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

Performance

EXAG.DE vs. EEMS - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, EXAG.DE achieves a 23.44% return, which is significantly higher than EEMS's 16.50% return.


EXAG.DE

1D
-1.00%
1M
-3.06%
YTD
23.44%
6M
33.80%
1Y
60.10%
3Y*
18.34%
5Y*
10Y*

EEMS

1D
0.35%
1M
0.61%
YTD
16.50%
6M
17.51%
1Y
26.72%
3Y*
13.93%
5Y*
8.02%
10Y*
9.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EXAG.DE vs. EEMS - Yearly Performance Comparison


2026 (YTD)20252024202320222021
EXAG.DE
WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc
23.44%32.86%1.21%-10.04%12.14%-0.14%
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
16.50%5.57%9.94%19.40%-14.11%3.34%

Correlation

The correlation between EXAG.DE and EEMS is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.12

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2021

0.21

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Return for Risk

EXAG.DE vs. EEMS — Risk / Return Rank

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

EXAG.DE
EXAG.DE Risk / Return Rank: 8181
Overall Rank
EXAG.DE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
EXAG.DE Sortino Ratio Rank: 7272
Sortino Ratio Rank
EXAG.DE Omega Ratio Rank: 7878
Omega Ratio Rank
EXAG.DE Calmar Ratio Rank: 8888
Calmar Ratio Rank
EXAG.DE Martin Ratio Rank: 8585
Martin Ratio Rank

EEMS
EEMS Risk / Return Rank: 5151
Overall Rank
EEMS Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
EEMS Sortino Ratio Rank: 4747
Sortino Ratio Rank
EEMS Omega Ratio Rank: 5050
Omega Ratio Rank
EEMS Calmar Ratio Rank: 5555
Calmar Ratio Rank
EEMS Martin Ratio Rank: 5555
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.

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

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) and iShares MSCI Emerging Markets Small-Cap ETF (EEMS). 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.


EXAG.DEEEMSDifference
Sharpe ratioReturn per unit of total volatility

+1.04

Sortino ratioReturn per unit of downside risk

+0.89

Omega ratioGain probability vs. loss probability

1.45

1.31

+0.14

Calmar ratioReturn relative to maximum drawdown

5.01

3.29

+1.72

Martin ratioReturn relative to average drawdown

17.27

10.23

+7.04

EXAG.DE vs. EEMS - Sharpe Ratio Comparison

The current EXAG.DE Sharpe Ratio is 2.73, which is higher than the EEMS Sharpe Ratio of 1.69. The chart below compares the historical Sharpe Ratios of EXAG.DE and EEMS, 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


EXAG.DEEEMSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

1.69

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.41

+0.12

Drawdowns

EXAG.DE vs. EEMS - Drawdown Comparison

The maximum EXAG.DE drawdown since its inception was -35.04%, smaller than the maximum EEMS drawdown of -40.76%. Use the drawdown chart below to compare losses from any high point for EXAG.DE and EEMS.


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Drawdown Indicators


EXAG.DEEEMSDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-40.76%

+5.72%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-8.16%

-3.78%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

-19.68%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

Max Drawdown (10Y)

Largest decline over 10 years

-40.76%

Current Drawdown

Current decline from peak

-6.47%

-1.51%

-4.96%

Average Drawdown

Average peak-to-trough decline

-21.25%

-8.40%

-12.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

2.62%

+0.85%

Volatility

EXAG.DE vs. EEMS - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) is 5.02%, while iShares MSCI Emerging Markets Small-Cap ETF (EEMS) has a volatility of 6.08%. This indicates that EXAG.DE experiences smaller price fluctuations and is considered to be less risky than EEMS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXAG.DEEEMSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

6.08%

-1.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

13.36%

+5.72%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

15.87%

+6.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

14.52%

+6.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

17.22%

+3.58%

EXAG.DE vs. EEMS - Expense Ratio Comparison

EXAG.DE has a 0.60% expense ratio, which is lower than EEMS's 0.73% expense ratio.


Dividends

EXAG.DE vs. EEMS - Dividend Comparison

EXAG.DE has not paid dividends to shareholders, while EEMS's dividend yield for the trailing twelve months is around 2.68%.


PositionTTM20252024202320222021202020192018201720162015
EEMS
iShares MSCI Emerging Markets Small-Cap ETF
2.68%3.09%2.60%2.69%0.89%3.56%2.14%2.64%3.06%2.47%2.51%2.33%
EXAG.DE
WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


EXAG.DE and EEMS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, EXAG.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EXAG.DE is cheaper with a 0.60% expense ratio, compared with 0.73% for EEMS.

EXAG.DE is categorized as Commodities, while EEMS is Emerging Markets Diversified. EXAG.DE tracks Morgan Stanley RADAR ex Agriculture & Livestock Commodity (EUR Hedged), while EEMS tracks MSCI Emerging Markets Small Cap Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.60% for EXAG.DE and 0.73% for EEMS.

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