ETLF.DE vs. WTEH.DE
Compare and contrast key facts about L&G All Commodities UCITS ETF (ETLF.DE) and WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE).
ETLF.DE and WTEH.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ETLF.DE is a passively managed fund by Legal & General that tracks the performance of the Bloomberg Commodity. It was launched on Jul 6, 2017. WTEH.DE is a passively managed fund by WisdomTree that tracks the performance of the Optimized Roll Commodity (EUR Hedged). It was launched on Aug 14, 2018. Both ETLF.DE and WTEH.DE are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
ETLF.DE vs. WTEH.DE - Performance Comparison
Loading graphics...
ETLF.DE vs. WTEH.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
ETLF.DE L&G All Commodities UCITS ETF | 22.31% | 4.67% | 10.97% | -10.24% | 21.51% | 40.15% | 2.83% |
WTEH.DE WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc | 24.03% | 14.12% | 1.38% | -8.99% | 8.44% | 27.25% | 5.11% |
Returns By Period
In the year-to-date period, ETLF.DE achieves a 22.31% return, which is significantly lower than WTEH.DE's 24.03% return.
ETLF.DE
- 1D
- -1.95%
- 1M
- 9.73%
- YTD
- 22.31%
- 6M
- 31.92%
- 1Y
- 21.72%
- 3Y*
- 11.06%
- 5Y*
- 14.00%
- 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*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
ETLF.DE vs. WTEH.DE - Expense Ratio Comparison
ETLF.DE has a 0.15% expense ratio, which is lower than WTEH.DE's 0.35% expense ratio.
Return for Risk
ETLF.DE vs. WTEH.DE — Risk / Return Rank
ETLF.DE
WTEH.DE
ETLF.DE vs. WTEH.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for L&G All Commodities UCITS ETF (ETLF.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.
| ETLF.DE | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.09 | -0.85 |
Sortino ratioReturn per unit of downside risk | 1.70 | 2.77 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.40 | -0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.53 | 5.30 | -2.77 |
Martin ratioReturn relative to average drawdown | 5.34 | 12.87 | -7.53 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ETLF.DE | WTEH.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 2.09 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.73 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.84 | -0.30 |
Correlation
The correlation between ETLF.DE and WTEH.DE is 0.77, 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
ETLF.DE vs. WTEH.DE - Dividend Comparison
Neither ETLF.DE nor WTEH.DE has paid dividends to shareholders.
Drawdowns
ETLF.DE vs. WTEH.DE - Drawdown Comparison
The maximum ETLF.DE drawdown since its inception was -28.78%, roughly equal to the maximum WTEH.DE drawdown of -28.22%. Use the drawdown chart below to compare losses from any high point for ETLF.DE and WTEH.DE.
Loading graphics...
Drawdown Indicators
| ETLF.DE | WTEH.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.78% | -28.22% | -0.56% |
Max Drawdown (1Y)Largest decline over 1 year | -11.91% | -8.44% | -3.47% |
Max Drawdown (5Y)Largest decline over 5 years | -27.00% | -28.22% | +1.22% |
Current DrawdownCurrent decline from peak | -1.95% | -1.34% | -0.61% |
Average DrawdownAverage peak-to-trough decline | -12.31% | -15.05% | +2.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | 2.51% | +1.66% |
Volatility
ETLF.DE vs. WTEH.DE - Volatility Comparison
L&G All Commodities UCITS ETF (ETLF.DE) has a higher volatility of 8.52% compared to WisdomTree Enhanced Commodity UCITS ETF (EUR Hedged) Acc (WTEH.DE) at 7.13%. This indicates that ETLF.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.
Loading graphics...
Volatility by Period
| ETLF.DE | WTEH.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.52% | 7.13% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 13.94% | 12.87% | +1.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.39% | 15.52% | +1.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.66% | 15.29% | +1.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.34% | 15.17% | +0.17% |