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WisdomTree Industrial Metals Enhanced (META.L)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BF4TWC33
WKNA2HH1S
IssuerWisdomTree
Inception DateFeb 27, 2019
CategoryMetals
Index TrackedOptimised Roll Industrial Metals
DomicileIreland
Distribution PolicyAccumulating
Asset ClassCommodity

Expense Ratio

The WisdomTree Industrial Metals Enhanced has a high expense ratio of 0.40%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.40%

Share Price Chart


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WisdomTree Industrial Metals Enhanced

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Industrial Metals Enhanced, 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%NovemberDecember2024FebruaryMarchApril
10.77%
15.51%
META.L (WisdomTree Industrial Metals Enhanced)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Industrial Metals Enhanced had a return of 6.04% year-to-date (YTD) and -0.52% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date6.04%5.90%
1 month4.52%-1.28%
6 months10.77%15.51%
1 year-0.52%21.68%
5 years (annualized)N/A11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.95%-0.71%2.16%
20231.67%-3.58%0.22%2.82%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of META.L is 17, indicating that it is in the bottom 17% of the market 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 META.L is 1717
WisdomTree Industrial Metals Enhanced(META.L)
The Sharpe Ratio Rank of META.L is 1818Sharpe Ratio Rank
The Sortino Ratio Rank of META.L is 1717Sortino Ratio Rank
The Omega Ratio Rank of META.L is 1717Omega Ratio Rank
The Calmar Ratio Rank of META.L is 1717Calmar Ratio Rank
The Martin Ratio Rank of META.L is 1818Martin 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 Enhanced (META.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


META.L
Sharpe ratio
The chart of Sharpe ratio for META.L, currently valued at -0.03, compared to the broader market0.002.004.00-0.03
Sortino ratio
The chart of Sortino ratio for META.L, currently valued at 0.06, compared to the broader market-2.000.002.004.006.008.0010.000.06
Omega ratio
The chart of Omega ratio for META.L, currently valued at 1.01, compared to the broader market1.001.502.002.501.01
Calmar ratio
The chart of Calmar ratio for META.L, currently valued at -0.03, compared to the broader market0.002.004.006.008.0010.0012.00-0.03
Martin ratio
The chart of Martin ratio for META.L, currently valued at -0.06, compared to the broader market0.0020.0040.0060.0080.00-0.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market0.0020.0040.0060.0080.007.62

Sharpe Ratio

The current WisdomTree Industrial Metals Enhanced Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.03
1.89
META.L (WisdomTree Industrial Metals Enhanced)
Benchmark (^GSPC)

Dividends

Dividend History


WisdomTree Industrial Metals Enhanced doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-9.38%
-3.86%
META.L (WisdomTree Industrial Metals Enhanced)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Industrial Metals Enhanced. 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 Enhanced was 20.18%, occurring on Feb 9, 2024. The portfolio has not yet recovered.

The current WisdomTree Industrial Metals Enhanced drawdown is 9.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.18%Jan 27, 2023262Feb 9, 2024
-13.62%Aug 12, 202232Sep 28, 202233Nov 14, 202265
-8.6%Nov 16, 20224Nov 21, 202213Dec 8, 202217
-5.8%Dec 12, 202216Jan 5, 20234Jan 11, 202320
-3.14%Aug 1, 20223Aug 3, 20224Aug 9, 20227

Volatility

Volatility Chart

The current WisdomTree Industrial Metals Enhanced volatility is 4.57%, 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
4.57%
3.39%
META.L (WisdomTree Industrial Metals Enhanced)
Benchmark (^GSPC)