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

Performance

EXAG.DE vs. EUDF.DE - 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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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, EXAG.DE achieves a 23.44% return, which is significantly higher than EUDF.DE's 2.51% return.


EXAG.DE

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

EUDF.DE

1D
1.22%
1M
-3.90%
YTD
2.51%
6M
5.21%
1Y
-3.37%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


Correlation

The correlation between EXAG.DE and EUDF.DE is 0.06, 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

0.06

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

0.07

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Return for Risk

EXAG.DE vs. EUDF.DE — 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

EUDF.DE
EUDF.DE Risk / Return Rank: 88
Overall Rank
EUDF.DE Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EUDF.DE Sortino Ratio Rank: 88
Sortino Ratio Rank
EUDF.DE Omega Ratio Rank: 88
Omega Ratio Rank
EUDF.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
EUDF.DE Martin Ratio Rank: 77
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. EUDF.DE - 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 WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.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.


EXAG.DEEUDF.DEDifference
Sharpe ratioReturn per unit of total volatility

+2.84

Sortino ratioReturn per unit of downside risk

+3.18

Omega ratioGain probability vs. loss probability

1.45

1.00

+0.45

Calmar ratioReturn relative to maximum drawdown

5.01

-0.17

+5.18

Martin ratioReturn relative to average drawdown

17.27

-0.39

+17.66

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

The current EXAG.DE Sharpe Ratio is 2.73, which is higher than the EUDF.DE Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of EXAG.DE and EUDF.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


EXAG.DEEUDF.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.73

-0.12

+2.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.55

-0.03

Drawdowns

EXAG.DE vs. EUDF.DE - Drawdown Comparison

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


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Drawdown Indicators


EXAG.DEEUDF.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.04%

-19.51%

-15.53%

Max Drawdown (1Y)

Largest decline over 1 year

-11.94%

-19.51%

+7.57%

Max Drawdown (3Y)

Largest decline over 3 years

-15.69%

Current Drawdown

Current decline from peak

-6.47%

-14.05%

+7.58%

Average Drawdown

Average peak-to-trough decline

-21.25%

-6.55%

-14.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

8.29%

-4.82%

Volatility

EXAG.DE vs. EUDF.DE - Volatility Comparison

The current volatility for WisdomTree Enhanced Commodity ex-Agriculture UCITS ETF (EUR Hedged) Acc (EXAG.DE) is 5.02%, while WisdomTree Europe Defence UCITS ETF - EUR Acc (EUDF.DE) has a volatility of 9.95%. This indicates that EXAG.DE experiences smaller price fluctuations and is considered to be less risky than EUDF.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EXAG.DEEUDF.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.02%

9.95%

-4.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.08%

22.54%

-3.46%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

29.15%

-7.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.80%

30.89%

-10.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.80%

30.89%

-10.09%

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

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


Dividends

EXAG.DE vs. EUDF.DE - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


EXAG.DE and EUDF.DE have a correlation of 0.06, 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.

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

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