WisdomTree Broad Commodities UCITS ETF
Ticker
COMX.L
ISIN
GB00B15KY98
Price
GBp 864.65
Change Today
+0.10 / 0.012 %
Price 1 year ago
862.15 / 0.29 %
Morningstar
-
52 Week Low
796.50
52 Week High
924.55
200 Day Moving Average 858.33
858.33
50-day Moving Average
858.27
Price evolution
Yearly returns
Peers comparison
Risk factors
1 year
| Parameter | Value |
|---|---|
| Sharpe Ratio | 0.10 |
| Sortino Ratio | 0.01 |
| Maximum Drawdown | -20.6% |
| Maximum Drawdown Date | 2024-01-09 |
| Calmar Ratio | -1.67 |
1 year
| Parameter | Value |
|---|---|
| Treynor Ratio | - |
| Return | -0.74 |
| Volatility | 34.708% |
| Alpha | -- |
| Beta | -- |
| R Squared | -- |
History
| Parameter | Value |
|---|---|
| Average Annual Return | -1.017% |
| Average Annual Volatility | 21.996% |
| Sharpe Ratio | -0.05 |
| Sortino Ratio | -0.15 |
| Maximum Drawdown | -28.000000000000004% |
| Maximum Drawdown Date | 2024-09-10 |
| Calmar Ratio | 0.08 |
Company information
Summary
The Fund seeks to track the price and yield performance, before fees and expenses of the Index which is designed to be a highly liquid and diversified benchmark for commodities.
Market
GB
Category
--
Expense Ratio
-
Fund family
WisdomTree Management Limited
Morningstar
-
Yield
-
Exchange
LSE
| Sector | Weight |
|---|---|
| Realestate | 0.00% |
| Consumer cyclical | 0.00% |
| Basic materials | 0.00% |
| Consumer defensive | 0.00% |
| Technology | 0.00% |
| Communication services | 0.00% |
| Financial services | 0.00% |
| Utilities | 0.00% |
| Industrials | 0.00% |
| Energy | 0.00% |
| Healthcare | 0.00% |
None
Holdings
NoneAlternative funds
| Ticker | Name | Isin | Exchange | Expenses | Morningstar | Alpha | Beta |
|---|---|---|---|---|---|---|---|
| C10.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 10-15 UCITS ETF | FR0010754143 | PAR | 0.14% | 5 | -1.12 | |
| C33.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 3-5 UCITS ETF | FR0010754168 | PAR | 0.14% | 4 | -0.94 | |
| C53.PA | Amundi ETF Govt Bond EuroMTS Broad Investment Grade 5-7 UCITS ETF DR C | FR0010754176 | PAR | 0.14% | 4 | -0.13 | |
| C73.PA | Amundi ETF Govt Bond Euro Broad Investment Grade 7-10 UCITS ETF DR | FR0010754184 | PAR | 0.14% | 4 | +1.13 | |
| CEU.PA | Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB | LU1681042609 | PAR | 0.05% | 4 | -1.98 | |
| CEUR.L | Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB | LU168104260 | LSE | 0.05% | 4 | ||
| COM | Direxion Auspice Broad Commodity Strategy ETF | US25460E3071 | PCX | 0.72% | 5 | +4.60 | |
| FNDB | Schwab Fundamental U.S. Broad Market Index ETF | US808524789 | PCX | 0.25% | 5 | +8.51 | |
| IE00B7396591.IR | Insight Broad Opportunities B1 USD | IE00B7396591 | ISE | 4 | +0.62 | +0.52 | |
| UCEU.AS | Amundi Index Solutions - Amundi MSCI Europe ESG Broad CTB | LU1681042609 | AMS | 0.05% | 4 | -1.98 | |
| USA.PA | Lyxor MSCI USA ESG Broad CTB (DR) UCITS ETF | FR0010296061 | PAR | 0.09% | 4 | -2.04 | |
| USAC.PA | Lyxor MSCI USA ESG Broad CTB (DR) UCITS ETF | FR0011363423 | PAR | 0.09% | 4 | -2.05 | |
| USAL.L | Lyxor MSCI USA ESG Broad CTB (DR) UCITS ETF | FR001029606 | LSE | 0.09% | 4 | ||
| USAU.L | Lyxor MSCI USA ESG Broad CTB (DR) UCITS ETF | FR001029606 | LSE | 0.09% | 4 |
Sustainability scores
Events
Indicators
Glossary
- Momentum
- A technical indicator that measures the rate of change in price movements over a specific period. It indicates the strength or weakness of a price trend.
Assessment: A positive momentum value generally indicates a good trend, while a negative value suggests a weak or downward trend.
- Inertia
- In trading, inertia refers to the tendency of prices to continue moving in their current direction. It suggests that an asset's price will likely maintain its current trend.
Assessment: A higher inertia value is generally considered good, as it indicates a strong and sustained price trend.
- Relative Strength Index (RSI)
- A momentum oscillator that measures the speed and change of price movements. It helps identify overbought or oversold conditions in an asset.
Assessment: An RSI value above 70 is typically considered overbought and may suggest a potential reversal or correction. Conversely, an RSI value below 30 is often considered oversold, indicating a possible upward price correction.
- Fibonacci's Weighted Moving Average
- A technical indicator that assigns different weights to recent data points, giving more significance to recent prices. It helps smooth out price fluctuations and identify trend reversals.
Assessment: The interpretation of the Fibonacci's Weighted Moving Average value depends on its comparison to other moving averages or trendlines. A value above 50 may indicate an uptrend, while a value below 50 may suggest a downtrend.
- Williams %R
- A momentum indicator that measures overbought or oversold conditions in an asset. It shows the relationship of the current closing price to the high-low range over a specified period.
Assessment: Williams %R values above -20 are typically considered overbought and may indicate a potential price reversal. Values below -80 are often viewed as oversold, suggesting a potential price bounce.
- Relative Volatility Index (RVI)
- A technical indicator that measures the volatility of a security by comparing the magnitude of recent price movements to the magnitude of average price changes. It helps identify periods of high or low volatility.
Assessment: A higher RVI value suggests higher volatility, which can provide trading opportunities but also carries increased risk.
- Commodity Channel Index (CCI)
- A versatile indicator that measures the current price level relative to an average price level over a given period. It helps identify overbought or oversold conditions and potential trend reversals.
Assessment: CCI values above 100 are often considered overbought, indicating a potential price correction or reversal. Values below -100 are typically viewed as oversold, suggesting a potential price rebound.