WisdomTree Broad Commodities UCITS ETF

ISINIE00BKY4W127
TickerCOMX
Backtest this ETF
Total annual cost
0.29%

TER 0.19% + transaction cost 0.10%

Category
ETF
Data available from
Dec 31, 2021
Underlying assets
14

Metrics at a glance

CAGR
+9.77%
Volatility
16.01%
Sharpe
0.49
Sortino
0.55
Calmar
0.33
Ulcer Index
15.32
Max Drawdown
23.82%
VaR 95%
6.48%
VaR 99%
8.88%
% Positive Months
58.18%

Performance over time

Rolling returns

Return computed over every rolling window of the selected length.

Fund composition

Estimated country, currency, and sector allocation from the underlying holdings.

WisdomTree Broad Commodities UCITS ETF

Click a row name to exclude it from the calculation (remaining slices are renormalized).

100.0%

Top holdings

Top 10 Weight

79.6%

Total Assets

14

HHI

0.000

  1. WisdomTree Core Physical Gold
    10.0%
  2. United States Treasury Bills 0%
    8.4%
  3. United States Treasury Bills 0%
    8.3%
  4. United States Treasury Bills 0%
    8.2%
  5. United States Treasury Bills 0%
    8.2%
  6. United States Treasury Bills 0%
    7.9%
  7. United States Treasury Bills 0%
    7.8%
  8. United States Treasury Bills 0%
    7.7%
  9. United States Treasury Bills 0%
    7.0%
  10. United States Treasury Bills 0%
    6.2%

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