PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
FTGC vs. WTIC.DE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

FTGC vs. WTIC.DE

Last updated Apr 2, 2026

Compare and contrast key facts about First Trust Global Tactical Commodity Strategy Fund (FTGC) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE).

FTGC and WTIC.DE are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FTGC is an actively managed fund by First Trust. It was launched on Oct 23, 2013. WTIC.DE is a passively managed fund by WisdomTree that tracks the performance of the Optimised Roll Commodity. It was launched on Apr 27, 2016.

Performance

FTGC vs. WTIC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Global Tactical Commodity Strategy Fund (FTGC) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

FTGC vs. WTIC.DE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund		24.45%14.61%9.96%-5.36%17.36%27.95%2.17%6.40%-12.75%2.73%
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc		24.31%17.10%2.84%-7.04%12.13%28.29%0.17%7.77%-9.78%5.61%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with FTGC having a 24.45% return and WTIC.DE slightly lower at 24.31%.

FTGC

1D
-0.77%
1M
10.30%
YTD
24.45%
6M
29.10%
1Y
32.53%
3Y*
15.39%
5Y*
15.53%
10Y*
8.28%

WTIC.DE

1D
-1.72%
1M
8.88%
YTD
24.31%
6M
31.47%
1Y
35.24%
3Y*
13.09%
5Y*
13.33%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust Global Tactical Commodity Strategy Fund

WisdomTree Enhanced Commodity UCITS ETF USD Acc

Often compared with FTGC:
FTGC vs. PDBCFTGC vs. DBCFTGC vs. COMTFTGC vs. FFGCXFTGC vs. USDUFTGC vs. KOLDFTGC vs. DBA
Often compared with WTIC.DE:
WTIC.DE vs. PITWTIC.DE vs. CMOD.LWTIC.DE vs. USCIWTIC.DE vs. EN4C.DEWTIC.DE vs. ETLF.DEWTIC.DE vs. BCFE.DEWTIC.DE vs. EMEH.DE

FTGC vs. WTIC.DE - Expense Ratio Comparison

FTGC has a 0.95% expense ratio, which is higher than WTIC.DE's 0.35% expense ratio.

FTGC
First Trust Global Tactical Commodity Strategy Fund
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc

Return for Risk

FTGC vs. WTIC.DE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FTGC
FTGC Risk / Return Rank: 8888
Overall Rank
FTGC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 8989
Sortino Ratio Rank
FTGC Omega Ratio Rank: 8585
Omega Ratio Rank
FTGC Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8484
Martin Ratio Rank
WTIC.DE
WTIC.DE Risk / Return Rank: 7878
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 7878
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7373
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9292
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 6969
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.

FTGC vs. WTIC.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Global Tactical Commodity Strategy Fund (FTGC) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.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.

FTGCWTIC.DEDifference

Sharpe ratio

Return per unit of total volatility

1.95

2.13

-0.17

Sortino ratio

Return per unit of downside risk

2.56

2.81

-0.24

Omega ratio

Gain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratio

Return relative to maximum drawdown

3.18

4.80

-1.62

Martin ratio

Return relative to average drawdown

10.15

13.62

-3.48

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FTGC vs. WTIC.DE - Sharpe Ratio Comparison

The current FTGC Sharpe Ratio is 1.95, which is comparable to the WTIC.DE Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of FTGC and WTIC.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.

Loading graphics...

Sharpe Ratios by Period

FTGCWTIC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.95

2.13

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.98

0.84

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.56

-0.33

Correlation

The correlation between FTGC and WTIC.DE is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

FTGC vs. WTIC.DE - Dividend Comparison

FTGC's dividend yield for the trailing twelve months is around 15.41%, while WTIC.DE has not paid dividends to shareholders.

TTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund		15.41%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

FTGC vs. WTIC.DE - Drawdown Comparison

The maximum FTGC drawdown since its inception was -59.47%, which is greater than WTIC.DE's maximum drawdown of -26.82%. Use the drawdown chart below to compare losses from any high point for FTGC and WTIC.DE.

Loading graphics...

Drawdown Indicators

FTGCWTIC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-59.47%

-25.90%

-33.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.36%

-10.39%

+0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

-25.90%

+3.26%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

—

—

Current Drawdown

Current decline from peak

-0.77%

-2.29%

+1.52%

Average Drawdown

Average peak-to-trough decline

-27.78%

-12.22%

-15.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

3.38%

-0.13%

Volatility

FTGC vs. WTIC.DE - Volatility Comparison

The current volatility for First Trust Global Tactical Commodity Strategy Fund (FTGC) is 6.70%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a volatility of 7.45%. This indicates that FTGC experiences smaller price fluctuations and is considered to be less risky than WTIC.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading graphics...

Volatility by Period

FTGCWTIC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.70%

7.45%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.89%

12.86%

+0.03%

Volatility (1Y)

Calculated over the trailing 1-year period

16.73%

16.56%

+0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.95%

15.75%

+0.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.69%

13.61%

+1.08%