum WCOM.L drawdown since its inception was -27.58%, roughly equal to the maximum WCOB.L drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for WCOM.L and WCOB.L.


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Drawdown Indicators


WCOM.LWCOB.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-27.14%

-0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-6.13%

-6.98%

+0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-9.58%

-13.74%

+4.16%

Max Drawdown (5Y)

Largest decline over 5 years

-26.41%

-27.14%

+0.73%

Current Drawdown

Current decline from peak

-2.96%

-2.60%

-0.36%

Average Drawdown

Average peak-to-trough decline

-12.36%

-11.71%

-0.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.75%

-0.39%

Volatility

WCOM.L vs. WCOB.L - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity UCITS ETF GBP Hedged Acc (WCOM.L) is 5.33%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a volatility of 5.76%. This indicates that WCOM.L experiences smaller price fluctuations and is considered to be less risky than WCOB.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WCOM.LWCOB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.76%

-0.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.33%

15.30%

-0.97%

Volatility (1Y)

Calculated over the trailing 1-year period

16.25%

17.55%

-1.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

15.37%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.92%

15.90%

-1.98%

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

Both WCOM.L and WCOB.L have an expense ratio of 0.35%.


Dividends

WCOM.L vs. WCOB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


WCOM.L and WCOB.L have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

WCOM.L and WCOB.L have the same expense ratio: 0.35% per year.

WCOM.L tracks Optimized Roll Commodity (GBP Hedged), while WCOB.L tracks Optimised Roll Commodity.

Portfolio Optimizer

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