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WisdomTree Enhanced Commodity ex-Agriculture UCITS...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BDVPNV63
WKNA3CNQ1
IssuerWisdomTree
Inception DateJul 12, 2021
CategoryCommodities
Index TrackedMorgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged)
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

EXAG.DE has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for EXAG.DE: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%December2024FebruaryMarchAprilMay
10.18%
31.19%
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc had a return of 7.64% year-to-date (YTD) and 5.64% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date7.64%10.00%
1 month-1.55%2.41%
6 months6.87%16.70%
1 year5.64%26.85%
5 years (annualized)N/A12.81%
10 years (annualized)N/A10.84%

Monthly Returns

The table below presents the monthly returns of EXAG.DE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.51%-1.69%4.21%4.39%7.64%
20230.67%-6.72%0.95%-0.24%-6.75%-0.10%8.86%-1.39%0.33%-3.26%-1.97%-0.02%-10.04%
20226.11%7.43%8.16%1.04%-0.51%-8.64%0.14%-5.48%-3.22%1.52%6.01%0.44%12.14%
20212.36%-3.09%-1.71%6.11%-7.07%5.52%1.46%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of EXAG.DE is 23, indicating that it is in the bottom 23% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of EXAG.DE is 2323
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc)
The Sharpe Ratio Rank of EXAG.DE is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of EXAG.DE is 2323Sortino Ratio Rank
The Omega Ratio Rank of EXAG.DE is 2323Omega Ratio Rank
The Calmar Ratio Rank of EXAG.DE is 2222Calmar Ratio Rank
The Martin Ratio Rank of EXAG.DE is 2323Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


EXAG.DE
Sharpe ratio
The chart of Sharpe ratio for EXAG.DE, currently valued at 0.46, compared to the broader market0.002.004.000.46
Sortino ratio
The chart of Sortino ratio for EXAG.DE, currently valued at 0.72, compared to the broader market-2.000.002.004.006.008.0010.000.72
Omega ratio
The chart of Omega ratio for EXAG.DE, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for EXAG.DE, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.19
Martin ratio
The chart of Martin ratio for EXAG.DE, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.001.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.35, compared to the broader market0.002.004.002.35
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.33, compared to the broader market-2.000.002.004.006.008.0010.003.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.501.001.502.002.501.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.90, compared to the broader market0.002.004.006.008.0010.0012.0014.001.90
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.02, compared to the broader market0.0020.0040.0060.0080.009.02

Sharpe Ratio

The current WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc Sharpe ratio is 0.46. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.46
2.49
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-26.23%
-0.65%
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc was 34.63%, occurring on Dec 12, 2023. The portfolio has not yet recovered.

The current WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc drawdown is 26.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.63%Mar 9, 2022454Dec 12, 2023
-11.16%Oct 18, 202143Dec 15, 202123Jan 19, 202266
-8.48%Jul 30, 202115Aug 19, 202137Oct 11, 202152
-4.62%Jul 15, 20213Jul 19, 20218Jul 29, 202111
-3.42%Feb 25, 20221Feb 25, 20222Mar 1, 20223

Volatility

Volatility Chart

The current WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc volatility is 3.54%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
3.54%
3.25%
EXAG.DE (WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc)
Benchmark (^GSPC)