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EN4C.DE vs. WTEH.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EN4C.DE vs. WTEH.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE). The values are adjusted to include any dividend payments, if applicable.

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EN4C.DE vs. WTEH.DE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EN4C.DE
L&G Multi-Strategy Enhanced Commodities UCITS ETF
19.83%-3.13%9.93%-5.63%29.83%10.18%
WTEH.DE
WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc
24.03%14.12%1.38%-8.99%8.44%4.50%

Returns By Period

In the year-to-date period, EN4C.DE achieves a 19.83% return, which is significantly lower than WTEH.DE's 24.03% return.


EN4C.DE

1D
-2.68%
1M
8.24%
YTD
19.83%
6M
21.70%
1Y
12.35%
3Y*
7.78%
5Y*
10Y*

WTEH.DE

1D
-1.34%
1M
9.00%
YTD
24.03%
6M
30.56%
1Y
32.63%
3Y*
10.83%
5Y*
11.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EN4C.DE vs. WTEH.DE - Expense Ratio Comparison

EN4C.DE has a 0.30% expense ratio, which is lower than WTEH.DE's 0.35% expense ratio.


Return for Risk

EN4C.DE vs. WTEH.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EN4C.DE
EN4C.DE Risk / Return Rank: 3535
Overall Rank
EN4C.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
EN4C.DE Sortino Ratio Rank: 3232
Sortino Ratio Rank
EN4C.DE Omega Ratio Rank: 3131
Omega Ratio Rank
EN4C.DE Calmar Ratio Rank: 4949
Calmar Ratio Rank
EN4C.DE Martin Ratio Rank: 3131
Martin Ratio Rank

WTEH.DE
WTEH.DE Risk / Return Rank: 9292
Overall Rank
WTEH.DE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
WTEH.DE Sortino Ratio Rank: 9191
Sortino Ratio Rank
WTEH.DE Omega Ratio Rank: 9090
Omega Ratio Rank
WTEH.DE Calmar Ratio Rank: 9797
Calmar Ratio Rank
WTEH.DE Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EN4C.DE vs. WTEH.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.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.


EN4C.DEWTEH.DEDifference

Sharpe ratio

Return per unit of total volatility

0.70

2.09

-1.39

Sortino ratio

Return per unit of downside risk

1.02

2.77

-1.75

Omega ratio

Gain probability vs. loss probability

1.14

1.40

-0.26

Calmar ratio

Return relative to maximum drawdown

1.42

5.30

-3.88

Martin ratio

Return relative to average drawdown

3.03

12.87

-9.84

EN4C.DE vs. WTEH.DE - Sharpe Ratio Comparison

The current EN4C.DE Sharpe Ratio is 0.70, which is lower than the WTEH.DE Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of EN4C.DE and WTEH.DE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


EN4C.DEWTEH.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.70

2.09

-1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.84

-0.14

Correlation

The correlation between EN4C.DE and WTEH.DE is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EN4C.DE vs. WTEH.DE - Dividend Comparison

Neither EN4C.DE nor WTEH.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EN4C.DE vs. WTEH.DE - Drawdown Comparison

The maximum EN4C.DE drawdown since its inception was -25.41%, smaller than the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for EN4C.DE and WTEH.DE.


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Drawdown Indicators


EN4C.DEWTEH.DEDifference

Max Drawdown

Largest peak-to-trough decline

-25.41%

-28.22%

+2.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.16%

-8.44%

-4.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.22%

Current Drawdown

Current decline from peak

-3.49%

-1.34%

-2.15%

Average Drawdown

Average peak-to-trough decline

-14.32%

-15.05%

+0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

2.51%

+1.70%

Volatility

EN4C.DE vs. WTEH.DE - Volatility Comparison

L&G Multi-Strategy Enhanced Commodities UCITS ETF (EN4C.DE) has a higher volatility of 7.99% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 7.13%. This indicates that EN4C.DE's price experiences larger fluctuations and is considered to be riskier than WTEH.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EN4C.DEWTEH.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.99%

7.13%

+0.86%

Volatility (6M)

Calculated over the trailing 6-month period

12.20%

12.87%

-0.67%

Volatility (1Y)

Calculated over the trailing 1-year period

17.49%

15.52%

+1.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.88%

15.29%

+2.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.88%

15.17%

+2.71%