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EUDF.DE vs. OD7F.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EUDF.DE vs. OD7F.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 WTI Crude Oil (OD7F.DE). The values are adjusted to include any dividend payments, if applicable.

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EUDF.DE vs. OD7F.DE - Yearly Performance Comparison


2026 (YTD)2025
EUDF.DE
WisdomTree Europe Defence UCITS ETF - EUR Acc
14.36%18.55%
OD7F.DE
WisdomTree WTI Crude Oil
58.90%-17.52%
Different Trading Currencies

EUDF.DE is traded in EUR, while OD7F.DE is traded in USD. To make them comparable, the OD7F.DE values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EUDF.DE achieves a 14.36% return, which is significantly lower than OD7F.DE's 58.90% return.


EUDF.DE

1D
5.88%
1M
-1.58%
YTD
14.36%
6M
1.31%
1Y
28.88%
3Y*
5Y*
10Y*

OD7F.DE

1D
-7.13%
1M
29.04%
YTD
58.90%
6M
51.28%
1Y
18.99%
3Y*
11.90%
5Y*
21.66%
10Y*
7.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EUDF.DE vs. OD7F.DE - Expense Ratio Comparison

EUDF.DE has a 0.40% expense ratio, which is lower than OD7F.DE's 0.49% expense ratio.


Return for Risk

EUDF.DE vs. OD7F.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: 5050
Overall Rank
EUDF.DE Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 5151
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 4242
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 6363
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 4444
Martin Ratio Rank

OD7F.DE
OD7F.DE Risk / Return Rank: 3535
Overall Rank
OD7F.DE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OD7F.DE Sortino Ratio Rank: 3737
Sortino Ratio Rank
OD7F.DE Omega Ratio Rank: 3535
Omega Ratio Rank
OD7F.DE Calmar Ratio Rank: 4242
Calmar Ratio Rank
OD7F.DE Martin Ratio Rank: 2525
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. OD7F.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 WTI Crude Oil (OD7F.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.DEOD7F.DEDifference

Sharpe ratio

Return per unit of total volatility

0.95

0.45

+0.49

Sortino ratio

Return per unit of downside risk

1.42

0.90

+0.52

Omega ratio

Gain probability vs. loss probability

1.17

1.12

+0.06

Calmar ratio

Return relative to maximum drawdown

1.72

0.85

+0.87

Martin ratio

Return relative to average drawdown

4.43

1.47

+2.96

EUDF.DE vs. OD7F.DE - Sharpe Ratio Comparison

The current EUDF.DE Sharpe Ratio is 0.95, which is higher than the OD7F.DE Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of EUDF.DE and OD7F.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


EUDF.DEOD7F.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.95

0.45

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

-0.10

+1.19

Correlation

The correlation between EUDF.DE and OD7F.DE is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

EUDF.DE vs. OD7F.DE - Dividend Comparison

Neither EUDF.DE nor OD7F.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EUDF.DE vs. OD7F.DE - Drawdown Comparison

The maximum EUDF.DE drawdown since its inception was -18.51%, smaller than the maximum OD7F.DE drawdown of -95.44%. Use the drawdown chart below to compare losses from any high point for EUDF.DE and OD7F.DE.


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Drawdown Indicators


EUDF.DEOD7F.DEDifference

Max Drawdown

Largest peak-to-trough decline

-18.51%

-96.85%

+78.34%

Max Drawdown (1Y)

Largest decline over 1 year

-18.51%

-22.79%

+4.28%

Max Drawdown (5Y)

Largest decline over 5 years

-38.39%

Max Drawdown (10Y)

Largest decline over 10 years

-82.12%

Current Drawdown

Current decline from peak

-4.11%

-78.37%

+74.26%

Average Drawdown

Average peak-to-trough decline

-5.78%

-74.16%

+68.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.20%

12.31%

-5.11%

Volatility

EUDF.DE vs. OD7F.DE - Volatility Comparison

The current volatility for WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) is 11.90%, while WisdomTree WTI Crude Oil (OD7F.DE) has a volatility of 22.42%. This indicates that EUDF.DE experiences smaller price fluctuations and is considered to be less risky than OD7F.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.DEOD7F.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.90%

22.42%

-10.52%

Volatility (6M)

Calculated over the trailing 6-month period

20.92%

30.35%

-9.43%

Volatility (1Y)

Calculated over the trailing 1-year period

30.50%

41.79%

-11.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

36.67%

-6.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.54%

39.83%

-9.29%