WNUC.DE vs. PCOM.DE
WNUC.DE (WisdomTree Uranium and Nuclear Energy UCITS ETF USD Acc) and PCOM.DE (WisdomTree Broad Commodities UCITS ETF) are both exchange-traded funds - WNUC.DE is a Commodity Producers Equities fund tracking the WisdomTree Uranium and Nuclear Energy UCITS Index, while PCOM.DE is a Commodities fund tracking the Bloomberg Commodity. Both are passively managed. Over the past year, WNUC.DE returned 70.37% vs 37.29% for PCOM.DE. At a 0.07 correlation, their price movements are largely independent. WNUC.DE charges 0.45%/yr vs 0.19%/yr for PCOM.DE.
Performance
WNUC.DE vs. PCOM.DE - Performance Comparison
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Returns By Period
In the year-to-date period, WNUC.DE achieves a 14.95% return, which is significantly lower than PCOM.DE's 25.30% return.
WNUC.DE
- 1D
- -1.06%
- 1M
- -10.91%
- YTD
- 14.95%
- 6M
- 10.45%
- 1Y
- 70.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PCOM.DE
- 1D
- 0.54%
- 1M
- 1.13%
- YTD
- 25.30%
- 6M
- 24.64%
- 1Y
- 37.29%
- 3Y*
- 13.46%
- 5Y*
- —
- 10Y*
- —
WNUC.DE vs. PCOM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
WNUC.DE WisdomTree Uranium and Nuclear Energy UCITS ETF USD Acc | 14.95% | 98.82% |
PCOM.DE WisdomTree Broad Commodities UCITS ETF | 25.30% | 3.17% |
Correlation
The correlation between WNUC.DE and PCOM.DE is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 2025 | 0.07 |
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Return for Risk
WNUC.DE vs. PCOM.DE — Risk / Return Rank
WNUC.DE
PCOM.DE
WNUC.DE vs. PCOM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Uranium and Nuclear Energy UCITS ETF USD Acc (WNUC.DE) and WisdomTree Broad Commodities UCITS ETF (PCOM.DE). 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.
| WNUC.DE | PCOM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.30 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 4.17 | -1.56 |
| Martin ratioReturn relative to average drawdown | 6.95 | 9.37 | -2.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| WNUC.DE | PCOM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.60 | 1.89 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 2.07 | 0.64 | +1.43 |
Drawdowns
WNUC.DE vs. PCOM.DE - Drawdown Comparison
The maximum WNUC.DE drawdown since its inception was -27.80%, roughly equal to the maximum PCOM.DE drawdown of -27.22%. Use the drawdown chart below to compare losses from any high point for WNUC.DE and PCOM.DE.
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Drawdown Indicators
| WNUC.DE | PCOM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -27.80% | -27.22% | -0.58% |
Max Drawdown (1Y)Largest decline over 1 year | -27.80% | -8.82% | -18.98% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.80% | — |
Current DrawdownCurrent decline from peak | -15.67% | -3.52% | -12.15% |
Average DrawdownAverage peak-to-trough decline | -7.80% | -15.90% | +8.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 3.93% | +6.55% |
Volatility
WNUC.DE vs. PCOM.DE - Volatility Comparison
WisdomTree Uranium and Nuclear Energy UCITS ETF USD Acc (WNUC.DE) has a higher volatility of 11.51% compared to WisdomTree Broad Commodities UCITS ETF (PCOM.DE) at 6.27%. This indicates that WNUC.DE's price experiences larger fluctuations and is considered to be riskier than PCOM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WNUC.DE | PCOM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.51% | 6.27% | +5.24% |
Volatility (6M)Calculated over the trailing 6-month period | 31.97% | 17.17% | +14.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.48% | 19.43% | +26.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.16% | 17.76% | +28.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.16% | 17.76% | +28.40% |
WNUC.DE vs. PCOM.DE - Expense Ratio Comparison
WNUC.DE has a 0.45% expense ratio, which is higher than PCOM.DE's 0.19% expense ratio.
Dividends
WNUC.DE vs. PCOM.DE - Dividend Comparison
Neither WNUC.DE nor PCOM.DE has paid dividends to shareholders.
Frequently Asked Questions
WNUC.DE and PCOM.DE have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PCOM.DE is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PCOM.DE is cheaper with a 0.19% expense ratio, compared with 0.45% for WNUC.DE.
WNUC.DE is categorized as Commodity Producers Equities, while PCOM.DE is Commodities. WNUC.DE tracks WisdomTree Uranium and Nuclear Energy UCITS Index, while PCOM.DE tracks Bloomberg Commodity. Their fees differ too: 0.45% for WNUC.DE and 0.19% for PCOM.DE.
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