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WisdomTree Industrial Metals Longer Dated (FIND.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINJE00B24DMJ18
WKNA0SVXX
IssuerWisdomTree
Inception DateOct 10, 2007
CategoryMetals
Index TrackedBloomberg Industrial Metals 3 Month Forward
DomicileJersey
Distribution PolicyAccumulating
Asset ClassCommodity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree Industrial Metals Longer Dated has a high expense ratio of 0.49%, indicating higher-than-average management fees.


Expense ratio chart for FIND.L: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

Share Price Chart


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WisdomTree Industrial Metals Longer Dated

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Industrial Metals Longer Dated, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2024FebruaryMarchApril
16.28%
23.87%
FIND.L (WisdomTree Industrial Metals Longer Dated)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Industrial Metals Longer Dated had a return of 11.80% year-to-date (YTD) and 7.62% in the last 12 months. Over the past 10 years, WisdomTree Industrial Metals Longer Dated had an annualized return of 2.28%, while the S&P 500 had an annualized return of 10.52%, indicating that WisdomTree Industrial Metals Longer Dated did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date11.80%6.92%
1 month13.34%-2.83%
6 months16.27%23.86%
1 year7.62%23.33%
5 years (annualized)6.96%11.66%
10 years (annualized)2.28%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.84%-0.58%1.90%
20231.16%-3.81%0.24%3.81%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of FIND.L is 30, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of FIND.L is 3030
WisdomTree Industrial Metals Longer Dated(FIND.L)
The Sharpe Ratio Rank of FIND.L is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of FIND.L is 3232Sortino Ratio Rank
The Omega Ratio Rank of FIND.L is 3030Omega Ratio Rank
The Calmar Ratio Rank of FIND.L is 2626Calmar Ratio Rank
The Martin Ratio Rank of FIND.L is 2828Martin 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 Industrial Metals Longer Dated (FIND.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


FIND.L
Sharpe ratio
The chart of Sharpe ratio for FIND.L, currently valued at 0.48, compared to the broader market-1.000.001.002.003.004.000.48
Sortino ratio
The chart of Sortino ratio for FIND.L, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.000.80
Omega ratio
The chart of Omega ratio for FIND.L, currently valued at 1.09, compared to the broader market0.501.001.502.002.501.09
Calmar ratio
The chart of Calmar ratio for FIND.L, currently valued at 0.18, compared to the broader market0.002.004.006.008.0010.000.18
Martin ratio
The chart of Martin ratio for FIND.L, currently valued at 1.08, compared to the broader market0.0020.0040.0060.001.08
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.18, compared to the broader market-2.000.002.004.006.008.003.18
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.002.501.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.001.68
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.62, compared to the broader market0.0020.0040.0060.008.62

Sharpe Ratio

The current WisdomTree Industrial Metals Longer Dated Sharpe ratio is 0.48. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
0.48
2.19
FIND.L (WisdomTree Industrial Metals Longer Dated)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Industrial Metals Longer Dated doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-32.12%
-2.94%
FIND.L (WisdomTree Industrial Metals Longer Dated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Industrial Metals Longer Dated. 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 Industrial Metals Longer Dated was 65.36%, occurring on Jan 12, 2016. The portfolio has not yet recovered.

The current WisdomTree Industrial Metals Longer Dated drawdown is 32.12%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.36%Mar 7, 20081045Jan 12, 2016
-4.88%Jan 22, 20081Jan 22, 20081Feb 12, 20082
-2.42%Feb 25, 20082Feb 26, 20081Feb 27, 20083
-1.24%Feb 28, 20081Feb 28, 20081Feb 29, 20082
-0.58%Mar 4, 20081Mar 4, 20082Mar 6, 20083

Volatility

Volatility Chart

The current WisdomTree Industrial Metals Longer Dated volatility is 4.64%, 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%NovemberDecember2024FebruaryMarchApril
4.64%
3.65%
FIND.L (WisdomTree Industrial Metals Longer Dated)
Benchmark (^GSPC)