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LYTR.DE vs. WTIC.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LYTR.DE vs. WTIC.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) and WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with LYTR.DE having a 31.68% return and WTIC.DE slightly lower at 30.86%.


LYTR.DE

1D
-0.51%
1M
1.45%
YTD
31.68%
6M
37.89%
1Y
63.68%
3Y*
20.31%
5Y*
17.81%
10Y*
9.05%

WTIC.DE

1D
-1.31%
1M
0.57%
YTD
30.86%
6M
31.83%
1Y
40.68%
3Y*
13.11%
5Y*
12.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

LYTR.DE vs. WTIC.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc
31.68%17.61%13.31%-15.11%27.05%52.41%-19.51%14.38%-6.19%-11.98%
WTIC.DE
WisdomTree Enhanced Commodity UCITS ETF USD Acc
30.86%3.73%9.08%-9.89%18.67%39.27%-8.75%10.10%-5.33%-7.47%

Correlation

The correlation between LYTR.DE and WTIC.DE is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.88

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

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Jun 10, 2016

0.86

The correlation between LYTR.DE and WTIC.DE has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

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Return for Risk

LYTR.DE vs. WTIC.DE — Risk / Return Rank

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

LYTR.DE
LYTR.DE Risk / Return Rank: 8383
Overall Rank
LYTR.DE Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
LYTR.DE Sortino Ratio Rank: 7676
Sortino Ratio Rank
LYTR.DE Omega Ratio Rank: 8181
Omega Ratio Rank
LYTR.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
LYTR.DE Martin Ratio Rank: 8484
Martin Ratio Rank

WTIC.DE
WTIC.DE Risk / Return Rank: 7373
Overall Rank
WTIC.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
WTIC.DE Sortino Ratio Rank: 6565
Sortino Ratio Rank
WTIC.DE Omega Ratio Rank: 7070
Omega Ratio Rank
WTIC.DE Calmar Ratio Rank: 9090
Calmar Ratio Rank
WTIC.DE Martin Ratio Rank: 7070
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.

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

This table presents a comparison of risk-adjusted performance metrics for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) 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.


LYTR.DEWTIC.DEDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.37

Omega ratioGain probability vs. loss probability

1.48

1.41

+0.07

Calmar ratioReturn relative to maximum drawdown

5.47

5.55

-0.08

Martin ratioReturn relative to average drawdown

16.93

12.79

+4.14

LYTR.DE vs. WTIC.DE - Sharpe Ratio Comparison

The current LYTR.DE Sharpe Ratio is 2.83, which is comparable to the WTIC.DE Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of LYTR.DE and WTIC.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


LYTR.DEWTIC.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.83

2.30

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.91

0.77

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

0.54

-0.42

Drawdowns

LYTR.DE vs. WTIC.DE - Drawdown Comparison

The maximum LYTR.DE drawdown since its inception was -67.69%, which is greater than WTIC.DE's maximum drawdown of -25.90%. Use the drawdown chart below to compare losses from any high point for LYTR.DE and WTIC.DE.


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Drawdown Indicators


LYTR.DEWTIC.DEDifference

Max Drawdown

Largest peak-to-trough decline

-67.69%

-25.90%

-41.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.84%

-7.43%

-4.41%

Max Drawdown (3Y)

Largest decline over 3 years

-17.04%

-13.51%

-3.53%

Max Drawdown (5Y)

Largest decline over 5 years

-30.29%

-25.90%

-4.39%

Max Drawdown (10Y)

Largest decline over 10 years

-44.60%

Current Drawdown

Current decline from peak

-3.72%

-3.46%

-0.26%

Average Drawdown

Average peak-to-trough decline

-31.29%

-12.05%

-19.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.83%

3.23%

+0.60%

Volatility

LYTR.DE vs. WTIC.DE - Volatility Comparison

The current volatility for Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc (LYTR.DE) is 5.20%, while WisdomTree Enhanced Commodity UCITS ETF USD Acc (WTIC.DE) has a volatility of 5.73%. This indicates that LYTR.DE 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.


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Volatility by Period


LYTR.DEWTIC.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

5.73%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

20.33%

15.76%

+4.57%

Volatility (1Y)

Calculated over the trailing 1-year period

22.94%

17.94%

+5.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.40%

16.14%

+3.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.20%

14.10%

+4.10%

LYTR.DE vs. WTIC.DE - Expense Ratio Comparison

LYTR.DE has a 0.30% expense ratio, which is lower than WTIC.DE's 0.35% expense ratio.


Dividends

LYTR.DE vs. WTIC.DE - Dividend Comparison

Neither LYTR.DE nor WTIC.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LYTR.DE and WTIC.DE have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, LYTR.DE is cheaper at 0.30% per year. The better choice depends on whether you care most about return, fees, risk, or income.

LYTR.DE is cheaper with a 0.30% expense ratio, compared with 0.35% for WTIC.DE.

LYTR.DE tracks Bloomberg Energy and Metals Equal-Weighted, while WTIC.DE tracks Optimised Roll Commodity. They also come from different issuers: Amundi and WisdomTree. Their fees differ too: 0.30% for LYTR.DE and 0.35% for WTIC.DE.

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