EMEH.DE vs. WTIC.DE
EMEH.DE (BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR) and WTIC.DE (WisdomTree Enhanced Commodity UCITS ETF USD Acc) are both Commodities funds - EMEH.DE tracks the BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged) while WTIC.DE tracks the Optimised Roll Commodity. Both are passively managed. Over the past 5 years, EMEH.DE returned 11.35%/yr vs 12.56%/yr for WTIC.DE. A 0.71 correlation means they provide meaningful diversification when combined. EMEH.DE charges 0.39%/yr vs 0.35%/yr for WTIC.DE.
Performance
EMEH.DE vs. WTIC.DE - Performance Comparison
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Returns By Period
In the year-to-date period, EMEH.DE achieves a 21.33% return, which is significantly lower than WTIC.DE's 30.86% return.
EMEH.DE
- 1D
- -0.55%
- 1M
- -0.97%
- YTD
- 21.33%
- 6M
- 24.96%
- 1Y
- 44.23%
- 3Y*
- 16.63%
- 5Y*
- 11.35%
- 10Y*
- —
WTIC.DE
- 1D
- -1.31%
- 1M
- -2.39%
- YTD
- 30.86%
- 6M
- 32.69%
- 1Y
- 41.43%
- 3Y*
- 13.11%
- 5Y*
- 12.56%
- 10Y*
- —
EMEH.DE vs. WTIC.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EMEH.DE BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR | 21.33% | 25.40% | 6.63% | -12.26% | 11.15% | 27.11% | -4.42% | 7.62% | -90.10% | 4.93% |
WTIC.DE WisdomTree Enhanced Commodity UCITS ETF USD Acc | 30.86% | 3.73% | 9.08% | -9.89% | 18.67% | 39.27% | -8.75% | 10.10% | -5.33% | 2.30% |
Correlation
The correlation between EMEH.DE and WTIC.DE is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2017 | 0.71 |
The correlation between EMEH.DE and WTIC.DE has been stable across timeframes, ranging from 0.71 to 0.79 - a consistent structural relationship.
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Return for Risk
EMEH.DE vs. WTIC.DE — Risk / Return Rank
EMEH.DE
WTIC.DE
EMEH.DE vs. WTIC.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EMEH.DE | WTIC.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.17 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.41 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.95 | 5.55 | -0.60 |
| Martin ratioReturn relative to average drawdown | 14.34 | 12.79 | +1.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EMEH.DE | WTIC.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 2.30 | +0.17 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.64 | 0.77 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.48 | 0.54 | -1.02 |
Drawdowns
EMEH.DE vs. WTIC.DE - Drawdown Comparison
The maximum EMEH.DE drawdown since its inception was -92.42%, which is greater than WTIC.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for EMEH.DE and WTIC.DE.
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Drawdown Indicators
| EMEH.DE | WTIC.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.42% | -25.90% | -66.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -7.43% | -1.46% |
Max Drawdown (3Y)Largest decline over 3 years | -12.28% | -13.51% | +1.23% |
Max Drawdown (5Y)Largest decline over 5 years | -32.73% | -25.90% | -6.83% |
Current DrawdownCurrent decline from peak | -80.34% | -3.46% | -76.88% |
Average DrawdownAverage peak-to-trough decline | -81.38% | -12.05% | -69.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.08% | 3.23% | -0.15% |
Volatility
EMEH.DE vs. WTIC.DE - Volatility Comparison
The current volatility for BNP Paribas Easy Energy & Metals Enhanced Roll UCITS ETF EUR (EMEH.DE) is 4.15%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a volatility of 5.73%. This indicates that EMEH.DE experiences smaller price fluctuations and is considered to be less risky than WTIC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EMEH.DE | WTIC.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.15% | 5.73% | -1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 15.95% | 15.76% | +0.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 17.94% | -0.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 16.14% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.16% | 14.10% | +20.06% |
EMEH.DE vs. WTIC.DE - Expense Ratio Comparison
EMEH.DE has a 0.39% expense ratio, which is higher than WTIC.DE's 0.35% expense ratio.
Dividends
EMEH.DE vs. WTIC.DE - Dividend Comparison
Neither EMEH.DE nor WTIC.DE has paid dividends to shareholders.
Frequently Asked Questions
EMEH.DE and WTIC.DE have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, WTIC.DE is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
WTIC.DE is cheaper with a 0.35% expense ratio, compared with 0.39% for EMEH.DE.
EMEH.DE tracks BNP Paribas Energy & Metals Enhanced Roll (EUR Hedged), while WTIC.DE tracks Optimised Roll Commodity. They also come from different issuers: BNP Paribas and WisdomTree. Their fees differ too: 0.39% for EMEH.DE and 0.35% for WTIC.DE.
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