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

Performance

XDBG.L vs. WCOB.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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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XDBG.L vs. WCOB.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XDBG.L
Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged
15.97%25.68%8.15%-11.18%18.13%38.25%-3.17%5.10%-12.92%7.78%
WCOB.L
WisdomTree Enhanced Commodity UCITS ETF USD Acc
27.16%7.73%4.50%-12.06%25.92%28.89%-3.11%3.86%-3.43%-3.53%

Returns By Period

In the year-to-date period, XDBG.L achieves a 15.97% return, which is significantly lower than WCOB.L's 27.16% return.


XDBG.L

1D
-1.28%
1M
1.81%
YTD
15.97%
6M
28.69%
1Y
30.04%
3Y*
14.47%
5Y*
15.82%
10Y*
9.23%

WCOB.L

1D
-2.23%
1M
9.48%
YTD
27.16%
6M
33.14%
1Y
31.17%
3Y*
10.27%
5Y*
14.23%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

XDBG.L has a 0.39% expense ratio, which is higher than WCOB.L's 0.35% expense ratio.


Return for Risk

XDBG.L vs. WCOB.L — Risk / Return Rank

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

XDBG.L
XDBG.L Risk / Return Rank: 7777
Overall Rank
XDBG.L Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
XDBG.L Sortino Ratio Rank: 7474
Sortino Ratio Rank
XDBG.L Omega Ratio Rank: 7474
Omega Ratio Rank
XDBG.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
XDBG.L Martin Ratio Rank: 7272
Martin Ratio Rank

WCOB.L
WCOB.L Risk / Return Rank: 8989
Overall Rank
WCOB.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
WCOB.L Sortino Ratio Rank: 9090
Sortino Ratio Rank
WCOB.L Omega Ratio Rank: 8787
Omega Ratio Rank
WCOB.L Calmar Ratio Rank: 9595
Calmar Ratio Rank
WCOB.L Martin Ratio Rank: 8787
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.

XDBG.L vs. WCOB.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.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.


XDBG.LWCOB.LDifference

Sharpe ratio

Return per unit of total volatility

1.54

1.95

-0.41

Sortino ratio

Return per unit of downside risk

1.97

2.63

-0.66

Omega ratio

Gain probability vs. loss probability

1.29

1.37

-0.07

Calmar ratio

Return relative to maximum drawdown

3.14

4.46

-1.31

Martin ratio

Return relative to average drawdown

8.32

11.23

-2.90

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

The current XDBG.L Sharpe Ratio is 1.54, which is comparable to the WCOB.L Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of XDBG.L and WCOB.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.


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Sharpe Ratios by Period


XDBG.LWCOB.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.95

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.96

-0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.66

-0.60

Correlation

The correlation between XDBG.L and WCOB.L is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

XDBG.L vs. WCOB.L - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

XDBG.L vs. WCOB.L - Drawdown Comparison

The maximum XDBG.L drawdown since its inception was -64.69%, which is greater than WCOB.L's maximum drawdown of -27.14%. Use the drawdown chart below to compare losses from any high point for XDBG.L and WCOB.L.


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Drawdown Indicators


XDBG.LWCOB.LDifference

Max Drawdown

Largest peak-to-trough decline

-64.69%

-27.14%

-37.55%

Max Drawdown (1Y)

Largest decline over 1 year

-12.64%

-8.12%

-4.52%

Max Drawdown (5Y)

Largest decline over 5 years

-28.67%

-27.14%

-1.53%

Max Drawdown (10Y)

Largest decline over 10 years

-37.06%

Current Drawdown

Current decline from peak

-4.25%

-2.23%

-2.02%

Average Drawdown

Average peak-to-trough decline

-35.60%

-11.94%

-23.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.77%

+0.85%

Volatility

XDBG.L vs. WCOB.L - Volatility Comparison

The current volatility for Xtrackers Bloomberg Commodity ex-Agriculture & Livestock Swap UCITS ETF 3C GBP Hedged (XDBG.L) is 5.60%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WCOB.L) has a volatility of 7.77%. This indicates that XDBG.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


XDBG.LWCOB.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.60%

7.77%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

12.71%

+2.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

15.90%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.02%

14.92%

+4.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.03%

15.63%

+0.40%