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EUDF.DE vs. EXAG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EUDF.DE vs. EXAG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EUDF.DE achieves a 1.28% return, which is significantly lower than EXAG.DE's 24.69% return.


EUDF.DE

1D
-1.17%
1M
-3.08%
YTD
1.28%
6M
5.13%
1Y
-5.22%
3Y*
5Y*
10Y*

EXAG.DE

1D
-0.49%
1M
-2.05%
YTD
24.69%
6M
34.58%
1Y
59.68%
3Y*
18.97%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EUDF.DE vs. EXAG.DE - Yearly Performance Comparison


Correlation

The correlation between EUDF.DE and EXAG.DE is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Mar 12, 2025

0.08

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Return for Risk

EUDF.DE vs. EXAG.DE — Risk / Return Rank

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

EUDF.DE
EUDF.DE Risk / Return Rank: 77
Overall Rank
EUDF.DE Sharpe Ratio Rank: 77
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 77
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 66
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 66
Martin Ratio Rank

EXAG.DE
EXAG.DE Risk / Return Rank: 8080
Overall Rank
EXAG.DE Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
EXAG.DE Sortino Ratio Rank: 7171
Sortino Ratio Rank
EXAG.DE Omega Ratio Rank: 7676
Omega Ratio Rank
EXAG.DE Calmar Ratio Rank: 8787
Calmar Ratio Rank
EXAG.DE Martin Ratio Rank: 8484
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.

EUDF.DE vs. EXAG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) and WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.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.


EUDF.DEEXAG.DEDifference
Sharpe ratioReturn per unit of total volatility

-2.88

Sortino ratioReturn per unit of downside risk

-3.25

Omega ratioGain probability vs. loss probability

0.99

1.45

-0.46

Calmar ratioReturn relative to maximum drawdown

-0.27

4.97

-5.24

Martin ratioReturn relative to average drawdown

-0.61

17.27

-17.87

EUDF.DE vs. EXAG.DE - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is -0.18, which is lower than the EXAG.DE Sharpe Ratio of 2.71. The chart below compares the historical Sharpe Ratios of EUDF.DE and EXAG.DE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


EUDF.DEEXAG.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.18

2.71

-2.88

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.54

-0.02

Drawdowns

EUDF.DE vs. EXAG.DE - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -19.51%, smaller than the maximum EXAG.DE drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and EXAG.DE.


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Drawdown Indicators


EUDF.DEEXAG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-19.51%

-35.04%

+15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-19.51%

-11.94%

-7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

Current Drawdown

Current decline from peak

-15.08%

-5.53%

-9.55%

Average Drawdown

Average peak-to-trough decline

-6.52%

-21.26%

+14.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.61%

3.45%

+5.16%

Volatility

EUDF.DE vs. EXAG.DE - Volatility Comparison

WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a higher volatility of 10.29% compared to WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) at 4.98%. This indicates that EUDF.DE's price experiences larger fluctuations and is considered to be riskier than EXAG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EUDF.DEEXAG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.29%

4.98%

+5.31%

Volatility (6M)

Calculated over the trailing 6-month period

22.51%

19.09%

+3.42%

Volatility (1Y)

Calculated over the trailing 1-year period

29.17%

22.00%

+7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.93%

20.80%

+10.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.93%

20.80%

+10.13%

EUDF.DE vs. EXAG.DE - Expense Ratio Comparison

EUDF.DE has a 0.40% expense ratio, which is lower than EXAG.DE's 0.60% expense ratio.


Dividends

EUDF.DE vs. EXAG.DE - Dividend Comparison

Neither EUDF.DE nor EXAG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EUDF.DE and EXAG.DE have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EUDF.DE is cheaper at 0.40% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EUDF.DE is cheaper with a 0.40% expense ratio, compared with 0.60% for EXAG.DE.

EUDF.DE is categorized as Aerospace & Defense, while EXAG.DE is Commodities. EUDF.DE tracks WisdomTree Europe Defence UCITS Index (NTR), while EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged). Their fees differ too: 0.40% for EUDF.DE and 0.60% for EXAG.DE.

Portfolio Optimizer

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